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What is Allow Partial Fills?

Dustin_LangDustin_Lang Posts: 25
edited August 2016 in FAQs

On the "Backtesting" tab under "Advanced Options", what exactly does Executions: Allow partial fills do? How does it modify the behavior of fills?

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Comments

  • shayneshayne Posts: 70

    a backtest can either fill orders for the order quantity or "partial fills". Partial fills means the order will fill up to the order quantity or what is available in the market (bid/ask/current print) as if you received the first partial fill.

  • superquantsuperquant Posts: 28
    edited March 2017

    Allow Partial Fills = True for market orders will fill the order up to the quantity of current market bid/ask price and the balance is then cancelled. Allow Partial Fills = False for market orders will result in the full order being filled at the then current bid/ask price.

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