ФОРТС. Вопросы по исполнению - страница 33

 

Демо открывашки МТ5 билд 1159 6-15 МСК утра - тишь да гладь, даже стаканы не шевелятся:

2015.09.01 06:15:00.037 Trades  '1007933': buy limit 1.00 LKOH-9.15 at 23488 placed for execution in 7 ms
2015.09.01 06:15:00.029 Trades  '1007933': buy limit 1.00 LKOH-9.15 at 23488
2015.09.01 06:15:00.027 Trades  '1007933': sell limit 1.00 LKOH-9.15 at 26488 placed for execution in 212 ms
2015.09.01 06:14:59.815 Trades  '1007933': sell limit 1.00 LKOH-9.15 at 26488
2015.09.01 06:14:57.782 Trades  '1007933': buy limit 1.00 LKOH-9.15 at 24833 placed for execution in 18 ms
2015.09.01 06:14:57.764 Trades  '1007933': buy limit 1.00 LKOH-9.15 at 24833
2015.09.01 06:17:49.459 Trades  '1007933': cancel order #22085056 buy limit 1.00 LKOH-9.15 at 23488 placed for execution in 20 ms
2015.09.01 06:17:49.438 Trades  '1007933': cancel order #22085056 buy limit 1.00 LKOH-9.15 at 23488
2015.09.01 06:17:49.435 Trades  '1007933': cancel order #22085055 sell limit 1.00 LKOH-9.15 at 26488 placed for execution in 327 ms
2015.09.01 06:17:49.108 Trades  '1007933': cancel order #22085055 sell limit 1.00 LKOH-9.15 at 26488
2015.09.01 06:17:47.084 Trades  '1007933': cancel order #22085054 buy limit 1.00 LKOH-9.15 at 24900 placed for execution in 16 ms
2015.09.01 06:17:47.068 Trades  '1007933': cancel order #22085054 buy limit 1.00 LKOH-9.15 at 24900
2015.09.01 06:17:45.411 Trades  '1007933': buy limit 1.00 LKOH-9.15 at 23488 placed for execution in 21 ms
2015.09.01 06:17:45.389 Trades  '1007933': buy limit 1.00 LKOH-9.15 at 23488
2015.09.01 06:17:45.388 Trades  '1007933': sell limit 1.00 LKOH-9.15 at 26488 placed for execution in 8 ms
 

А вот лог демо БКС (тоже затишье, стакан не шевелится):

