Thomas Schmidt / Publications
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Evaluating Last Order ...
All, My function has been failing due to order fulfilment issues, an order may not be fulfilled in one transaction, as per attached screen shot, relevant code is attached below. In the above example, I should be reading a volume of 3.20 (0.5 + 2.70) and an out price of 1.61451 (1.61451+1.61451/2)