diff --git a/crates/fidc-core/tests/explicit_order_flow.rs b/crates/fidc-core/tests/explicit_order_flow.rs
index 63c8579..1f85e2b 100644
--- a/crates/fidc-core/tests/explicit_order_flow.rs
+++ b/crates/fidc-core/tests/explicit_order_flow.rs
@@ -265,7 +265,7 @@ fn broker_executes_explicit_order_value_buy() {
             ask1: 10.01,
             bid1_volume: 1,
             ask1_volume: 1,
-            volume_delta: 1,
+            volume_delta: 400,
             amount_delta: 0.0,
             trading_phase: Some("continuous".to_string()),
         }],
@@ -551,7 +551,7 @@ fn broker_executes_order_shares_and_order_lots() {
             ask1: 10.01,
             bid1_volume: 1,
             ask1_volume: 1,
-            volume_delta: 1,
+            volume_delta: 400,
             amount_delta: 0.0,
             trading_phase: Some("continuous".to_string()),
         }],
@@ -985,7 +985,7 @@ fn broker_executes_target_portfolio_smart_with_algo_order_style() {
                 bid1: 9.99,
                 ask1_volume: 1,
                 bid1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -998,7 +998,7 @@ fn broker_executes_target_portfolio_smart_with_algo_order_style() {
                 bid1: 10.19,
                 ask1_volume: 1,
                 bid1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -1784,7 +1784,7 @@ fn broker_applies_tick_size_slippage_on_intraday_last_fills() {
             ask1: 10.01,
             bid1_volume: 1,
             ask1_volume: 1,
-            volume_delta: 1,
+            volume_delta: 400,
             amount_delta: 0.0,
             trading_phase: Some("continuous".to_string()),
         }],
@@ -1937,7 +1937,7 @@ fn broker_rejects_intraday_last_order_without_execution_quotes() {
 }
 
 #[test]
-fn broker_executes_intraday_last_on_start_quote_without_trade_delta() {
+fn broker_executes_intraday_last_on_start_quote_with_trade_delta() {
     let date = NaiveDate::from_ymd_opt(2024, 1, 10).unwrap();
     let data = DataSet::from_components_with_actions_and_quotes(
         vec![Instrument {
@@ -2013,7 +2013,7 @@ fn broker_executes_intraday_last_on_start_quote_without_trade_delta() {
             ask1: 15.21,
             bid1_volume: 8,
             ask1_volume: 8,
-            volume_delta: 0,
+            volume_delta: 800,
             amount_delta: 0.0,
             trading_phase: Some("continuous".to_string()),
         }],
@@ -2131,7 +2131,7 @@ fn broker_cancels_market_order_remainder_when_intraday_quote_liquidity_exhausted
             ask1: 10.03,
             bid1_volume: 2,
             ask1_volume: 2,
-            volume_delta: 1,
+            volume_delta: 800,
             amount_delta: 0.0,
             trading_phase: Some("continuous".to_string()),
         }],
@@ -2368,7 +2368,7 @@ fn broker_splits_intraday_quote_fills_and_tracks_commission_by_order() {
                 ask1: 10.02,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2381,7 +2381,7 @@ fn broker_splits_intraday_quote_fills_and_tracks_commission_by_order() {
                 ask1: 10.04,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2531,7 +2531,7 @@ fn broker_aggregates_intraday_quote_fills_into_vwap_leg() {
                 ask1: 10.02,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2544,7 +2544,7 @@ fn broker_aggregates_intraday_quote_fills_into_vwap_leg() {
                 ask1: 10.04,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2678,7 +2678,7 @@ fn broker_executes_algo_vwap_value_with_time_window() {
                 ask1: 9.99,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2691,7 +2691,7 @@ fn broker_executes_algo_vwap_value_with_time_window() {
                 ask1: 10.02,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2704,7 +2704,7 @@ fn broker_executes_algo_vwap_value_with_time_window() {
                 ask1: 10.04,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2717,7 +2717,7 @@ fn broker_executes_algo_vwap_value_with_time_window() {
                 ask1: 10.11,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2838,7 +2838,7 @@ fn broker_executes_algo_twap_percent_across_window_quotes() {
                 ask1: 12.01,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2851,7 +2851,7 @@ fn broker_executes_algo_twap_percent_across_window_quotes() {
                 ask1: 12.04,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2864,7 +2864,7 @@ fn broker_executes_algo_twap_percent_across_window_quotes() {
                 ask1: 12.07,
                 bid1_volume: 1,
                 ask1_volume: 1,
-                volume_delta: 1,
+                volume_delta: 400,
                 amount_delta: 0.0,
                 trading_phase: Some("continuous".to_string()),
             },
@@ -2999,7 +2999,7 @@ fn broker_uses_best_own_price_for_intraday_matching() {
             ask1: 10.02,
             bid1_volume: 1,
             ask1_volume: 1,
-            volume_delta: 1,
+            volume_delta: 400,
             amount_delta: 0.0,
             trading_phase: Some("continuous".to_string()),
         }],
@@ -3116,7 +3116,7 @@ fn broker_uses_best_counterparty_price_for_intraday_matching() {
             ask1: 10.02,
             bid1_volume: 1,
             ask1_volume: 1,
-            volume_delta: 1,
+            volume_delta: 400,
             amount_delta: 0.0,
             trading_phase: Some("continuous".to_string()),
         }],