2015.09.01 09:23:37.173 Trades  '679854': cancel order #5377193 buy limit 1.00 Si-9.15 at 64040 placed for execution in 6 ms
2015.09.01 09:23:37.163 Trades  '679854': cancel order #5377193 buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:23:37.163 Trades  '679854': cancel order #5377192 sell limit 1.00 Si-9.15 at 70476 placed for execution in 6 ms
2015.09.01 09:23:37.163 Trades  '679854': cancel order #5377192 sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:23:35.131 Trades  '679854': cancel order #5377191 buy limit 1.00 Si-9.15 at 64180 placed for execution in 7 ms
2015.09.01 09:23:35.121 Trades  '679854': cancel order #5377191 buy limit 1.00 Si-9.15 at 64180
2015.09.01 09:23:33.130 Trades  '679854': buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:23:33.120 Trades  '679854': buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:23:33.120 Trades  '679854': sell limit 1.00 Si-9.15 at 70476 placed for execution in 7 ms
2015.09.01 09:23:33.120 Trades  '679854': sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:23:31.086 Trades  '679854': buy limit 1.00 Si-9.15 at 64180 placed for execution in 7 ms
2015.09.01 09:23:31.076 Trades  '679854': buy limit 1.00 Si-9.15 at 64180
2015.09.01 09:23:30.116 Trades  '679854': cancel order #5377190 buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:23:30.106 Trades  '679854': cancel order #5377190 buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:23:30.106 Trades  '679854': cancel order #5377189 sell limit 1.00 Si-9.15 at 70476 placed for execution in 7 ms
2015.09.01 09:23:30.106 Trades  '679854': cancel order #5377189 sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:23:28.076 Trades  '679854': cancel order #5377188 buy limit 1.00 Si-9.15 at 64200 placed for execution in 7 ms
2015.09.01 09:23:28.066 Trades  '679854': cancel order #5377188 buy limit 1.00 Si-9.15 at 64200
2015.09.01 09:23:26.486 Trades  '679854': buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:23:26.486 Trades  '679854': buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:23:26.476 Trades  '679854': sell limit 1.00 Si-9.15 at 70476 placed for execution in 8 ms
2015.09.01 09:23:26.476 Trades  '679854': sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:23:24.446 Trades  '679854': buy limit 1.00 Si-9.15 at 64200 placed for execution in 6 ms
2015.09.01 09:23:24.436 Trades  '679854': buy limit 1.00 Si-9.15 at 64200
2015.09.01 09:23:22.596 Trades  '679854': cancel order #5377187 buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:23:22.586 Trades  '679854': cancel order #5377187 buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:23:22.586 Trades  '679854': cancel order #5377186 sell limit 1.00 Si-9.15 at 70476 placed for execution in 7 ms
2015.09.01 09:23:22.586 Trades  '679854': cancel order #5377186 sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:23:20.556 Trades  '679854': cancel order #5377185 buy limit 1.00 Si-9.15 at 64200 placed for execution in 7 ms
2015.09.01 09:23:20.546 Trades  '679854': cancel order #5377185 buy limit 1.00 Si-9.15 at 64200
2015.09.01 09:23:18.986 Trades  '679854': buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:23:18.976 Trades  '679854': buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:23:18.976 Trades  '679854': sell limit 1.00 Si-9.15 at 70476 placed for execution in 6 ms
2015.09.01 09:23:18.976 Trades  '679854': sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:23:16.939 Trades  '679854': buy limit 1.00 Si-9.15 at 64200 placed for execution in 7 ms
2015.09.01 09:23:16.939 Trades  '679854': buy limit 1.00 Si-9.15 at 64200
2015.09.01 09:23:14.569 Trades  '679854': cancel order #5377184 buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:23:14.559 Trades  '679854': cancel order #5377184 buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:23:14.559 Trades  '679854': cancel order #5377183 sell limit 1.00 Si-9.15 at 70476 placed for execution in 7 ms
2015.09.01 09:23:14.559 Trades  '679854': cancel order #5377183 sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:23:12.529 Trades  '679854': cancel order #5377182 buy limit 1.00 Si-9.15 at 64200 placed for execution in 7 ms
2015.09.01 09:23:12.519 Trades  '679854': cancel order #5377182 buy limit 1.00 Si-9.15 at 64200
2015.09.01 09:23:08.589 Trades  '679854': buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:23:08.579 Trades  '679854': buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:23:08.579 Trades  '679854': sell limit 1.00 Si-9.15 at 70476 placed for execution in 6 ms
2015.09.01 09:23:08.579 Trades  '679854': sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:23:06.549 Trades  '679854': buy limit 1.00 Si-9.15 at 64200 placed for execution in 7 ms
2015.09.01 09:23:06.549 Trades  '679854': buy limit 1.00 Si-9.15 at 64200
2015.09.01 09:23:03.005 Trades  '679854': cancel order #5377181 buy limit 1.00 Si-9.15 at 64040 placed for execution in 6 ms
2015.09.01 09:23:03.005 Trades  '679854': cancel order #5377181 buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:23:03.005 Trades  '679854': cancel order #5377180 sell limit 1.00 Si-9.15 at 70476 placed for execution in 13 ms
2015.09.01 09:23:02.993 Trades  '679854': cancel order #5377180 sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:23:00.969 Trades  '679854': cancel order #5377179 buy limit 1.00 Si-9.15 at 64156 placed for execution in 6 ms
2015.09.01 09:23:00.959 Trades  '679854': cancel order #5377179 buy limit 1.00 Si-9.15 at 64156
2015.09.01 09:22:59.149 Trades  '679854': buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:22:59.139 Trades  '679854': buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:22:59.139 Trades  '679854': sell limit 1.00 Si-9.15 at 70476 placed for execution in 7 ms
2015.09.01 09:22:59.139 Trades  '679854': sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:22:57.129 Trades  '679854': buy limit 1.00 Si-9.15 at 64156 placed for execution in 7 ms
2015.09.01 09:22:57.119 Trades  '679854': buy limit 1.00 Si-9.15 at 64156
2015.09.01 09:22:54.989 Trades  '679854': cancel order #5377178 buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:22:54.979 Trades  '679854': cancel order #5377178 buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:22:54.979 Trades  '679854': cancel order #5377177 sell limit 1.00 Si-9.15 at 70476 placed for execution in 7 ms
2015.09.01 09:22:54.979 Trades  '679854': cancel order #5377177 sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:22:52.939 Trades  '679854': cancel order #5377176 buy limit 1.00 Si-9.15 at 64156 placed for execution in 9 ms
2015.09.01 09:22:52.939 Trades  '679854': cancel order #5377176 buy limit 1.00 Si-9.15 at 64156
2015.09.01 09:22:50.589 Trades  '679854': buy limit 1.00 Si-9.15 at 64040 placed for execution in 6 ms
2015.09.01 09:22:50.579 Trades  '679854': buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:22:50.579 Trades  '679854': sell limit 1.00 Si-9.15 at 70476 placed for execution in 7 ms
2015.09.01 09:22:50.579 Trades  '679854': sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:22:48.549 Trades  '679854': buy limit 1.00 Si-9.15 at 64156 placed for execution in 6 ms
2015.09.01 09:22:48.549 Trades  '679854': buy limit 1.00 Si-9.15 at 64156
2015.09.01 09:22:45.284 Trades  '679854': cancel order #5377175 buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:22:45.284 Trades  '679854': cancel order #5377175 buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:22:45.274 Trades  '679854': cancel order #5377174 sell limit 1.00 Si-9.15 at 70476 placed for execution in 8 ms
2015.09.01 09:22:45.274 Trades  '679854': cancel order #5377174 sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:22:43.244 Trades  '679854': cancel order #5377173 buy limit 1.00 Si-9.15 at 64180 placed for execution in 7 ms
2015.09.01 09:22:43.244 Trades  '679854': cancel order #5377173 buy limit 1.00 Si-9.15 at 64180
2015.09.01 09:22:39.844 Trades  '679854': buy limit 1.00 Si-9.15 at 64040 placed for execution in 9 ms
2015.09.01 09:22:39.834 Trades  '679854': buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:22:39.834 Trades  '679854': sell limit 1.00 Si-9.15 at 70476 placed for execution in 7 ms
2015.09.01 09:22:39.834 Trades  '679854': sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:22:37.784 Trades  '679854': buy limit 1.00 Si-9.15 at 64180 placed for execution in 6 ms
2015.09.01 09:22:37.774 Trades  '679854': buy limit 1.00 Si-9.15 at 64180
2015.09.01 09:22:20.204 Trades  '679854': cancel order #5377172 buy limit 1.00 Si-9.15 at 64040 placed for execution in 7 ms
2015.09.01 09:22:20.194 Trades  '679854': cancel order #5377172 buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:22:20.194 Trades  '679854': cancel order #5377171 sell limit 1.00 Si-9.15 at 70476 placed for execution in 7 ms
2015.09.01 09:22:20.194 Trades  '679854': cancel order #5377171 sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:22:18.144 Trades  '679854': cancel order #5377170 buy limit 1.00 Si-9.15 at 64145 placed for execution in 7 ms
2015.09.01 09:22:18.134 Trades  '679854': cancel order #5377170 buy limit 1.00 Si-9.15 at 64145
2015.09.01 09:22:13.029 Trades  '679854': buy limit 1.00 Si-9.15 at 64040 placed for execution in 6 ms
2015.09.01 09:22:13.019 Trades  '679854': buy limit 1.00 Si-9.15 at 64040
2015.09.01 09:22:13.019 Trades  '679854': sell limit 1.00 Si-9.15 at 70476 placed for execution in 6 ms
2015.09.01 09:22:13.019 Trades  '679854': sell limit 1.00 Si-9.15 at 70476
2015.09.01 09:22:10.969 Trades  '679854': buy limit 1.00 Si-9.15 at 64145 placed for execution in 6 ms
2015.09.01 09:22:10.959 Trades  '679854': buy limit 1.00 Si-9.15 at 64145
 

Осталось дождаться лога с БКС реала (слава богу нашелся человек)

Но есть предчувствие, что придётся писать коллективную кляузу в Открывашку с жалобой на технорей. 

