Time differences of generated and filled orders

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jondo
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Time differences of generated and filled orders

Postby jondo » 10 Aug 2015

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

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Henry MultiСharts
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Re: Time differences of generated and filled orders

Postby Henry MultiСharts » 11 Aug 2015

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.


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