Support Board
Date/Time: Sun, 29 Dec 2024 07:04:17 +0000
Post From: Missmatch execution times...
| [2016-01-08 16:27:25] |
| User368248 - Posts: 46 |
|
Hello. With new addition of record milliseconds on activity log its now fantastic because I can debug full my system. ( Pair Trading HFT ). Please check my image, the resume its: 1.- From my acsil code I recorded time when I sent order and when ( result > 0 ) its performed, I supposed ( as your support info example ) that this way its the correct for correct flow of sent orders and wait for fill. In my example, see picture please, all above steps ( via acsil ) start at 01.580 ms and end at 01.580 ms too !.. I noted this strange due I am 20 ms away from fxcm server and 8 ms away to ds5.sierracharts server. 2.- In Trading Activity Log I see "detailed" times too and dont match: * Started at 01.580 too, * But end at 01.819 ! . I assume that times recorded in TAlog are "real", so the question its: How can I know/read/flag within acsil code until the trade was really accepted by FXCM ? Hope be clear. Thanks in advance. |
Attachment Deleted.  fxcm_times.png / V - Attached On 2016-01-08 16:27:04 UTC - Size: 107.4 KB - 310 views |