Original CME Order Entry TimeStamp

[frank_tanner]

I want to put my vote in as a YES.  Great suggestion Doug.

[liza_greenshield]

+1

[willy_wihardja]

Please make this happen!

[stefan_schneider]

This would be a great addition, pls support this request. thanks

[Svyatoslav]

Hi! We acknowledge the importance of this feature. While we can't commit to a particular date, we'll try to get to that at some point. Right now properly stabilizing/completing 7.2 and 7.3 (current beta and alpha versions) is our top priority, but this task is one of the next items in the current version of the roadmap.

[candiesltd]

Good day Bookmap family. I wholeheartedly concur with Doug. It is a critical feature upgrade that Doug is requesting. Thank you for your strong consideration.

[dougrkyle]

Hi! We acknowledge the importance of this feature. While we can't commit to a particular date, we'll try to get to that at some point. Right now properly stabilizing/completing 7.2 and 7.3 (current beta and alpha versions) is our top priority, but this task is one of the next items in the current version of the roadmap.

 Hello Svyatosiav,

Wondering how things are progressing with including the Original TimeStamp for CME orders is coming along?

Thanks in advance for your insight.

Doug 

[ktacticsmusic]

That is a great idea.

[dougrkyle]

Hi! We acknowledge the importance of this feature. While we can't commit to a particular date, we'll try to get to that at some point. Right now properly stabilizing/completing 7.2 and 7.3 (current beta and alpha versions) is our top priority, but this task is one of the next items in the current version of the roadmap.

 Hello Svyatosiav,

Wondering how things are progressing with including the Original TimeStamp for CME orders is coming along?

Thanks in advance for your insight.

Doug 

This feature was a little over a yr ago listed as a one of the NEXT items in the current version of BM.  Wondering where you are at with releasing it?

Thanks in advance for your insight

Doug 

[Svyatoslav]

Hi guys! Sorry for it taking so long. The correct way to do it involves quite a bit of refactoring, so we never got to it, even though it still is something we plan to do eventually. 

That being said, we have a hackish way to enable it in case you really want to. This only works on Rithmic at this point. It is not an official API, so there are all the standard risks and disclaimers basically amounting to "we don't provide any guarantees, it might break at any moment in any way imaginable and you should not blame us". Realistically - I expect some performance impact (probably not too bad) and potential stability risks. Avoid using it in live trading or at least give it a good test before doing that and have a backup (i.e. another way to close position) ready if you do.

If the above didn't scare you - here you go:

• This is only available in latest 7.4 builds
  
• You should set a system property of -Dvelox.api.layer1.providers.RithmicProvider.SEND_TIMESTAMPS=true for java. There are two ways to do it depending on how you run bookmap: when running from IDE or in Linux you should just pass it as JVM parameter, however on Windows you can edit launcher-options.conf and add jvmarg-RithmicProvider.SEND_TIMESTAMPS -Dvelox.api.layer1.providers.RithmicProvider.SEND_TIMESTAMPS=true line (which will make our launcher set the property).
  
• you need to include "C:\Program Files\Bookmap\lib\rithmic-adapter.jar" directly as a compile-only dependency to see certain helper classes that you'll need
  
• Use the attached demo

  RithmicTimestampsDemo-v3.java

  (2.99 KiB) Downloaded 111 times

  , it will print the timestamps. Note that only MBO updates have exchange time (others have gateway time, which is close but not the same, but you can derive exact exchange time from nearby MBO updates)