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Date/Time: Thu, 18 Apr 2024 04:08:07 +0000

Post From: Issues Using Trade Simulation Mode With SC Delayed Feed

[2020-01-18 09:54:52] Link To Thread - Link To Post [Go To First Post]
User60271 - Posts: 63
I started using the Delayed Trading Simulator. The trading activity log still has issues with the reported timestamps for order activity. It seems that fills are reported using the delayed feed timestamp while order activity (cancel/replaces) have timestamps roughly 10 minutes later so fills appear in the log before the order is created. Latency was also an issue as the automated strategies I wanted to test are somewhat latency sensitive. Latency between order send/ack was around 300ms from my location based on activity log timestamps and assume the datafeed would be similar. The internal simulator is needed to evaluate these types of strategies.