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Mariner Backtesting - LETB nyse loo buy
Check LogicThe order is accepted if the primary exchange is NYSE or AMEX ('N' or 'A') and if the symbol has not opened yet.
Fill LogicThe order is filled at the opening price if it locks or crosses the limit. The number of shares filled is the symbol's ask_size * lot_size (for buying) or bid_size * lot_size (for selling).
Cancel Logic