VeighNa Paper Trading Outside Market Hours and Fake Bar Data

Summary

A VeighNa community discussion examines why a simulated strategy recorded fills during non-trading hours. A respondent explains that fake data may be pushed during those periods, which can cause simulated executions; the thread does not detail the mechanism or show a way to prevent such fills. It also attributes a recurring warning about realtime minute-bar prices to restrictions on accessing the current day's one-minute bars, and points readers toward external discussions for possible resolution.

The exchange also asks whether the paper-account module works in a no-UI setup and whether paper trading or a test exchange better reflects live conditions. The replies suggest no-UI users may need to load or implement the module themselves, and observe that a test exchange is already a testing environment. No controlled comparison of execution realism is provided, so the discussion is useful as troubleshooting context rather than definitive guidance on simulation fidelity.

Key ideas

• Non-trading periods may still produce fake data pushes that lead to simulated fills.
• The thread links a realtime minute-bar warning to restricted access to the current day's one-minute bars.
• No-UI operation may require explicitly loading or adapting the paper-account module.
• The discussion offers no measured comparison between paper-account and test-exchange execution realism.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.