However, in my case, the next tick after a limit order fills, is getting GetAtmStrategyMarketPosition() = MarketPosition.Flat. Why is this? It only happens when connected to a realtime data feed. When I replay the same exact ticks through Market Replay, then GetAtmStrategyMarketPosition() = MarketPosition.Long in this scenario.
Is there a bug in the internal NT code for GetAtmStrategyMarketPosition(), or is this possibly a tick data problem? How many ticks after a limit order fills is the GetAtmStrategyMarketPosition() status changed?
Thanks!
Bryan
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