I've been fooling around with the pfg simulator. There are some problems. It will fill market orders a couple of points better or worse than the actual market. It will sometimes fail to execute stops or limits that are traded through if price does not stay beyond the stop / limit price for a while. It's better than nothing, but you have to put a lot of asterisks on the trades you generate (or don't generate) with it. It would be nice if IB had a training mode on its realtime platform for paying customers.
>> It will fill market orders a couple of points better or worse >> than the actual market. A couple of points or a couple of ticks?