Support Board

Date/Time: Tue, 30 Apr 2024 02:54:38 +0000

Post From: Reconciling Fills in Trade Simulation Mode from Trade Activity Log to Time and Sales

[2018-10-03 12:53:36] Link To Thread - Link To Post [Go To First Post]
User60271 - Posts: 63
I can confirm that there is no filtering on the Time and Sales window. The unusual fills are not flagged as corrected. What does the "correction" process do relative to the reported fill ? A few questions on timestamps : What is does the "Include Millisecond/Microseconds" checkbox do in the Time and Sales window ? The precision seems to vary on the timestamp in the window.Sometimes it seems to increment by exactly 1 millisecond for each entry which seems unusual. What is the source of the timestamp in the Time and Sales windows ? (local machine time/datafeed time/exchange timestamp) What is the source of the timestamp in the Trade Activity log and is it accurate to millisecond precision ? At what point is the timestamp taken when reporting a Fill/Order Modification Ack in the Trade Activity Log in Trade Simulation Mode ? Would it possible that there is queueing/delays (>100ms) in reporting and time-stamping fills in the Trade Activity Log in periods of high order activity relative to the ingress of the related quotes used to match the simulated orders? What is the best format to post details of the behaviour I'm observing ?