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. |
