Support Board
Date/Time: Sun, 12 Jan 2025 05:11:05 +0000
Post From: order timestamp doesn't match the bar timestamp
| [2017-01-25 22:37:23] |
| onnb - Posts: 662 |
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hi - in sim mode, I have a situation like this Order is submitted at the close of the bar - say sc.Index for this bar is 100 The timestamp of the new bar (index 101) is 9:48:06. The EntryDateTime of the order is 9:48:04 Usually we see that EntryDateTime is after bar 101's timestamp. So when calling GetContainingIndexForSCDateTime(EntryDateTime), it returns index 100 - I was expecting to get 101. Hope I am making sense - if not let me know. |