Paratica can communicate with the stock market by adhering to the communication rules set by your exchange. Your exchange processes rules such as query frequency, query type and permissions for the establishment of this communication.
According to the “Order Configuration” rules you set on Paratica, trading orders are forwarded to your exchange. When order type is Limit Order, price differences are not expected, since a purchase price or a certain price will be sent. However, it is normal for market orders to have price differences.
The notifications and reports that you receive are the information of the orders sent by Paratica. That is, the values in an exit declaration are the values of the order sent to your exchange. In reality, it is not the output value that takes place on your side.
You will see a single price in the Paratica report and the telegram notification for orders sent to your exchange via market order. This is the price at which the order was sent. However, there may be multiple orders on your exchange’s order book.
Another reason is that Paratica may not be immediately aware of the transactions taking place on the side of the stock market, or if there are instantaneous second-rate price changes (situations called as “stop errors”). And when Paratica is aware of the situaiton, you will be given the current price by the exchange. In this case, the actual transaction may differ from the reports and notifications.
In multi-tracker specialist strategies, there may be large purchases with a market order order. In this case, there may be differences between orders sent and orders executed. This is reflected in the price differences.
Not : It should not be forgotten that, although rare, there may be disruptions in communication due to stock market or server origin. Such situations are quickly detected and intervened by Paratica.