 

Михаил, по результатам анализа логов Вашего логина с точек доступа Открытия я могу сказать следующее:

 

1) При коннекте датацентр логгирует пинг до терминала, эти пинги держатся около 10мс но бывают выбросы до 500мс

Access Server2 2015.08.25 08:48:15.666 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 10.89 ms)
Access Server3 2015.08.25 00:07:19.069 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 500.40 ms)
Access Server3 2015.08.25 08:48:28.696 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 12.03 ms)
Access Server3 2015.08.26 04:10:52.879 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 506.13 ms)
Access Server3 2015.08.27 01:08:15.820 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 8.12 ms)
Access Server2 2015.08.27 01:08:18.776 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 7.12 ms)
Access Server2 2015.08.27 02:32:48.278 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 7.07 ms)
Access Server2 2015.08.27 09:05:51.324 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 11.65 ms)
Access Server3 2015.08.27 09:06:04.272 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 11.75 ms)

Это пинг от точки доступа до терминала. вот весь путь:

|      зона ответственности Биржи     ||  зона ответственности Открытия                                   || интернет ||  клиент       |    

[биржа (ФОРТС)] <==> [шлюз Plaza2]  <===>  [шлюз в MOEX] <=> [MT5 торговый сервер] <=> [Точка доступа]  <================>   [Терминал] 

То есть видны проблемы уже на пути МТ5 терминал - МТ5 точка доступа, не доходя до торговли.

 

2) Я проанализировал пинги остальных клиентов, по ним также есть флуктуации - но каких либо устойчивых паттернов (например с массовым увеличением пинга в одно и тоже время) я не нашел

 

Что совсем этим делать?

1) Мы добавили в терминал логгирование пингов, функционал будет доступен при следующем бета-релизе. Я напишу здесь, когда он выйдет. Также мы в дальшейшем встроим в платформу периодический замер пингов между компонентами, чтобы найти (возможные) сетевые проблемы.

2) Я запросил дополнительную сетевую информацию у Открытия. посмотрим, может это поможет найти причину.

3) Рекомендую Вам какое-то время попробовать поработать через Access Server 4 - он подключается к интернету через провайдера, отличного от точек доступа (2,3) и по-другому подключен внутри сети Открытия к торговому серверу. 

 
Aytugan Khafizov:

Михаил, по результатам анализа логов Вашего логина с точек доступа Открытия я могу сказать следующее:

 

1) При коннекте датацентр логгирует пинг до терминала, эти пинги держатся около 10мс но бывают выбросы до 500мс

Access Server2 2015.08.25 08:48:15.666 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 10.89 ms)
Access Server3 2015.08.25 00:07:19.069 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 500.40 ms)
Access Server3 2015.08.25 08:48:28.696 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 12.03 ms)
Access Server3 2015.08.26 04:10:52.879 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 506.13 ms)
Access Server3 2015.08.27 01:08:15.820 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 8.12 ms)
Access Server2 2015.08.27 01:08:18.776 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 7.12 ms)
Access Server2 2015.08.27 02:32:48.278 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 7.07 ms)
Access Server2 2015.08.27 09:05:51.324 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 11.65 ms)
Access Server3 2015.08.27 09:06:04.272 ***.***.***.*** '*****': login (Client build 1159, cid: *****************************, ping: 11.75 ms)

Это пинг от точки доступа до терминала. вот весь путь:

|      зона ответственности Биржи     ||  зона ответственности Открытия                                   || интернет ||  клиент       |    

[биржа (ФОРТС)] <==> [шлюз Plaza2]  <===>  [шлюз в MOEX] <=> [MT5 торговый сервер] <=> [Точка доступа]  <================>   [Терминал] 

То есть видны проблемы уже на пути МТ5 терминал - МТ5 точка доступа, не доходя до торговли.

 

2) Я проанализировал пинги остальных клиентов, по ним также есть флуктуации - но каких либо устойчивых паттернов (например с массовым увеличением пинга в одно и тоже время) я не нашел

 

Что совсем этим делать?

1) Мы добавили в терминал логгирование пингов, функционал будет доступен при следующем бета-релизе. Я напишу здесь, когда он выйдет. Также мы в дальшейшем встроим в платформу периодический замер пингов между компонентами, чтобы найти (возможные) сетевые проблемы.

2) Я запросил дополнительную сетевую информацию у Открытия. посмотрим, может это поможет найти причину.

3) Рекомендую Вам какое-то время попробовать поработать через Access Server 4 - он подключается к интернету через провайдера, отличного от точек доступа (2,3) и по-другому подключен внутри сети Открытия к торговому серверу. 

Добрый день!

Хорошо, попробую через Access Server 4 ( кстати его IP и порт? ), но сегодня-завтра будут логи из БКС, тогда окончательно всё проясниться.

