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DOM Dynamics

  #10 (permalink)

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London UK
 
Trading Experience: Beginner
Platform: CQG
Broker/Data: S5
Favorite Futures: Futures
 
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DionysusToast View Post
You really have 2 things to consider there...

1 - latency of data to your PC
2 - frequency of screen updates

At peak times, there can be 60,000 bid/offer updates in a minute. You obviously don't need to see them all and to avoid thrashing the CPU, there needs to be some sort of throttle.

Whether that adds latency or not depends on the architecture and how the throttling was implemented.

Most people in the US are 30-50ms from the exchange. I would estimate that total latency of 300 for someone in the US is on the high side.

Thanks Pete - makes sense.

I have 2 separate platforms, CQG and NinjaTrader, and the DOM updates appear to be considerably faster on the former - which is why I was questioning the blanket 300 ms statement.

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