Support Board
Date/Time: Fri, 27 Dec 2024 02:56:28 +0000
Post From: DTC: LatestTransactionDateTime, LastFillDateTime and milliseconds
| [2024-10-07 15:17:11] |
| User388741 - Posts: 9 |
|
Hi, I'm implementing a DTC client using https://www.sierrachart.com/DTC_Files/DTCProtocol.h as reference. I'm using JSON protocol. I've got most of what I need working, just one thing I'd like to inquire about. As per Important Information About Timestamping (Date-Time) Change in Trade Activity Log we have a TransDateTime in the Trade Activity Log, both DateTime and TransDateTime have milliseconds displayed in the TAL. In the DTC struct s_OrderUpdate, LatestTransactionDateTime seems to correlate to TAL's DateTime. The field LastFillDateTime seems to match TransDateTime. However, while LastFillDateTime is t_DateTimeWithMillisecondsInt, it doesn't seem to send milliseconds, e.g. last test I did returned 1728313688. Am I interpreting the struct's fields correctly? Would it be possible to get the fill data with millisecond precision? I'm testing using Trading Evaluator, in case that matters. Thanks in advance! |