The only problem I've yet seen was this latest trade, unloading mvv. Everyone who responded save one got a reasonable fill at 87.1 but one got the 83.74. That price was listed as the open, yet trading numbers showed it opened at the high 86's which would have made much more sense.
Anyway, this subject is a conundrum to me. By that I mean I understand the subject and concern, but yet it has been possible to rack up the real-time gains while this concern was in play.
I guess I'd have to say that it doesn't seem to be preventing the operation of the program as intended, so far.