Trade Simulation
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      Mariner Backtesting - LETB nasdaq moc buy Logic

      Check Logic

      The order must be placed at least 10 minutes (factoring in transmission latency) before the close for it to be accepted.

      Fill Logic

      The order is filled on NASDAQ on the closing print (aka 6 print) at the closing price. The number of shares filled is the symbol's ask_size * lot_size (for buying) or bid_size * lot_size (for selling). If the order is partially filled, the remainder will be cancelled at the end of the simulation since there is at most one closing print for each symbol. This fill takes liquidity.

      Cancel Logic

      The order must be cancelled at least 10 minutes before market close (factoring in transmission latency).