Support Board
Date/Time: Wed, 07 Oct 2026 09:22:50 +0000
Post From: Teton NQZ26: unfilled target, exchange timestamps and HighDuringPosition discrepancy — 202
| [2026-10-07 07:42:21] |
| User935906 - Posts: 6 |
|
Thank you for clarifying. Yes, please provide the server-side trading activity for 6 October 2026 privately. Could you also clarify how reliable the timestamps in that (or general in Sierra export) export are? I want to establish when my entry filled, when the target was sent, and when CME accepted it. Do the timestamps reflect those actual events, or when your server received or processed the information? Can I reliably use them to measure millisecond differences between these events and compare them with CME market-data timestamps? Please let me know if rounding, different clocks or other limitations could affect that comparison. I will review the data myself; I mainly need to understand what the timestamps represent and how precisely they can be interpreted. Thank you. |