diff --git a/Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs b/Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs index 1a63efc9707b..a374b8043c2c 100644 --- a/Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs +++ b/Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs @@ -61,11 +61,6 @@ public override void OnData(Slice slice) var stopPrice = _ticket.Get(OrderField.StopPrice); var bar = Securities[_ticket.Symbol].Cache.GetData(); - - if (stopPrice > bar.Low) - { - Log($"{stopPrice} -> {bar.Low}"); - } } /// diff --git a/Common/Orders/Fills/FutureFillModel.cs b/Common/Orders/Fills/FutureFillModel.cs index 755248d66e29..3638e88b1cc4 100644 --- a/Common/Orders/Fills/FutureFillModel.cs +++ b/Common/Orders/Fills/FutureFillModel.cs @@ -107,7 +107,7 @@ public override OrderEvent StopMarketFill(Security asset, StopMarketOrder order) if (order.Status == OrderStatus.Canceled) return fill; // Fill only if open or extended - if (!IsExchangeOpen(asset, Parameters.ConfigProvider.GetSubscriptionDataConfigs(asset.Symbol, asset.IsInternalFeed()).IsExtendedMarketHours())) + if (!IsExchangeOpen(asset, Parameters.ConfigProvider.GetSubscriptionDataConfigs(asset.Symbol, includeInternalConfigs: true).IsExtendedMarketHours())) { return fill; }