I follow the hydra options spread strategy on C2 and it irregularly fills the options spreads. C2 directs a couple orders and partially fills the orders until the account position matches and syncs to the strategy’s position.
The screenshot attached shows an order that was not needed because it entered and exited a position just to enter again later. Whereas, if C2 did not buy to close GOOG 325, it would have eliminated a potential PDT event and prevented a small loss of $0.04 or $40 after multiplied by 10 contracts.
I understand it may take multiple partial fills to complete the trade position, but it executes additional steps that are not necessary to fill the position and could lead to more incorrect positions on behalf of the C2 subscribers/customers.
