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Basically is it BSP (the final BSP) that's used to compare against the value limitOnCloseOrder or is it something close but possibly different? I.e. if a limitOnCloseOrder.price of say 10 is set on a 'back' instruction and the selection BSPs at 10 the order should get placed yes? Or could the value used in the comparison be slightly lower than BSP, so it's actually possible that the example order would fail if the 'BSP' used at the time of the order was actually say 9.9?
Not sure about this but seem to have seen a few orders 'meltaway' as the race goes in-play only to find that BSP was actually above the minimum threshold set by the limit_on_close order.
Not sure about this but seem to have seen a few orders 'meltaway' as the race goes in-play only to find that BSP was actually above the minimum threshold set by the limit_on_close order.