 

Вроде подключился, стало гораздо лучше, но один сбой был (execution in 910 ms):

2015.09.01 10:58:34.986 Trades  'xxxxx': buy limit 5.00 GBPU-12.15 at 1.5275
2015.09.01 10:58:34.991 Trades  'xxxxx': sell limit 1.00 GBPU-12.15 at 1.5521
2015.09.01 10:58:34.995 Trades  'xxxxx': buy limit 5.00 GBPU-12.15 at 1.5275 placed for execution in 8 ms
2015.09.01 10:58:34.998 Trades  'xxxxx': sell limit 1.00 GBPU-12.15 at 1.5521 placed for execution in 7 ms
2015.09.01 10:58:35.086 Trades  'xxxxx': modify order #19678282 sell limit 1.00 GBPU-12.15 at 1.5521 sl: 0.0000 tp: 0.0000 -> 1.5462, sl: 0.0000 tp: 0.0000
2015.09.01 10:58:35.097 Trades  'xxxxx': modify order #19678282 sell limit 1.00 GBPU-12.15 at 1.5521 sl: 0.0000 tp: 0.0000 -> 1.5462, sl: 0.0000 tp: 0.0000 placed for execution in 10 ms
2015.09.01 10:58:35.410 Trades  'xxxxx': modify order #19678281 buy limit 5.00 GBPU-12.15 at 1.5275 sl: 0.0000 tp: 0.0000 -> 1.5277, sl: 0.0000 tp: 0.0000
2015.09.01 10:58:35.418 Trades  'xxxxx': modify order #19678281 buy limit 5.00 GBPU-12.15 at 1.5275 sl: 0.0000 tp: 0.0000 -> 1.5277, sl: 0.0000 tp: 0.0000 placed for execution in 8 ms
2015.09.01 10:58:44.926 Experts expert Forts_trader (GMKR-9.15,H1) loaded successfully
2015.09.01 10:58:47.548 Trades  'xxxxx': modify order #19678281 buy limit 5.00 GBPU-12.15 at 1.5277 sl: 0.0000 tp: 0.0000 -> 1.5295, sl: 0.0000 tp: 0.0000
2015.09.01 10:58:47.558 Trades  'xxxxx': modify order #19678281 buy limit 5.00 GBPU-12.15 at 1.5277 sl: 0.0000 tp: 0.0000 -> 1.5295, sl: 0.0000 tp: 0.0000 placed for execution in 9 ms
2015.09.01 10:59:01.744 Experts expert Forts_trader (GOLD-9.15,M1) loaded successfully
2015.09.01 10:59:25.587 Experts expert Forts_trader (HYDR-9.15,H1) loaded successfully
2015.09.01 10:59:26.063 Trades  'xxxxx': buy limit 5.00 CHMF-12.15 at 69001
2015.09.01 10:59:26.070 Trades  'xxxxx': buy limit 5.00 CHMF-12.15 at 69001 placed for execution in 7 ms
2015.09.01 10:59:28.124 Trades  'xxxxx': cancel order #19678332 buy limit 5.00 CHMF-12.15 at 69001
2015.09.01 10:59:28.134 Trades  'xxxxx': cancel order #19678332 buy limit 5.00 CHMF-12.15 at 69001 placed for execution in 9 ms
2015.09.01 11:00:04.968 Experts expert Forts_trader (LKOH-9.15,H1) loaded successfully
2015.09.01 11:00:25.352 Trades  'xxxxx': cancel order #19678281 buy limit 5.00 GBPU-12.15 at 1.5295
2015.09.01 11:00:26.262 Trades  'xxxxx': cancel order #19678281 buy limit 5.00 GBPU-12.15 at 1.5295 placed for execution in 910 ms
2015.09.01 11:00:36.146 Trades  'xxxxx': buy limit 5.00 BR-12.15 at 53.62
2015.09.01 11:00:36.155 Trades  'xxxxx': buy limit 5.00 BR-12.15 at 53.62 placed for execution in 8 ms
2015.09.01 11:00:40.191 Trades  'xxxxx': modify order #19678282 sell limit 1.00 GBPU-12.15 at 1.5462 sl: 0.0000 tp: 0.0000 -> 1.5435, sl: 0.0000 tp: 0.0000
2015.09.01 11:00:40.203 Trades  'xxxxx': modify order #19678282 sell limit 1.00 GBPU-12.15 at 1.5462 sl: 0.0000 tp: 0.0000 -> 1.5435, sl: 0.0000 tp: 0.0000 placed for execution in 12 ms
2015.09.01 11:00:40.239 Trades  'xxxxx': cancel order #19678282 sell limit 1.00 GBPU-12.15 at 1.5435
2015.09.01 11:00:40.247 Trades  'xxxxx': cancel order #19678282 sell limit 1.00 GBPU-12.15 at 1.5435 placed for execution in 8 ms
2015.09.01 11:00:52.221 Experts expert Forts_trader (MGNT-9.15,H1) loaded successfully
2015.09.01 11:01:07.619 Trades  'xxxxx': cancel order #19678472 buy limit 5.00 BR-12.15 at 53.62
2015.09.01 11:01:07.628 Trades  'xxxxx': cancel order #19678472 buy limit 5.00 BR-12.15 at 53.62 placed for execution in 9 ms
2015.09.01 11:01:32.091 Trades  'xxxxx': buy limit 3.00 GOLD-12.15 at 1145.1
2015.09.01 11:01:32.110 Trades  'xxxxx': buy limit 3.00 GOLD-12.15 at 1145.1 placed for execution in 18 ms
2015.09.01 11:01:33.659 Experts expert Forts_trader (MIX-9.15,M1) loaded successfully
2015.09.01 11:01:56.296 Experts expert Forts_trader (MTSI-9.15,H1) loaded successfully
2015.09.01 11:02:22.823 Experts expert Forts_trader (MXI-12.15,M1) loaded successfully
2015.09.01 11:02:46.456 Experts expert Forts_trader (NOTK-9.15,H1) loaded successfully
2015.09.01 11:03:03.785 Experts expert Forts_trader (PLT-9.15,H1) loaded successfully
2015.09.01 11:03:24.773 Experts expert Forts_trader (ROSN-9.15,H1) loaded successfully
