On the most recent system trade (16 aug) [LINKSYSTEM_55133113], the broker statements shows 1 ES contract was filled as a short entry at 1414.46. Obviously this is not possible, can someone at c2 explain why this anomoly?
Oh, I see what you mean. I was displaying average fill price per order id, not actual fill price. So the average could be a crazy number outside the tick-size boundary. I’ve fixed this. Thanks for bringing to my attention.
whats the reason for the broker statements having multiple lines per subscriber?
Fills can be executed at different prices in different pieces.
