Tried to short a move into VWAP from below. It went right through and held above on the next bar and I got out.
Execution detail:
Date/time | Symbol | Side | Price | Position |
---|---|---|---|---|
2016-04-04 07:52:07 | APR 16 65 CALL | buy | $2.700 | long |
2016-04-04 07:54:22 | APR 16 65 CALL | sell | $2.600 | 0 |
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