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plot speed of orders

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    plot speed of orders

    Hi I would like to plot the velocity of incoming executed orders down to the millisecond. What time measurement function can I use to do this? Thanks.

    #2
    Hello brucelevy,

    Thank you for your note.

    I have attached a sample strategy which in OnExecutionUpdate will print the fill information down to the millisecond.

    Please let us know if you need further assistance.
    Attached Files
    Alan P.NinjaTrader Customer Service

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