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A comment on Lessons learned building an ML trading system. Parent comment

Re:Lessons learned building an ML trading system by perl4ever on Wednesday November 27, 2019 @07:23PM (#21653604)
It's a fact that Joe Blow will get sub-penny price improvement at random. I have no idea how often or how long it's been a thing, but it happens.
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Re:Lessons learned building an ML trading system by brobinson on Thursday November 28, 2019 @01:27AM (#21655047)
I've been getting fills out to four decimal places for a few years now. (Schwab and Interactive Brokers' smart routing)
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