easiest way for latency test between pressed buy button to order acknowledged by broker?

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gztanwei
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easiest way for latency test between pressed buy button to order acknowledged by broker?

Postby gztanwei » 14 Mar 2017

hi,

I'm testing new broker feed (GAIN) in demo, and found latency noticeable.

Wanted to quantify the actual latency of executing buy market order in MultiChart.Net. what is the easiest way?

Or, if I don't mind checking logs, is there a log file I can check?

Thanks.

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Angelina MultiСharts
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Re: easiest way for latency test between pressed buy button to order acknowledged by broker?

Postby Angelina MultiСharts » 14 Mar 2017

Hello gztanwei,

Method that gives you the most precision is checking order status history in OECTrader.

MultiCharts log files display time with a seconds precision. GAIN Capital logs are located in the Logs folder -> OECServerProxy.
Some info on reading the logs:
SendOrder Start - order was generated in MultiCharts.
OnOrderStateChanged - order status change
There are four status updates to look for: Sent. Accepted, Working, Completed.
- Sent - order info sent to API;
- Accepted - order accepted by API;
- Working - order placed at the Exchange;
- Completed - order filled.


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