I recently opened a paper trading account on Alpaca and was trying out placing MOO market orders about 5 minutes before the markets open. I currently place trades on a real IBKR account and wanted to compare the executions of IBKR and Alpaca. I noticed that Alpaca was not filling the MOO orders until a couple seconds after the IBKR orders were filled and they were being filled at worse prices. For example, on IBKR I bought BAC shares at 6:30:01 at a price of $39.84, while on Alpaca, I got them at 6:30:13 at a price of $39.86.
How is there a difference between these MOO orders? Is this just a problem for paper accounts or would you see the same results from a real money account on Alpaca as well?