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- Warning: No quote information available at 01/16/2020 11:00:00 America/New_York, order filled using TradeBar data
how can i fix this issue ?
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Louis Szeto
Hi Luis
The default filling model would use quote bar to fill (ask price for buy and bid price for sell), when there is no quote bar available, trade bar data is used (filled by actual trading price) just like the warning suggested. If this is acceptable, you can just ignore this message. It is also possible to create a custom fill model to have different behavior, please find this doc for details.
Best
Louis
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