Login Page - Create Account

Support Board


Date/Time: Thu, 20 Aug 2026 01:31:23 +0000



Post From: ACSIL – Rithmic order/fill timestamps

[2026-08-19 20:45:11]
User73472599 - Posts: 5
ACSIL – Rithmic order/fill timestamps

When using Rithmic Direct-DTC with an ACSIL automated trading study, I want to measure order execution latency.

For an order submitted through ACSIL, can you confirm whether s_SCOrderFillData::FillDateTime represents the fill timestamp received from Rithmic, and whether it retains Rithmic's millisecond precision?

Also, is there an ACSIL-accessible timestamp representing when Rithmic acknowledges/accepts the order, distinct from the local submission time and FillDateTime?

I'm looking to measure:

local submission → Rithmic acknowledgement → Rithmic fill → local receipt of fill

with millisecond precision.