Support Board
Date/Time: Thu, 20 Feb 2025 19:51:59 +0000
Too fast "Open" OrderStatus
View Count: 679
| [2021-01-11 17:45:16] |
| User921987 - Posts: 238 |
|
I switched my Data/Trade service from CQG/WebAPI to SC Futures Order Routing/Data and it's running OK. Only thing what I don't understand is that when I send a live limit order into exchange (*not* in Sim mode) the Trade Activity Log will show an "Open" OrderStatus (after "Order Sent") in 2 ms when with the CQG this message was received in circa 150 ms. This 150 ms matches my own communication delay test results between Finland and your SierraChart trading service at Aurora Chicago. Any idea why I am getting the acknowledgement message this fast or is the timestamp inaccurate or is the application still handling orders just locally ? Date Time Of Last Edit: 2021-01-11 18:29:47
|
| [2021-01-12 12:07:48] |
| User921987 - Posts: 238 |
|
Today I did some new tests and now I am getting the acknowledgement message from SierraChart order routing service in 550-560 ms ?! But every time I do a pingip test (by opening a TCP connection into it) it gives me a round trip time 130-150ms. It looks like those timestamps are just not accurate. I think I'll go to the Wireshark to get a better picture... Date Time Of Last Edit: 2021-01-12 12:11:37
|
| [2021-01-14 14:27:24] |
| User921987 - Posts: 238 |
|
It looks like those timestamps are just not accurate. I think I'll go to the Wireshark to get a better picture...
Yeah this was the case. Wireshark told me the delays from SierraChart servers are between 135-145 ms which is in line with my own tests. It seems Sierra is working a bit faster than CQG was. Thank you. |
| [2021-01-14 21:49:25] |
| |
|
2 ms is about right for an acknowledgment with an order submission. Order routing is sub millisecond. So round-trip time of 2 ms makes sense. As far as the timestamps you see in the Trade Activity Log, you really cannot precisely trust those because those are going to use your local clock. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-01-14 21:49:41
|
To post a message in this thread, you need to log in with your Sierra Chart account: