Paper Trading through simple gap algo via Blueshift this morning. The algo sold short 5 positions at 9:30 but when closing all positions at 10:10, I noticed my market execution was off by 2%+ for AAPL and NVDA. For example, market for AAPL at 10:10 was $503.36 but the order for just 38 shares executed at $514.70. NVDA was at $504.53 market at 10:10 but the order (also for 38 shares) was executed at $517.41. Is this just a paper trading platform issue or something different? My code to close out all the positions was pretty standard inside for loop: order_target(stock,0)