Mariner Backtesting - NASDAQ to cboe IOC buy script

Check Logic

All IOC orders are accepted.

Fill Logic

Fill the order at the current best ask if the limit locks or crosses the ask. If the limit is not met with the current best ask, fill the order at the limit if the last price locks or crosses the limit. If the order cannot be filled immediately, it is cancelled.

Cancel Logic

IOC orders can be cancelled at any time.