Support Board
Date/Time: Wed, 07 Oct 2026 09:23:03 +0000
Post From: Teton NQZ26: unfilled target, exchange timestamps and HighDuringPosition discrepancy — 202
| [2026-10-07 08:01:36] |
| User935906 - Posts: 6 |
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One brief clarification of my goal: I am not trying to assign blame. I simply want to understand why my target did not fill despite market-data records showing trades above its price. Was the target not yet active at CME because of the timing of the parent-fill notification or subsequent child-order submission/acceptance? Or do delayed reports or timestamp differences only make the sequence appear that way? The log shows 16.948 ms between “Auto-sent child from parent fill” and “CME New/Open”. Is this interval comparable to your published approximately 500-microsecond routing latency, or does it measure different stages? When providing the server export, please clarify which timestamps can distinguish these possibilities. I understand that the external market-data chronology still needs verification. Thank you. |