Support Board
Date/Time: Fri, 29 Nov 2024 16:44:17 +0000
Post From: DTC Low latency routing needs more precise timestamps
| [2023-02-01 05:00:20] |
| User5044343 - Posts: 68 |
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I started logging timestamps ( provided by sierra via DTC - so not system timestamps ) for OrderReceivedDateTime and when the OrderStatus gets switched to ORDER_STATUS_OPEN. Its about 3-4ms. Done around 11pm CST for ES and MES. I posted ServerOrderIDs in case you want to look it up. ServerOrderID OrderReceivedDateTime OrderAcceptedDateTime 1056597 1675226892.024 1675226892.028 1056598 1675226957.106 1675226957.109 1056599 1675227253.385 1675227253.389 1056600 1675227258.06 1675227258.064 1056601 1675227261.603 1675227261.607 1056602 1675227264.579 1675227264.583 According to this post you got 1/4 of a millisecond but the data is showing 3-4 milliseconds. Are we measuring the same thing? Teton Order Routing Order Latency Clocked at 250 µs! |