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Date/Time: Fri, 29 Nov 2024 14:42:06 +0000
Order Update timestamp for accepted
View Count: 4227
[2016-05-19 18:28:40] |
onnb - Posts: 662 |
When requesting OPEN_ORDERS_REQUEST, we don't have a timestamp telling us when it was accepted. Is it possible at all to add this?
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[2016-05-19 20:38:42] |
DTC Engineering - Posts: 320 |
Why do you need this? The response is immediate. |
[2016-05-19 22:26:22] |
onnb - Posts: 662 |
Basic scenario is like this: There is an application that uses DTC, user just fired it up and the application requests all the open orders. Say there were orders working in the account. Application receives a list and needs to present the order details to the user (including the accepted time). |
[2016-05-19 23:02:27] |
DTC Engineering - Posts: 320 |
So you want to know when a particular Open order was originally submitted/accepted? We can add that to the OrderUpdate message. Confirm this is what you are looking for. Date Time Of Last Edit: 2016-05-19 23:03:04
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[2016-05-20 16:24:50] |
onnb - Posts: 662 |
Question before answering I assume that... 1. Accepted == the timestamp when the order became "ORDER_STATUS_OPEN" 2. Submitted == the timestamp when the order became "ORDER_STATUS_PENDING" We need #1. |
[2016-05-22 00:18:14] |
DTC Engineering - Posts: 320 |
We have already added this field: DTC::OrderUpdate::OrderReceivedDateTime This is the date and time that the order was received from the client. There are no other date-times available that we can use. Besides, 1 and 2 are going to be within milliseconds of each other in most cases. |
[2016-05-22 18:29:36] |
onnb - Posts: 662 |
for child orders, OrderReceivedDateTime is the same as the time that the parent was received or is it the time that the parent was filled? (Give or take a few ms)
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[2016-05-22 19:28:40] |
DTC Engineering - Posts: 320 |
When the order was received by the DTC server.
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[2016-05-23 00:53:42] |
onnb - Posts: 662 |
here are no other date-times available that we can use.
Is this date-time something you receive from the data service? |
[2016-05-23 01:10:46] |
DTC Engineering - Posts: 320 |
The date-times for orders are always set by Sierra Chart. Sierra Chart does not use anything from the external service other than for historical order fills. |
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