Hi,

I am wondering when I say pricemethod="market" in add.rule function which
price column in mktdata is selected? I skimmed through the code. It seems
that if mktdata is BBO, it will pick opposite side price. However, my
mktdata contains only price, vwap, deviation. How do I tell add.rule to
pick price as opposed to vwap? Thank you.

Robert

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