Incorrect execution time on second leg of cover order

ruchanavjyot1907
Hi,

PFB MCX cover order:

1st leg:
order_id: 180118001857235
exchange_order_id: 201801800349388
trade_id: 210055930
execution_time: 2018-01-18 19:24:55

2nd leg:
order_id: 180118001857236
exchange_order_id: 221801800194316
trade_id: 210067144
execution_time (as per Kite) : 2018-01-18 19:24:55
Actual execution_time (approx): 2018-01-18 20:03:07 PM


The 2nd leg has been executed approx 20:03 IST, however the execution time returned by Kite is same as that of fist leg.
Is this the expected behavior? If yes then how can I get exact exchange execution time? I guess this is incorrect and it should have correct execution time.

Note: Zerodha web/android app are also showing same behavior i.e. incorrect (or same as 1st leg) time for 2nd leg.
  • sujith
    Order timestamp changes whenever there is a PUT or DELETE request is sent.
  • ruchanavjyot1907
    @sujith Sorry, didn't get you. I am using "exchangeTimestamp" field from Trade class. It is giving me same timestamp for both legs. Could you please check whether it is a defect or expected functionality?
  • sujith
    Hi,
    Can you let us know, what is this value execution_time and Actual execution_time?
  • ruchanavjyot1907
    @sujith

    execution_time (as per Kite) : 2018-01-18 19:24:55 -- This is what I have received from Kite API in Trade object (exchangeTimestamp).

    Actual execution_time (approx): 2018-01-18 20:03:07 PM -- This is the time when it got actually filled on exchange.

    Kite API should have forwarded the trade exchangeTimestamp ( for Trade ID: 210067144) as 20:03, however it was 19:24 which looks incorrect to me. Please share your findings on the same.
  • sujith
    @ruchanavjyot1907,
    The exchange timestamp is actually the exchange entry time.
    Once a bracket order sits as open and when market conditions are met, there will be two orders placed and both will have same exchange timestamp as the time difference in placing an order at exchange will be in few milliseconds.
    Let us say after sometime target gets completed as market conditions are met. A cancel request is placed at the exchange and hence exchange entry time gets updated.
  • ruchanavjyot1907
    @sujith If I understood your last statement correctly, then time should have been changed to latest when second order got filled at exchange. However, I am getting previous time only even after it got filled after 30-35 mins.
  • sujith
    @ruchanavjyot1907,
    You mean order_time?
  • ruchanavjyot1907
    @sujith
    Please go through complete discussion. I have already informed that I am expecting correct execution/fill time in "exchangeTimestamp" field from Trade class while receiving trade information from Kite API.
  • sujith
    @ruchanavjyot1907,
    You are referring to exchange_timestamp of trades response, right?
    I will check and let you know tomorrow.
  • ruchanavjyot1907
    @sujith - Yes right. Please update once your analysis is completed. Thanks.
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