Hello,
would it be possible to measure generated and fill order differences in MTCH9? Can it be done in MTCH.net version? I couldn't found anything close for monitoring orders in MTCH.
Any recommendation how to do it in MTCH.net?
Thank you,
John
Time differences of generated and filled orders
- Henry MultiСharts
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Re: Time differences of generated and filled orders
Hello John,
There is no direct access to generated and filled order timestamps.
You can use OpenEntryTime/PosTradeEntryDateTime/PosTradeExitDateTime to return the time of the bar where the order was executed.
There is no direct access to generated and filled order timestamps.
You can use OpenEntryTime/PosTradeEntryDateTime/PosTradeExitDateTime to return the time of the bar where the order was executed.