2015.09.01 11:03:43.982 Experts expert Forts_trader (RTKM-9.15,H1) loaded successfully
2015.09.01 11:03:54.938 Trades  'xxxxx': sell limit 50.00 MXI-3.16 at 1796.70
2015.09.01 11:03:54.946 Trades  'xxxxx': sell limit 50.00 MXI-3.16 at 1796.70 placed for execution in 7 ms
2015.09.01 11:03:55.018 Trades  'xxxxx': modify order #19678767 sell limit 50.00 MXI-3.16 at 1796.70 sl: 0.00 tp: 0.00 -> 1796.60, sl: 0.00 tp: 0.00
2015.09.01 11:03:55.025 Trades  'xxxxx': modify order #19678767 sell limit 50.00 MXI-3.16 at 1796.70 sl: 0.00 tp: 0.00 -> 1796.60, sl: 0.00 tp: 0.00 placed for execution in 7 ms
2015.09.01 11:03:55.104 Trades  'xxxxx': modify order #19678767 sell limit 50.00 MXI-3.16 at 1796.60 sl: 0.00 tp: 0.00 -> 1796.50, sl: 0.00 tp: 0.00
2015.09.01 11:03:55.112 Trades  'xxxxx': modify order #19678767 sell limit 50.00 MXI-3.16 at 1796.60 sl: 0.00 tp: 0.00 -> 1796.50, sl: 0.00 tp: 0.00 placed for execution in 8 ms
2015.09.01 11:03:55.139 Trades  'xxxxx': cancel order #19678767 sell limit 50.00 MXI-3.16 at 1796.50
2015.09.01 11:03:55.149 Trades  'xxxxx': cancel order #19678767 sell limit 50.00 MXI-3.16 at 1796.50 placed for execution in 10 ms
2015.09.01 11:03:58.080 Trades  'xxxxx': buy limit 3.00 RTKM-12.15 at 7711
2015.09.01 11:03:58.090 Trades  'xxxxx': buy limit 3.00 RTKM-12.15 at 7711 placed for execution in 9 ms
2015.09.01 11:04:09.449 Experts expert Forts_trader (RTS-9.15,M1) loaded successfully
2015.09.01 11:04:19.216 Experts expert Forts_trader (RTS-9.15,M1) removed
2015.09.01 11:04:23.618 Experts expert Forts_trader (RTS-9.15,M1) loaded successfully
2015.09.01 11:04:43.247 Experts expert Forts_trader (RTS-3.16,H1) loaded successfully
2015.09.01 11:04:59.345 Experts expert Forts_trader (SBPR-9.15,H1) loaded successfully
2015.09.01 11:05:21.946 Experts expert Forts_trader (Si-9.15,M1) loaded successfully
2015.09.01 11:05:31.063 Trades  'xxxxx': buy limit 5.00 GBPU-12.15 at 1.5252
2015.09.01 11:05:31.073 Trades  'xxxxx': buy limit 5.00 GBPU-12.15 at 1.5252 placed for execution in 9 ms
2015.09.01 11:05:32.134 Trades  'xxxxx': modify order #19678889 buy limit 5.00 GBPU-12.15 at 1.5252 sl: 0.0000 tp: 0.0000 -> 1.5254, sl: 0.0000 tp: 0.0000
2015.09.01 11:05:32.143 Trades  'xxxxx': modify order #19678889 buy limit 5.00 GBPU-12.15 at 1.5252 sl: 0.0000 tp: 0.0000 -> 1.5254, sl: 0.0000 tp: 0.0000 placed for execution in 9 ms
2015.09.01 11:05:33.315 Trades  'xxxxx': modify order #19678889 buy limit 5.00 GBPU-12.15 at 1.5254 sl: 0.0000 tp: 0.0000 -> 1.5285, sl: 0.0000 tp: 0.0000
2015.09.01 11:05:33.324 Trades  'xxxxx': modify order #19678889 buy limit 5.00 GBPU-12.15 at 1.5254 sl: 0.0000 tp: 0.0000 -> 1.5285, sl: 0.0000 tp: 0.0000 placed for execution in 8 ms
2015.09.01 11:05:48.490 Trades  'xxxxx': sell limit 5.00 GBPU-12.15 at 1.5459
2015.09.01 11:05:48.498 Trades  'xxxxx': sell limit 5.00 GBPU-12.15 at 1.5459 placed for execution in 7 ms
2015.09.01 11:06:01.385 Experts expert Forts_trader (Si-3.16,M1) loaded successfully
2015.09.01 11:06:08.155 Trades  'xxxxx': buy limit 5.00 BR-12.15 at 53.66
2015.09.01 11:06:08.163 Trades  'xxxxx': buy limit 5.00 BR-12.15 at 53.66 placed for execution in 8 ms
2015.09.01 11:06:20.788 Trades  'xxxxx': modify order #19678918 buy limit 5.00 BR-12.15 at 53.66 sl: 0.00 tp: 0.00 -> 53.68, sl: 0.00 tp: 0.00
2015.09.01 11:06:20.806 Trades  'xxxxx': modify order #19678918 buy limit 5.00 BR-12.15 at 53.66 sl: 0.00 tp: 0.00 -> 53.68, sl: 0.00 tp: 0.00 placed for execution in 17 ms
2015.09.01 11:06:20.843 Trades  'xxxxx': cancel order #19678918 buy limit 5.00 BR-12.15 at 53.68
2015.09.01 11:06:20.867 Trades  'xxxxx': cancel order #19678918 buy limit 5.00 BR-12.15 at 53.68 placed for execution in 23 ms
2015.09.01 11:06:28.328 Experts expert Forts_trader (SILV-9.15,H1) loaded successfully
2015.09.01 11:06:49.887 Experts expert Forts_trader (SNGP-9.15,H1) loaded successfully
2015.09.01 11:07:09.573 Experts expert Forts_trader (SNGR-9.15,H1) loaded successfully
2015.09.01 11:07:30.285 Experts expert Forts_trader (TATN-9.15,H1) loaded successfully
2015.09.01 11:07:41.333 Trades  'xxxxx': buy limit 3.00 TATN-12.15 at 28749
2015.09.01 11:07:41.342 Trades  'xxxxx': buy limit 3.00 TATN-12.15 at 28749 placed for execution in 9 ms
2015.09.01 11:07:41.393 Trades  'xxxxx': modify order #19678972 buy limit 3.00 TATN-12.15 at 28749 sl: 0 tp: 0 -> 28751, sl: 0 tp: 0
