When i square off at lets say 309.9 and the market executes my order at 309.6 .why does this happen .Any tips to do this right?
This is technically called Slippage.
If you are squaring off a Bracket or a Cover Order, there is no way to avoid this. The BO’s and CO’s are squared off at Market Price when you do it manually. unless you wait for a upside breakout and square it off in that breakout to upside.
If you are squaring off a MIS intraday position, use a Sell Limit Order at 309.9