Hi,
Trying to really understand the nuances of logging both in NT and IB's TWS. My computer clock is accurate to less than a second off.
In the NT Control Center Log tab, I show that an order was sent and the state was pending submit, then it went to accepted, then working, then filled. Each of these 4 log lines shows a time of 12:17:41.
The fill time reported by IB's TWS is 12:17:39. And, it looks like T&S from IQ Feed supports 12:17:39 as the correct fill time (only shares filled at this price).
Obviously, NT and IB TWS don't use the same reference for time. Can you please clarify how the times work?
I'm trying to get to the bottom of some unacceptable slippage, so if you have any advice, suggestions or procedures to use to sort out this type of challenge I'd be most appreciative.
Thank you.
Trying to really understand the nuances of logging both in NT and IB's TWS. My computer clock is accurate to less than a second off.
In the NT Control Center Log tab, I show that an order was sent and the state was pending submit, then it went to accepted, then working, then filled. Each of these 4 log lines shows a time of 12:17:41.
The fill time reported by IB's TWS is 12:17:39. And, it looks like T&S from IQ Feed supports 12:17:39 as the correct fill time (only shares filled at this price).
Obviously, NT and IB TWS don't use the same reference for time. Can you please clarify how the times work?
I'm trying to get to the bottom of some unacceptable slippage, so if you have any advice, suggestions or procedures to use to sort out this type of challenge I'd be most appreciative.
Thank you.
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