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Is it possible for a query to return whether a given trade was purely simulated or if there were actual auto trades associated with the trade? I am looking to see the same data that is available when you click Show Autotrades for a strategy or at least to be able to tell if the price information is based on actual fills or pure simulation.
Thanks.
Hello,
such data are not available in C2Explorer.
Fills should be pretty close.
Differences could be when a trade was filled by Ask or Bid quote and (mainly) when the traded instrument has low volume (seldom traded instrument or too many traders).
