Why are my demo fills different than live trading?

Why are my demo fills different than live trading?

While demo accounts offer real time data, and provide live order book updates, working orders in Demo are not subject to the same fill methods used in live trading.  

Many demo accounts will not have any queue at all.  This can lead to a working order placed on the Demo being filled right away, while in a  Live market the order is subject to the exchanges fill methods (typically FIFO). 

Some demo accounts try to mimic the matching engine of the exchange to try and simulate the live queue.  You may experience faster or slower fills on a demo environment.  
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