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Minute Chart is actually 1 minute + N seconds?

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    Minute Chart is actually 1 minute + N seconds?

    For testing purposes I created a simple strategy that places an order every minute. I added a Print statement to display the time it was executed. Here is the output:

    CurrentBar 5431 at: 7/4/2016 12:19:46 PM
    <<< EnterShort(1000)
    CurrentBar 5432 at: 7/4/2016 12:20:50 PM
    <<< EnterShort(1000)
    CurrentBar 5433 at: 7/4/2016 12:21:54 PM
    <<< EnterShort(1000)
    CurrentBar 5434 at: 7/4/2016 12:22:51 PM
    <<< EnterShort(1000)
    CurrentBar 5435 at: 7/4/2016 12:23:46 PM
    <<< EnterShort(1000)
    CurrentBar 5436 at: 7/4/2016 12:24:46 PM
    <<< EnterShort(1000)
    CurrentBar 5437 at: 7/4/2016 12:25:49 PM
    <<< EnterShort(1000)
    CurrentBar 5438 at: 7/4/2016 12:26:46 PM
    <<< EnterShort(1000)
    CurrentBar 5439 at: 7/4/2016 12:27:46 PM
    <<< EnterShort(1000)


    I am using the DEMO-FXCM feed.
    Question: Why and where is this latency happening? (notice it's never less than the original second of the minute mark)

    Thank You,
    Robert
    Last edited by RobVig; 07-04-2016, 10:40 AM.

    #2
    Hello Robert,

    Thank you for your post.

    If the executions are to a live account then they would be base don the real market. A demo account with FXCm would use their fill engine and the Sim101 would use the NinjaTrader platform's fill engine.

    So are the fill times taking too longer? Are they getting longer over time? Are these live executions, demo, or simulation executions?

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