Trade Simulation
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      Mariner Backtesting - NASDAQ LOO sell Logic

      Limit on Open Logic

      Check Logic

      The order must be placed at least 2 minutes before the market opens (factoring in transmission latency).

      Fill Logic

      The order is filled on NASDAQ at the opening print (aka O print) if the opening price locks or crosses the limit. If the order cannot be filled at the opening print, it is cancelled. The number of shares filled is the symbol's bid_size * lot_size. If the order is partially filled, the remainder will be cancelled at the end of the simulation since there is at most one opening print for each symbol. If the opening print is not seen within 1 second of the market open, the order is cancelled. This fill takes liquidity.

      Cancel Logic

      The order must be cancelled at least 2 minutes before market open (factoring in transmission latency).