2015.09.01 11:07:41.402 Trades  'xxxxx': modify order #19678972 buy limit 3.00 TATN-12.15 at 28749 sl: 0 tp: 0 -> 28751, sl: 0 tp: 0 placed for execution in 8 ms
2015.09.01 11:07:41.468 Trades  'xxxxx': modify order #19678972 buy limit 3.00 TATN-12.15 at 28751 sl: 0 tp: 0 -> 29255, sl: 0 tp: 0
2015.09.01 11:07:41.477 Trades  'xxxxx': modify order #19678972 buy limit 3.00 TATN-12.15 at 28751 sl: 0 tp: 0 -> 29255, sl: 0 tp: 0 placed for execution in 9 ms
2015.09.01 11:07:41.498 Trades  'xxxxx': cancel order #19678972 buy limit 3.00 TATN-12.15 at 29255
2015.09.01 11:07:41.506 Trades  'xxxxx': cancel order #19678972 buy limit 3.00 TATN-12.15 at 29255 placed for execution in 7 ms
2015.09.01 11:07:49.133 Trades  'xxxxx': modify order #19678907 sell limit 5.00 GBPU-12.15 at 1.5459 sl: 0.0000 tp: 0.0000 -> 1.5457, sl: 0.0000 tp: 0.0000
2015.09.01 11:07:49.142 Trades  'xxxxx': modify order #19678907 sell limit 5.00 GBPU-12.15 at 1.5459 sl: 0.0000 tp: 0.0000 -> 1.5457, sl: 0.0000 tp: 0.0000 placed for execution in 9 ms
2015.09.01 11:08:00.935 Experts expert Forts_trader (TRNF-9.15,H1) loaded successfully
2015.09.01 11:08:17.149 Experts expert Forts_trader (UJPY-9.15,H1) loaded successfully
2015.09.01 11:08:31.980 Trades  'xxxxx': buy limit 3.00 UJPY-12.15 at 118.49
2015.09.01 11:08:31.985 Trades  'xxxxx': sell limit 1.00 UJPY-12.15 at 121.58
2015.09.01 11:08:31.989 Trades  'xxxxx': buy limit 3.00 UJPY-12.15 at 118.49 placed for execution in 8 ms
2015.09.01 11:08:31.992 Trades  'xxxxx': sell limit 1.00 UJPY-12.15 at 121.58 placed for execution in 7 ms
2015.09.01 11:08:32.361 Trades  'xxxxx': modify order #19678994 buy limit 3.00 UJPY-12.15 at 118.49 sl: 0.00 tp: 0.00 -> 118.51, sl: 0.00 tp: 0.00
2015.09.01 11:08:32.370 Trades  'xxxxx': modify order #19678994 buy limit 3.00 UJPY-12.15 at 118.49 sl: 0.00 tp: 0.00 -> 118.51, sl: 0.00 tp: 0.00 placed for execution in 9 ms
2015.09.01 11:08:32.405 Trades  'xxxxx': modify order #19678995 sell limit 1.00 UJPY-12.15 at 121.58 sl: 0.00 tp: 0.00 -> 121.56, sl: 0.00 tp: 0.00
2015.09.01 11:08:32.412 Trades  'xxxxx': modify order #19678995 sell limit 1.00 UJPY-12.15 at 121.58 sl: 0.00 tp: 0.00 -> 121.56, sl: 0.00 tp: 0.00 placed for execution in 7 ms
2015.09.01 11:08:32.620 Trades  'xxxxx': modify order #19678994 buy limit 3.00 UJPY-12.15 at 118.51 sl: 0.00 tp: 0.00 -> 119.36, sl: 0.00 tp: 0.00
2015.09.01 11:08:32.629 Trades  'xxxxx': modify order #19678994 buy limit 3.00 UJPY-12.15 at 118.51 sl: 0.00 tp: 0.00 -> 119.36, sl: 0.00 tp: 0.00 placed for execution in 9 ms
2015.09.01 11:08:32.805 Trades  'xxxxx': modify order #19678995 sell limit 1.00 UJPY-12.15 at 121.56 sl: 0.00 tp: 0.00 -> 120.03, sl: 0.00 tp: 0.00
2015.09.01 11:08:32.814 Trades  'xxxxx': modify order #19678995 sell limit 1.00 UJPY-12.15 at 121.56 sl: 0.00 tp: 0.00 -> 120.03, sl: 0.00 tp: 0.00 placed for execution in 8 ms
2015.09.01 11:08:37.302 Experts expert Forts_trader (URKA-9.15,H1) loaded successfully
2015.09.01 11:08:45.601 Trades  'xxxxx': sell limit 2.00 MGNT-12.15 at 12604
2015.09.01 11:08:45.609 Trades  'xxxxx': sell limit 2.00 MGNT-12.15 at 12604 placed for execution in 7 ms
2015.09.01 11:08:51.775 Experts expert Forts_trader (UUAH-9.15,H1) loaded successfully
2015.09.01 11:08:52.602 Trades  'xxxxx': cancel order #19679008 sell limit 2.00 MGNT-12.15 at 12604
2015.09.01 11:08:52.611 Trades  'xxxxx': cancel order #19679008 sell limit 2.00 MGNT-12.15 at 12604 placed for execution in 9 ms
2015.09.01 11:09:05.959 Experts expert Forts_trader (VTBR-9.15,H1) loaded successfully
2015.09.01 11:09:13.475 Trades  'xxxxx': cancel order #19678995 sell limit 1.00 UJPY-12.15 at 120.03
2015.09.01 11:09:13.483 Trades  'xxxxx': cancel order #19678995 sell limit 1.00 UJPY-12.15 at 120.03 placed for execution in 8 ms
2015.09.01 11:09:45.365 Trades  'xxxxx': sell limit 12.00 AUDU-12.15 at 0.7154
2015.09.01 11:09:45.373 Trades  'xxxxx': sell limit 12.00 AUDU-12.15 at 0.7154 placed for execution in 8 ms
2015.09.01 11:09:45.618 Trades  'xxxxx': cancel order #19679069 sell limit 12.00 AUDU-12.15 at 0.7154
2015.09.01 11:09:45.627 Trades  'xxxxx': cancel order #19679069 sell limit 12.00 AUDU-12.15 at 0.7154 placed for execution in 9 ms
 

