Hi P123,
On Tuesday 08 Sept, I created a new Live book (portid=1623045) with underlying live strategies that have existed for some time.
I accepted / committed to the proposed holdings w/o any change (NB: I used 0$ transaction costs in this case)
My understanding is that it would populate the price with the future close of Tuesday 08 Sept.
However, when I look at the holdings this morning, it used the past close of Friday 04 Sept - which makes no sense as nobody knows if the close of past days can be a fill in the future.
See screenshot attached.
I never looked at this before as I usually patch back the real price I got for the fills. I suspect this issue happens with all portfolios / books whether or not the underlying strategy is new / old.
Thank you,
Jerome
Price for new transactions.pdf (67.5 KB)