Odd lot is an issue for me here in Brazil.
If I want to buy shares from an equity that are not multiple of standard lot, I need to pay fees that are more expensive and it's odd lots are not as liquid. Proprietary software like Amibroker let us set round lot size that prevents odd lots.
I don't think that's included on QuantConnect/Lean. Am I right?
Jared Broad
var lot = 100; var quantity = (int)(quantity / lot) * lot; if (Math.Abs(quantity) > 0) Order("SPY", quantity)
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