Login Page - Create Account

DTC Protocol Discussion Forum


Date/Time: Fri, 29 Nov 2024 16:35:23 +0000



Order Update timestamp for accepted

View Count: 4228

[2016-05-19 18:28:40]
onnb - Posts: 662
When requesting OPEN_ORDERS_REQUEST, we don't have a timestamp telling us when it was accepted. Is it possible at all to add this?
[2016-05-19 20:38:42]
DTC Engineering - Posts: 320
Why do you need this?

The response is immediate.
[2016-05-19 22:26:22]
onnb - Posts: 662
Basic scenario is like this:

There is an application that uses DTC, user just fired it up and the application requests all the open orders. Say there were orders working in the account. Application receives a list and needs to present the order details to the user (including the accepted time).
[2016-05-19 23:02:27]
DTC Engineering - Posts: 320
So you want to know when a particular Open order was originally submitted/accepted?

We can add that to the OrderUpdate message. Confirm this is what you are looking for.
Date Time Of Last Edit: 2016-05-19 23:03:04
[2016-05-20 16:24:50]
onnb - Posts: 662
Question before answering

I assume that...

1. Accepted == the timestamp when the order became "ORDER_STATUS_OPEN"
2. Submitted == the timestamp when the order became "ORDER_STATUS_PENDING"

We need #1.
[2016-05-22 00:18:14]
DTC Engineering - Posts: 320
We have already added this field:
DTC::OrderUpdate::OrderReceivedDateTime

This is the date and time that the order was received from the client.

There are no other date-times available that we can use. Besides, 1 and 2 are going to be within milliseconds of each other in most cases.
[2016-05-22 18:29:36]
onnb - Posts: 662
for child orders, OrderReceivedDateTime is the same as the time that the parent was received or is it the time that the parent was filled? (Give or take a few ms)
[2016-05-22 19:28:40]
DTC Engineering - Posts: 320
When the order was received by the DTC server.
[2016-05-23 00:53:42]
onnb - Posts: 662
here are no other date-times available that we can use.

Is this date-time something you receive from the data service?
[2016-05-23 01:10:46]
DTC Engineering - Posts: 320
The date-times for orders are always set by Sierra Chart.

Sierra Chart does not use anything from the external service other than for historical order fills.

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account