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Fill based on position in queue
http://www.smartquant.com/forums/viewtopic.php?f=86&t=14679
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Author:  azuric [ Wed Jan 11, 2017 2:14 pm ]
Post subject:  Fill based on position in queue

Hi is it possible to run the execution simulator using fills based on the orders position in the bid or offer, so more accurate than the fill on trade and less stringent than fill on quote?

Author:  skuvv [ Wed Jan 18, 2017 5:00 pm ]
Post subject:  Re: Fill based on position in queue

Hello azuric,
I think it not possible because even if your order will be last at specific price,
it not means that your order should be filled.

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