A minute and a half difference between local time and fresh tick time. What to do. - page 7

 
prostotrader:

Then I don't understand WHY???? is needed at all

That's the thing, within a single symbol there is no question at all, here I agree with you and here your code works. Pivomoe pointed out that the tick box of character A may lag/overrun the tick box of character B (as far as I understood it). And this is exactly what needs to be checked.

If the current all-serial time, forget about it until they broadcast it!

I'll try to build one crutch later.
 
Alexey Kozitsyn:

That's the thing, within a single character there are no issues at all, I agree with you and your code works here. Pivomoe pointed out that the tick stream of symbol A may time lag/overrun the tick stream of symbol B (as far as I understand it). And this is exactly what needs to be checked.

I'll try to build one crutch later.

And how can it affect trading?

MT5 cannot be applied to HFT, - so it's a waste of time!

 
prostotrader:

How would that affect trading?

MT5 can't be applied to HFT - so it's a waste of time!

Already interesting myself to see if there is a lag in the data streams of some symbols relative to others.

 
Alexey Kozitsyn:

Already interesting myself to see if there is a lag in the data streams of some characters relative to others.

OK, if you have free time :)

But the tick packets on the server are not generated simultaneously and are not sent simultaneously either :)

 
prostotrader:

Then I don't understand what is needed at all????

If the current time is SERVER - then you should forget about it until they broadcast it!
or use what is TimeTradeServer()

There is a time on the MICEX server at a particular point in time. We can only try to calculate it. And there is the maximum time known to the tick terminal(throughout the review) .time_msc. I will take a risk to suppose that time_msc of MMVB > this time_msc of a maximal tick time in the market overview. If there is a big difference between the maximum tick time in the whole review and the time of a particular NEW tick for a particular symbol, then the difference between the exchange time and the time of the new tick is just even bigger.

 
pivomoe:

There is a time on the MICEX server at a particular point in time. We can only try to calculate it. And there is the maximum time known to the terminal of the tick (in the whole review) .time_msc. I will take a risk to suppose that time_msc of MMVB > this time_msc of a maximal tick time in the market overview. If there is a big difference between the maximum tick time across the entire review and the time of a particular NEW tick on a particular symbol, then the difference between the exchange time and the new tick time is just even bigger.

How does this, simply unbelievable opening, affect trading?

Think about it for a moment.

Exchange - Gateway Plaza2 (client - server)

Gateway Plaza2 - MT5 Server (client - server)

MT5 server - MT5 terminal (client - server)
 
prostotrader:

How does this, a simply unbelievable opening, affect trading?

We put a limit on SBER 6.19 based on SBER prices. It hits the market on the SBER symbol. After a few milliseconds my SBER 6.19 limit is also hit. It turns out that the order was struck by someone clever. The faster we get ticks, the more of these orders we can save.

 
pivomoe:

Put limit on SBER 6.19 based on SBER prices. The market is hitting on the SBER symbol. After a few milliseconds my SBER 6.19 limit is also hit. It turns out that the order was struck by someone clever. The faster we get ticks, the more of these orders we can save.

White flag in your hands...

No need to put limits to be saved!
 
prostotrader:

How does this, a simply unbelievable discovery, affect trading?

Think about it for a moment.

Exchange - Gateway Plaza2 (client - server)

Gateway Plaza2 - MT5 Server (client - server)

MT5 Server - MT5 Terminal (client - server)

And what does this have to do with 90 second delays ? Are the numbers the same order of magnitude ?

 
prostotrader:

A white flag in your hands...

No need to put limits to be saved!

What do you need? Do you have to beat it yourself?

Reason: