I sent an fill-and-kill limit order for 5 lots at price 0.99. The order hit the top level of the book that was 0.98 and it was filled, but I got the reply that it was filled at 5.051019 lots which obviously is bigger than 5. Why did this happen? How much over can it go?
I sent an fill-and-kill limit order for 5 lots at price 0.99. The order hit the top level of the book that was 0.98 and it was filled, but I got the reply that it was filled at 5.051019 lots which obviously is bigger than 5. Why did this happen? How much over can it go?