There have been several instances of my algorithm (which is currently live trading with my Interactive Brokers account) placing limit orders where the stock hit the target price but the order did not execute.
When I contacted IB, they said that this was likely due to the fact that the orders in question were for under 100 shares, making them 'odd lots' that wouldn't be filled unless there was a sell order for the same quantity.
Does anyone have experience with getting around this issue?
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