Нет, и на  Access Server 4 тоже самое:

2015.09.01 11:21:19.732 Trades  'xxxxx': sell limit 2.00 MGNT-12.15 at 12602
2015.09.01 11:21:19.740 Trades  'xxxxx': sell limit 2.00 MGNT-12.15 at 12602 placed for execution in 8 ms
2015.09.01 11:21:26.580 Trades  'xxxxx': modify order #19679918 sell limit 2.00 MGNT-12.15 at 12602 sl: 0 tp: 0 -> 12600, sl: 0 tp: 0
2015.09.01 11:21:26.832 Trades  'xxxxx': modify order #19679918 sell limit 2.00 MGNT-12.15 at 12602 sl: 0 tp: 0 -> 12600, sl: 0 tp: 0 placed for execution in 251 ms
2015.09.01 11:21:27.330 Trades  'xxxxx': sell limit 3.00 SNGP-12.15 at 42158
2015.09.01 11:21:27.614 Trades  'xxxxx': sell limit 3.00 SNGP-12.15 at 42158 placed for execution in 284 ms
2015.09.01 11:21:27.642 Trades  'xxxxx': modify order #19679918 sell limit 2.00 MGNT-12.15 at 12600 sl: 0 tp: 0 -> 12595, sl: 0 tp: 0
2015.09.01 11:21:28.828 Trades  'xxxxx': modify order #19679918 sell limit 2.00 MGNT-12.15 at 12600 sl: 0 tp: 0 -> 12595, sl: 0 tp: 0 placed for execution in 1186 ms
2015.09.01 11:21:28.909 Trades  'xxxxx': sell limit 9.00 UJPY-12.15 at 120.59
2015.09.01 11:21:28.922 Trades  'xxxxx': sell limit 9.00 UJPY-12.15 at 120.59 placed for execution in 12 ms
 

Кому интересно, могут посмотреть демо-логи открывашки и БКС, сделанные при работе советника BKS_Test.mq5

Демо-БКС 1 задержка на 2000 транзакций (НО ОНА ЕСТЬ!):

RE      0       12:03:35.211    Trades  '679854': buy limit 1.00 Si-9.15 at 64040 placed for execution in 6 ms
PH      0       12:03:35.416    Trades  '679854': cancel order #5378363 sell limit 1.00 Si-9.15 at 70476
LO      0       12:03:35.723    Trades  '679854': cancel order #5378363 sell limit 1.00 Si-9.15 at 70476 placed for execution in 307 ms
MR      0       12:03:35.724    Trades  '679854': cancel order #5378364 buy limit 1.00 Si-9.15 at 64040
NJ      0       12:03:35.731    Trades  '679854': cancel order #5378364 buy limit 1.00 Si-9.15 at 64040 placed for execution in 6 ms

 Демо-Окрытие (даже не считал)

 

OF      2       12:02:26.322    Trades  '1007933': failed cancel order #22194460 sell limit 1.00 Si-9.15 at 70476.00000 [Invalid request]
MI      2       12:02:26.322    Trades  '1007933': failed cancel order #22194462 buy limit 1.00 Si-9.15 at 64040.00000 [Invalid request]
HD      0       12:02:26.526    Trades  '1007933': cancel order #22194460 sell limit 1.00 Si-9.15 at 70476
CH      0       12:02:26.536    Trades  '1007933': cancel order #22194460 sell limit 1.00 Si-9.15 at 70476 placed for execution in 10 ms
NF      0       12:02:26.537    Trades  '1007933': cancel order #22194462 buy limit 1.00 Si-9.15 at 64040
IR      0       12:02:26.549    Trades  '1007933': cancel order #22194462 buy limit 1.00 Si-9.15 at 64040 placed for execution in 12 ms
HQ	0	12:03:07.223	Trades	'1007933': cancel order #22195150 sell limit 1.00 Si-9.15 at 70476 placed for execution in 13 ms
LI	0	12:03:07.225	Trades	'1007933': cancel order #22195151 buy limit 1.00 Si-9.15 at 64040
LF	0	12:03:07.519	Trades	'1007933': cancel order #22195151 buy limit 1.00 Si-9.15 at 64040 placed for execution in 294 ms
NE	0	12:03:07.709	Trades	'1007933': sell limit 1.00 Si-9.15 at 70476
FL	0	12:03:07.720	Trades	'1007933': sell limit 1.00 Si-9.15 at 70476 placed for execution in 11 ms
LG	0	12:03:07.721	Trades	'1007933': buy limit 1.00 Si-9.15 at 64040
KK	0	12:03:07.731	Trades	'1007933': buy limit 1.00 Si-9.15 at 64040 placed for execution in 9 ms
Файлы:
 

Ну, а вот выдержка из реала БКС ( спасибо Adept(у) ):

