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Date/Time: Sun, 24 Nov 2024 06:41:10 +0000



Post From: Where to see per-FCM trade latency with Teton?

[2024-06-21 20:13:09]
User100912 - Posts: 104

09:45:40.322872  Sell  2024-06-04 09:45:40.322871  Open  Limit  
09:45:40.416387  Sell  2024-06-04 09:45:40.416383  Filled  Limit

This suggests ~100 millisecond latency between placing my (marketable) order and when the exchange timestamps the fill? Or is the second timestamp when Teton (remote server or my SC instance?) receives the fill notification?