Support Board
Date/Time: Thu, 20 Aug 2026 00:15:04 +0000
[Programming Help] - ACSIL – Rithmic order/fill timestamps
View Count: 16
| [2026-08-19 20:45:11] |
| User73472599 - Posts: 5 |
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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. |
| [2026-08-19 22:01:18] |
| Sierra_Chart Engineering - Posts: 24606 |
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Yes and if there are milliseconds, then that portion of the timestamp would be from Rithmic: can you confirm whether s_SCOrderFillData::FillDateTime represents the fill timestamp received from Rithmic, and whether it retains Rithmic's millisecond precision?
Not sure about this, it is not something we can spend the time looking into: Also, is there an ACSIL-accessible timestamp representing when Rithmic acknowledges/accepts the order, distinct from the local submission time and FillDateTime? Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-08-19 22:02:11
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