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Date/Time: Sun, 04 Oct 2026 14:59:25 +0000

Post From: ACSIL – Rithmic order/fill timestamps

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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.