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Strange average execution price #487

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jshellen opened this issue May 18, 2021 · 0 comments
Open

Strange average execution price #487

jshellen opened this issue May 18, 2021 · 0 comments

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@jshellen
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Hi,

Could you explain in which situations avgPx field in a fill message would be different from limit price defined by a limit order given that the order is filled 100%.

My fill response:

{ "action": "update", "data": [ { "account": 361461, "avgPx": 43802, "clOrdID": "7978a967-1715-3cdb-1da2-a9e370634626", "cumQty": 1000, "leavesQty": 0, "ordStatus": "Filled", "orderID": "2a2b871f-fd01-492e-8366-07e0e656ca77", "symbol": "XBTUSD", "timestamp": "2021-05-18T14:27:09.435Z", "workingIndicator": false } ], "table": "order" }
Dashboard shows different execution price:

order

Thanks!

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