NexusFi: Find Your Edge


Home Menu

 





Dealing latency with ZenFire & NT


Discussion in Brokers

Updated
      Top Posters
    1. looks_one Andrew with 23 posts (0 thanks)
    2. looks_two sam028 with 11 posts (10 thanks)
    3. looks_3 steve2222 with 8 posts (0 thanks)
    4. looks_4 NickA with 6 posts (4 thanks)
      Best Posters
    1. looks_one sam028 with 0.9 thanks per post
    2. looks_two FBJS with 0.8 thanks per post
    3. looks_3 NickA with 0.7 thanks per post
    4. looks_4 zoltran with 0.6 thanks per post
    1. trending_up 43,926 views
    2. thumb_up 39 thanks given
    3. group 26 followers
    1. forum 111 posts
    2. attach_file 1 attachments




 
Search this Thread

Dealing latency with ZenFire & NT

  #11 (permalink)
 FBJS 
Toronto
 
Experience: Advanced
Platform: NinjaTrader
Posts: 109 since Sep 2009
Thanks Given: 30
Thanks Received: 193

Check out speedtest.net and pingtest.net. What it does is allow to you test your ping from one location in the world to another. You will find that the ping from NZ to Chicago is probably on the order of a few hundred milliseconds, which should tell you how far behind the market you are going to be just based on lag. I wouldn't try to scalp fast moving markets from the other side of the world, as a half second delay will kill you. For slower trades it's not a problem.

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Exit Strategy
NinjaTrader
Futures True Range Report
The Elite Circle
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
NexusFi Journal Challenge - April 2024
Feedback and Announcements
Are there any eval firms that allow you to sink to your …
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
61 thanks
Funded Trader platforms
39 thanks
NexusFi site changelog and issues/problem reporting
26 thanks
Battlestations: Show us your trading desks!
26 thanks
The Program
18 thanks
  #12 (permalink)
Andrew
sea side
 
Posts: 217 since Dec 2009
Thanks Given: 86
Thanks Received: 25

FBJS,

What maximum ping time is acceptable, at your opinion, for scalp of fast moving markets ?

Krgds,
Andrew


FBJS View Post
Check out speedtest.net and pingtest.net. What it does is allow to you test your ping from one location in the world to another. You will find that the ping from NZ to Chicago is probably on the order of a few hundred milliseconds, which should tell you how far behind the market you are going to be just based on lag. I wouldn't try to scalp fast moving markets from the other side of the world, as a half second delay will kill you. For slower trades it's not a problem.


Reply With Quote
  #13 (permalink)
 FBJS 
Toronto
 
Experience: Advanced
Platform: NinjaTrader
Posts: 109 since Sep 2009
Thanks Given: 30
Thanks Received: 193



Andrew View Post
FBJS,

What maximum ping time is acceptable, at your opinion, for scalp of fast moving markets ?

Krgds,
Andrew

I think that something in the 50-100 ms range is probably OK, given that NT 7 is going to be limited to a 100 ms refresh rate on your charts anyways. If your lag is something like 300 milliseconds though, consider the fact that information at the exchange first has to travel to you, then you have to react to it, then it has to travel back with whatever your order is. That entire process can take up to a full second, by which point the market could have already moved pretty far, especially in something like CL. This would be bad if you are placing market orders, for example. Mine is around 40-60 ms or so, which works out OK for me.

Reply With Quote
Thanked by:
  #14 (permalink)
Andrew
sea side
 
Posts: 217 since Dec 2009
Thanks Given: 86
Thanks Received: 25

FBJS,
Thank you for reply.

My thoughts were in quite the same way.
Right now I have about 120-150 ms, but what to get about 50-80ms.
Everything which is above 300 ms agree, not quite acceptable to trade futures, unless it swing trading.
Do you use any software to keep internet connection additionally stable and ping time reduced ?

Krgds,
Andrew


FBJS View Post
I think that something in the 50-100 ms range is probably OK, given that NT 7 is going to be limited to a 100 ms refresh rate on your charts anyways. If your lag is something like 300 milliseconds though, consider the fact that information at the exchange first has to travel to you, then you have to react to it, then it has to travel back with whatever your order is. That entire process can take up to a full second, by which point the market could have already moved pretty far, especially in something like CL. This would be bad if you are placing market orders, for example. Mine is around 40-60 ms or so, which works out OK for me.


Reply With Quote
  #15 (permalink)
 dankoo 
New York
 
Experience: Advanced
Platform: NT, oQ, MT
Broker: Mirus Futures/Zen-Fire
Trading: ES, MES, equity, ETF
Posts: 9 since Sep 2009
Thanks Given: 2
Thanks Received: 12

Where do yo ping to to measure the latency? Thanks.

Reply With Quote
  #16 (permalink)
Andrew
sea side
 
Posts: 217 since Dec 2009
Thanks Given: 86
Thanks Received: 25

Dankoo,

Speedtest.net - The Global Broadband Speed Test

Krgds,
Andrew


dankoo View Post
Where do yo ping to to measure the latency? Thanks.


Reply With Quote
  #17 (permalink)
 FBJS 
Toronto
 
Experience: Advanced
Platform: NinjaTrader
Posts: 109 since Sep 2009
Thanks Given: 30
Thanks Received: 193



Also,

PingTest.net

Speedtest measures bandwidth, Pingtest measures latency.

Reply With Quote
Thanked by:
  #18 (permalink)
 FBJS 
Toronto
 
Experience: Advanced
Platform: NinjaTrader
Posts: 109 since Sep 2009
Thanks Given: 30
Thanks Received: 193


Andrew View Post
FBJS,
Thank you for reply.

My thoughts were in quite the same way.
Right now I have about 120-150 ms, but what to get about 50-80ms.
Everything which is above 300 ms agree, not quite acceptable to trade futures, unless it swing trading.
Do you use any software to keep internet connection additionally stable and ping time reduced ?

Krgds,
Andrew

I don't use any additional software. Ping time is mostly related to your physical location, there's not much you can do about it I don't think. The closer you are to NY/Chicago, the better your latency is going to be. I don't think it's going to kill you to have 150 ms unless you are trading CL in extremely fast moving times... and even then, it's probably better not to try to scalp 10 tick moves under those conditions. If you are not noticing any particular problems, I wouldn't worry too much about it.

Reply With Quote
  #19 (permalink)
Andrew
sea side
 
Posts: 217 since Dec 2009
Thanks Given: 86
Thanks Received: 25

FBJS,

The below is duly noted and clear, thank you.

Krgds,
Andrew


FBJS View Post
I don't use any additional software. Ping time is mostly related to your physical location, there's not much you can do about it I don't think. The closer you are to NY/Chicago, the better your latency is going to be. I don't think it's going to kill you to have 150 ms unless you are trading CL in extremely fast moving times... and even then, it's probably better not to try to scalp 10 tick moves under those conditions. If you are not noticing any particular problems, I wouldn't worry too much about it.


Reply With Quote
  #20 (permalink)
 dankoo 
New York
 
Experience: Advanced
Platform: NT, oQ, MT
Broker: Mirus Futures/Zen-Fire
Trading: ES, MES, equity, ETF
Posts: 9 since Sep 2009
Thanks Given: 2
Thanks Received: 12


Thanks to FBJS and Andrew. I have used pingtest.net and is rated at 11ms.

How about is there anyway to test latency, let say, from Washington DC to Chicago... or from New York to Zenfire data center?



Thanks again!

Reply With Quote




Last Updated on June 16, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts