Date/Time: Thu, 18 Aug 2022 10:27:02 +0000
[User Discussion] - Data Latency check
View Count: 1442
|Hendrixon - Posts: 130|
I'm trying to use acsil to find if my data has latency in the moment I put in a trade.
Someone posted once that he uses sc.CurrentSystemDateTime and sc.DateTimeOfLastFileRecord to find what is his latency.
I started using it as well, but now thinking about it a bit more I'm not sure what I'm actually getting.
What does this SCDateTime member give exactly?
Is it the DateTime of the physical *.scid when it was last modified, or is it the DateTime "time stamp" of the last tick as it should appear in the chart?
The documentation page doesn't give any info.
From the member name I can only assume its the modified file's DateTime which means its not what we need to calculate latency.
Going thru the documentation again, I found this member: sc.LatestDateTimeForLastBar
From the text:
"The sc.LatestDateTimeForLastBar variable is set to the Date-Time, as a SCDateTime value, of the very latest trade from the data feed that is included in the last bar in the chart. The data feed has a resolution down to the second. Or, it is set to the Date-Time of the very latest data file record read into the chart, whichever is greater."[/u]
Does "very latest trade from the data feed" means the Time Stamp of the latest Tick???
This means that sc.LatestDateTimeForLastBar will always be bigger than (or equal to) sc.DateTimeOfLastFileRecord, right?
Bottom line (real latency = sc.CurrentSystemDateTime - sc.LatestDateTimeForLastBar)?
Date Time Of Last Edit: 2013-06-01 16:13:26
Sierra Chart Engineering - Posts: 104220
We have updated the documentation. However, the documentation for sc. LatestDateTimeForLastBar, does already answer your questions clearly.
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|Hendrixon - Posts: 130|
Ok so sc. LatestDateTimeForLastBar gives the timestamp of last tick (trade).
For non native english speakers text is not always obviously clear :-)
Related, you posted here and on BMT that you have already support built in for millisecond timestamps.
Obviously checking latency in full seconds is not too productive so:
1. When will this be implemented for us to use in acsil/studeis?
2. I know IQFeed supports milliseconds. is Rithmic's feed already in milliseconds?
3. Will replay run smooth with with millisecond timestamps?
Date Time Of Last Edit: 2013-06-04 10:08:37
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