Try using tick price when using the immediate fill model
Try using tick price when using the immediate fill model

If tick bid/ask spreads are not available when using the immediate fill model, attempt to use just the tick price. This fixes a bug whereby tick data that was seeded with minute data will end up using the seeded minute data prices when filling the order.

AlexCatarino/Lean,andrewhart098/Lean,kaffeebrauer/Lean,redmeros/Lean,Jay-Jay-D/LeanSTP,jameschch/Lean,JKarathiya/Lean,young-zhang/Lean,StefanoRaggi/Lean,Jay-Jay-D/LeanSTP,andrewhart098/Lean,Jay-Jay-D/LeanSTP,Mendelone/forex_trading,jameschch/Lean,JKarathiya/Lean,AnshulYADAV007/Lean,kaffeebrauer/Lean,Jay-Jay-D/LeanSTP,StefanoRaggi/Lean,Mendelone/forex_trading,Mendelone/forex_trading,Mendelone/forex_trading,QuantConnect/Lean,StefanoRaggi/Lean,young-zhang/Lean,kaffeebrauer/Lean,QuantConnect/Lean,AlexCatarino/Lean,young-zhang/Lean,AnshulYADAV007/Lean,QuantConnect/Lean,kaffeebrauer/Lean,andrewhart098/Lean,young-zhang/Lean,Jay-Jay-D/LeanSTP,redmeros/Lean,andrewhart098/Lean,AnshulYADAV007/Lean,AnshulYADAV007/Lean,JKarathiya/Lean,jameschch/Lean,StefanoRaggi/Lean,AlexCatarino/Lean,redmeros/Lean,kaffeebrauer/Lean,AnshulYADAV007/Lean,jameschch/Lean,AlexCatarino/Lean,jameschch/Lean,redmeros/Lean,JKarathiya/Lean,StefanoRaggi/Lean,QuantConnect/Lean