So as far as I understand, if an algorithm in quantopian calls for, and places an order in one bar, the order will be filled in the next bar. So if my algorithm is running in minute data and calls for an order at 12:00 PM, the order will not be filled until 12:01 PM. Does this actually reflect latency periods in live trading? Because from what i understand, it is potentially feasible to buy a stock one minute, and then sell the stock the following minute... or is this not true.
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