Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Tue, 30 Apr 2024 04:05:29 +0000
Post From: Reconciling Fills in Trade Simulation Mode from Trade Activity Log to Time and Sales
| [2018-10-03 19:02:48] |
| |
|
Also in regards to post #3, our time is very valuable. And all of this is thoroughly documented. as you know our documentation is very thorough. Refer to the relevant documentation pages and you will find the exact answers to your questions. 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? Not really. But from our perspective without going into very detailed and knowledgeable observation of what you are doing we cannot say for sure.What is the best format to post details of the behaviour I'm observing ? We do not believe there is a problem to begin with so any further information is not welcome.
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: 2018-10-03 19:13:26
|