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Date/Time: Fri, 10 May 2024 18:41:31 +0000



[User Discussion] - Execution time information in ACSIL

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[2015-01-23 03:51:27]
User386687 - Posts: 53
I am interested in to know the execution times (milli/microseconds NOT seconds) in my ACSIL generated FILLED buy/sell orders. I understand the easiest way to do it is just to make a calls to https://msdn.microsoft.com/en-us/library/windows/desktop/ms724390%28v=vs.85%29.aspx BUT is there anything allready in somewhere in some structures which can give me this information automatically ?

That API call is not a good choice to calculate elapsed times... any suggestions what is the best way to do this if it is not supported directly by the ACSIL ? Maybe direct read from system timer ?

How about this (may work better in virtual environments)?
https://msdn.microsoft.com/en-us/library/windows/desktop/dn553408%28v=vs.85%29.aspx#examples_for_acquiring_time_stamps

btw. This is a measurement of the used h/w, connection and execution platform efficiency NOT the speed of SierraChart. I am aware that SC is fast enough ;) I have guite good connection from my server to the execution platform (600us, 0.6ms) but would like to learn more about other latencies in the whole system in the differend kind of market situations while trading a real/live account.
Date Time Of Last Edit: 2015-01-23 06:26:20
[2015-01-23 16:32:15]
User386687 - Posts: 53
I implemented it by the QPC native code version and it works fine. I am able to getting the executions times (fills) in microseconds.

Thanks... ;)
Date Time Of Last Edit: 2015-01-23 16:34:09

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