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 Post subject: FillOnLevel2
PostPosted: Fri Aug 02, 2019 5:46 pm 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 236
Hi,

How exactly does FillOnLevel2 work?

Regards


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 Post subject: Re: FillOnLevel2
PostPosted: Mon Sep 30, 2019 9:58 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 567
Hi,
FillOnLevel2 means that ExecutionSimulator will check conditions at every level2 change.
During the checking it will check each Bid for sell orders and each Ask for buy orders.


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