I’m making paper trades using the nodejs npm @alpacahq/alpaca-trade-api using a simple market buy:
The current quotes for the order are $31.64 but the fills are always coming in around $30.78. I know that market orders can be filled outside of the current quotes, depending on spikes, but this happens everytime, not just once in a while.
Anyone else experiencing similar issues? Makes it hard to test strategies using the paper trading with this not working as expected.