I have printed below timestamps from both
Code: Select all
datetime_bar_update
Code: Select all
computerdatetime
- Tick timestamp in MC datetime_bar_update(decimal) in Seconds computerdatetime(decimal) in Seconds computerdatetime-datetime_bar_update(decimal) in Seconds
8/18/2015 11:03:51.907 42234.46 51.90757044 42234.46 51.60699996 -0.00000348 0.699328
8/18/2015 11:21:53.248 42234.47 53.24838215 42234.47 53.80900004 0.00000649 0.560736
8/18/2015 12:15:25.575 42234.51 25.5759681 42234.51 26.04300002 0.00000541 0.467424
8/18/2015 15:05:20.718 42234.63 20.71897495 42234.63 21.45300014 0.0000085 0.7344
8/18/2015 15:16:27.247 42234.64 27.24712887 42234.64 27.97999994 0.00000848 0.732672
8/18/2015 15:44:10.187 42234.66 10.18794365 42234.66 11.2310003 0.00001207 0.042848
8/19/2015 01:28:05.473 42235.06 5.47344422 42235.06 5.58300029 0.00000127 0.109728
8/19/2015 04:40:41.597 42235.19 41.59713291 42235.19 41.77800034 0.00000209 0.180576
8/19/2015 05:26:35.734 42235.23 35.73474348 42235.23 35.59300022 -0.00000164 0.858304
8/19/2015 05:49:40.839 42235.24 40.8392063 42235.24 40.54199972 -0.00000344 0.702784
8/19/2015 06:59:08.996 42235.29 8.99699052 42235.29 9.44100021 0.00000514 0.444096
8/19/2015 07:58:50.469 42235.33 50.46940021 42235.33 50.68699982 0.00000252 0.217728
8/19/2015 08:30:01.400 42235.35 1.4002386 42235.35 1.3739997 -0.0000003 0.97408
8/19/2015 08:30:02.355 42235.35 2.3553538 42235.35 2.205 -0.00000174 0.849664
8/19/2015 08:30:02.391 42235.35 2.39163653 42235.35 2.53199989 0.00000162 0.139968
8/19/2015 08:30:02.391 42235.35 2.39177736 42235.35 2.53199989 0.00000162 0.139968
8/19/2015 08:30:02.719 42235.35 2.7196962 42235.35 2.85999987 0.00000162 0.139968
8/19/2015 08:30:04.127 42235.35 4.12740017 42235.35 4.24499973 0.00000136 0.117504
8/19/2015 08:30:04.202 42235.35 4.20294989 42235.35 4.35299999 0.00000174 0.150336
8/19/2015 08:33:00.996 42235.36 0.99698939 42235.36 0.79699991 -0.00000231 0.800416
8/19/2015 08:33:01.368 42235.36 1.36892713 42235.36 1.15500004 -0.00000248 0.785728
8/19/2015 08:34:35.997 42235.36 35.99700468 42235.36 35.95299969 -0.00000051 0.955936
8/19/2015 08:37:34.792 42235.36 34.79238371 42235.36 34.96699992 0.00000202 0.174528
8/19/2015 08:48:41.996 42235.37 41.99698872 42235.37 42.17299986 0.00000204 0.176256
8/19/2015 08:50:23.664 42235.37 23.66442349 42235.37 23.9329998 0.00000311 0.268704
I understand the clock between the server (computerdatetime) and the tick time from the exchange might not be synchronized, but there if we look at the st.dev., it's 321 milliseconds.
I'm starting to wonder what the latency that MC takes before my script is triggered, from the time the tick is generated. I know the latency between my server and the exchange market data, as I'm co-located, it's about high single milliseconds.
Please feel free to PM me, if this is sensitive.
Thank you.