Support Board
Date/Time: Fri, 07 Feb 2025 13:13:05 +0000
Post From: CQG Order Timestamp
| [2020-05-29 02:41:14] |
| User236937 - Posts: 1 |
|
Hi, I'm recording market depth replay according to the manuals. I noticed that when I replay on the DOM, the market orders arrive every second in batches. I searched around and found that it is related to the timestamps of the orders. It's not the chart update interval. I looked in a live market, and noticed that the orders are timestamped in a way that all the orders of a specific second will be timestamped as <hour>:<minute>:<second>.<millisecond> where the miliseconds will be just incremented to keep the correct order, but it's always .001, .002 and such numbers, and never .274 or random times inside a second like you would expect market orders to be. Is that something you are familiar with CQG or other feeds, or is that related to the software? Would using Denali solve that? Also, I saw that enabling 'Timestamp Using Local Computer Clock' should solve this, but the CQG FIX connection doesn't have that option. I'm on the latest version. Any Ideas? Thanks. |