alpacahq / alpacahq/Alpaca-API
Paper Trading Bad Executions
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描述
**Paper Trading Problem:** Limit orders executing above a stock's Minute High.
As seen in attached screenshots, my "BUD" Limit Buy and Limit Sell simultaneously executed @ in the mid $57s. However, in the second screenshot, Polygon (and other data sources like Yahoo) claims BUD's high at 9:35am was $57.03 (second column). This too-favorable order execution happened many of my stocks today.
All help greatly appreciated
Order Executions
OHLCV Polygon Data
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