search

alpacahq / Alpaca-API

The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
https://alpaca.markets/
143 stars 13 forks source link

Paper Trading Bad Executions #105

Open ghost opened 4 years ago

ghost commented 4 years ago

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 Paper Trading Issue

OHLCV Polygon Data Polygon Data

sikanrong commented 3 years ago

My and my team are also following this ticket; it would be great if someone on the Alpaca staff could step in and explain exactly how the Paper API simulation actually works on a technical level, with regards to the order books and their relation to the real market.

As well it would be great to get a timeline on when this might be fixed.

StuartFarmer commented 3 years ago

I have the same problem where limit orders say they get filled but at a different price per share than the limit order price I set. IE: it's not guaranteeing the price.