EO      0       12:11:14.206    Trades  'xxxxx': cancel order #1782492 buy limit 1.00 Si-9.15 at 62964
DJ      0       12:11:14.224    Trades  'xxxxx': cancel order #1782492 buy limit 1.00 Si-9.15 at 62964 placed for execution in 19 ms
CG      0       12:11:16.223    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416
CL      0       12:11:16.365    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416 placed for execution in 125 ms
IS      0       12:11:16.419    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964
RK      0       12:11:16.451    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964 placed for execution in 31 ms
IL      0       12:11:18.442    Trades  'xxxxx': cancel order #1782495 sell limit 1.00 Si-9.15 at 69416
FR      0       12:11:18.662    Trades  'xxxxx': cancel order #1782495 sell limit 1.00 Si-9.15 at 69416 placed for execution in 220 ms
GI      0       12:11:18.978    Trades  'xxxxx': cancel order #1782496 buy limit 1.00 Si-9.15 at 62964
NE      0       12:11:19.009    Trades  'xxxxx': cancel order #1782496 buy limit 1.00 Si-9.15 at 62964 placed for execution in 31 ms
JF      0       12:11:21.004    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416
EN      0       12:11:21.083    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416 placed for execution in 78 ms
OD      0       12:11:21.141    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964
GO      0       12:11:21.368    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964 placed for execution in 226 ms
FR      0       12:11:23.364    Trades  'xxxxx': cancel order #1782497 sell limit 1.00 Si-9.15 at 69416
NF      0       12:11:23.444    Trades  'xxxxx': cancel order #1782497 sell limit 1.00 Si-9.15 at 69416 placed for execution in 80 ms
MH      0       12:11:23.646    Trades  'xxxxx': cancel order #1782498 buy limit 1.00 Si-9.15 at 62964
ED      0       12:11:23.755    Trades  'xxxxx': cancel order #1782498 buy limit 1.00 Si-9.15 at 62964 placed for execution in 109 ms
OD      0       12:11:25.755    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416
LM      0       12:11:25.789    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416 placed for execution in 32 ms
PF      0       12:11:25.863    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964
IM      0       12:11:25.893    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964 placed for execution in 30 ms
FS      0       12:11:27.926    Trades  'xxxxx': cancel order #1782499 sell limit 1.00 Si-9.15 at 69416
RG      0       12:11:28.271    Trades  'xxxxx': cancel order #1782499 sell limit 1.00 Si-9.15 at 69416 placed for execution in 344 ms
MK      0       12:11:28.281    Trades  'xxxxx': cancel order #1782500 buy limit 1.00 Si-9.15 at 62964
CF      0       12:11:28.298    Trades  'xxxxx': cancel order #1782500 buy limit 1.00 Si-9.15 at 62964 placed for execution in 18 ms
JS      0       12:11:30.301    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416
PL      0       12:11:30.332    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416 placed for execution in 30 ms
LG      0       12:11:30.337    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964
OO      0       12:11:30.364    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964 placed for execution in 26 ms
EP      0       12:11:32.364    Trades  'xxxxx': cancel order #1782502 sell limit 1.00 Si-9.15 at 69416
MF      0       12:11:32.555    Trades  'xxxxx': cancel order #1782502 sell limit 1.00 Si-9.15 at 69416 placed for execution in 191 ms
GE      0       12:11:32.560    Trades  'xxxxx': cancel order #1782503 buy limit 1.00 Si-9.15 at 62964
NQ      0       12:11:32.588    Trades  'xxxxx': cancel order #1782503 buy limit 1.00 Si-9.15 at 62964 placed for execution in 28 ms
LR      0       12:11:34.583    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416
MI      0       12:11:34.868    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416 placed for execution in 284 ms
EH      0       12:11:34.873    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964
KS      0       12:11:35.176    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964 placed for execution in 303 ms
FQ      0       12:11:37.176    Trades  'xxxxx': cancel order #1782505 sell limit 1.00 Si-9.15 at 69416
DJ      0       12:11:37.208    Trades  'xxxxx': cancel order #1782505 sell limit 1.00 Si-9.15 at 69416 placed for execution in 32 ms
GD      0       12:11:37.214    Trades  'xxxxx': cancel order #1782506 buy limit 1.00 Si-9.15 at 62964
MS      0       12:11:37.246    Trades  'xxxxx': cancel order #1782506 buy limit 1.00 Si-9.15 at 62964 placed for execution in 31 ms
QP      0       12:11:39.239    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416
GI      0       12:11:39.256    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416 placed for execution in 17 ms
NJ      0       12:11:39.262    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964
DQ      0       12:11:39.279    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964 placed for execution in 16 ms
PG      0       12:11:41.270    Trades  'xxxxx': cancel order #1782507 sell limit 1.00 Si-9.15 at 69416
KH      0       12:11:41.296    Trades  'xxxxx': cancel order #1782507 sell limit 1.00 Si-9.15 at 69416 placed for execution in 26 ms
IG      0       12:11:41.301    Trades  'xxxxx': cancel order #1782508 buy limit 1.00 Si-9.15 at 62964
QR      0       12:11:41.312    Trades  'xxxxx': cancel order #1782508 buy limit 1.00 Si-9.15 at 62964 placed for execution in 10 ms
IO      0       12:11:43.317    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416
LD      0       12:11:43.326    Trades  'xxxxx': sell limit 1.00 Si-9.15 at 69416 placed for execution in 8 ms
RK      0       12:11:43.331    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964
IP      0       12:11:43.338    Trades  'xxxxx': buy limit 1.00 Si-9.15 at 62964 placed for execution in 7 ms
HE      0       12:11:45.333    Trades  'xxxxx': cancel order #1782509 sell limit 1.00 Si-9.15 at 69416
LJ      0       12:11:45.341    Trades  'xxxxx': cancel order #1782509 sell limit 1.00 Si-9.15 at 69416 placed for execution in 8 ms
NQ      0       12:11:45.347    Trades  'xxxxx': cancel order #1782510 buy limit 1.00 Si-9.15 at 62964
KO      0       12:11:45.356    Trades  'xxxxx': cancel order #1782510 buy limit 1.00 Si-9.15 at 62964 placed for execution in 8 ms
 

Я начал эту тему 16.12.2014 г.

Сейчас уже сентябрь 2015 г.

Справедливости ради, нужно отметить, что общие задержки, вызванные первоначальной концепцией платформы,

очень быстро исправили, но бесконечно жаль, что разработчики не серьёзно отнеслись к "плавающей одиночной" задержке,

которая, как оказалось, может приводить к фатальным результатам в торговле ( из проведённых тестов у разных брокеров на демо и реале,

совершенно очевидно, что задержки возникают в серверной части МТ5 ).  

И бесконечно жаль, что работу по выявлению ошибки проводил пользователь, а

не сами разработчики, хотя Ренат 29.12.2014 г. заверил, что работы будут продолжаться:

"Изредка плавающее время доставки ответа в терминал еще не забороли, над этим продолжим работу. 

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