Is there an option to not do this? https://www.nasdaqtrader.com/content/ProductsServices/Trading/postonly_factsheet.pdf I'm sending post-only orders, and SOME of my fills, a small percentage, are being marked as removing liquidity. that doesnt make sense that that should happen
From your link: In other words, if your post-only order is marketable when it arrives at the exchange then it becomes an IOC order which is liquidity removing. Did you check the tape to see where the market was when you received these fills?
Yes, I will go back and check that soon, I have it all logged and recorded. I will probably setup some automated thing, to check the market state at the time of execution.. the FAQ has a pretty clear explanation.