Copy groups and sizing
Why a follower filled at a different price
Followers enter at market after the leader fills.
Replica copies fills, not orders. When the leader fills, each follower gets a market order for its own size. That order reaches the market a moment later and fills at the price available then, so in a fast market it can differ from the leader’s price, and from other followers.
- Fast markets (news, the open) move more in that moment.
- Different brokers route and fill orders differently.
- Busy logins can be made to wait by the broker. See request limits.
Replica does not control the fill price; the broker and the market do. On Tradovate and Rithmic followers, the take-profit and stop-loss sit at the leader’s prices. On TopstepX followers with Auto OCO, they are set the same number of ticks from the follower’s own fill. Either way the follower’s entry price can differ from the leader’s, so its result can differ slightly.
A leader limit order that fills at your price is still copied to followers as a market order once it fills. Followers are never left waiting on an order that might not fill.