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Setup Dedicated Machine Chicago - My experience


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Setup Dedicated Machine Chicago - My experience

  #91 (permalink)
LinG
Chicago Il
 
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liquidcci View Post
/snip

I chose dedicated over a VPN or cloud solution. Using a VPN or cloud would lower costs but risk reliability. Most VPN's are oversold and I did not want other users on the same VPN to potentially bring my system down. As far as cloud goes I think you run into same problem but even on a larger scale. So the risk to reliability just not worth the savings imo. One bad incident could cost exponentially more than the difference between Dedicated and VPN. If my goal is to eliminate as many risks as possible I determined dedicated was only way to go.


/snip



This is a lot of good information, I was getting a bit lost trying to get precise information on exactly what you're doing. I believe a similar setup to yours is what our small trading company could take advantage of given our traders are based all over the country. We use CTSFutures T4 platform which gives us a base line idea on our trade entry speeds. Im in the northwest Chicago burbs and on a good day get mid to high 20s ms and on a bad day as high as 50ms. Some of our traders out East can avg 60-100ms.

I was curious to know if you or anyone else here has tried using the cloud in a similar setup. I am still a bit ignorant on cloud computing. From my understanding cloud offers a way to have your program installed on a different machine, in this case a server in downtown Chicago, but access it as if it was based on your own machine elsewhere. I think a dedicated is what we will look into just want to know any ad/disadvantages there are to all the options. Thanks

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  #92 (permalink)
 
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 Big Mike 
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LinG View Post
This is a lot of good information, I was getting a bit lost trying to get precise information on exactly what you're doing. I believe a similar setup to yours is what our small trading company could take advantage of given our traders are based all over the country. We use CTSFutures T4 platform which gives us a base line idea on our trade entry speeds. Im in the northwest Chicago burbs and on a good day get mid to high 20s ms and on a bad day as high as 50ms. Some of our traders out East can avg 60-100ms.

I was curious to know if you or anyone else here has tried using the cloud in a similar setup. I am still a bit ignorant on cloud computing. From my understanding cloud offers a way to have your program installed on a different machine, in this case a server in downtown Chicago, but access it as if it was based on your own machine elsewhere. I think a dedicated is what we will look into just want to know any ad/disadvantages there are to all the options. Thanks

A good VPS server at a reasonable price should bring ping's around 1ms or less to most of the popular brokers. You can contact @sam028 for more info and provide him with an IP of your broker's order gateway and he can do a ping test.

Everything runs locally on the VPS and stays on the VPS. You input orders from a remote viewing session. When you turn your computer off at home/office, the VPS stays on.

Mike

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  #93 (permalink)
Elite
Rotterdam/Germany
 
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Hi i recently have subscribed to Steafast with a dedicated server(Dual Core Sandy Bridge). My ping which was 186 ms to chicago is now 0 ms which is great. But my experience has been different. I have used my dedicated software for the 2nd time and for the 1st time i witnessed a filling issue after jumping in. I also was using just 1 contract. However i open Multicharts in my own computer and not in the dedicated server. I only open the OEC platform in dedicated server which i make the orders on. Is thing maybe the cause?

I am using Multicharts strategy automation(i work with limit orders). My Platform is OEC which it's data center is Equinix in chicago and the exchange is CME.

Now i didn't got filled 2 times in a row which the first time (left green arrow) as you see market hit my target didn't fill so strategy jumped in after.
The second time (right green arrow) market hit my price didn't got filled again and then strategy jumped in 0.25 points but even then i didn't got a fill considering market hit the jump in price 3 times without getting filled which i don't think should happen?
At Steafast they said i need to contact the makers of this software and discuss the issue with them. Anyone any suggestions?


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  #94 (permalink)
 
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 sam028 
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It's obviously not a problem related to the location or to the data center itself, but a problem with the strategy.
Your dedicated server hoster has nothing to do with this.
If I'm understand correctly, the OEC is launched on the server, and MultiCharts runs locally and is connected to to the server ? This is not the best thing to do, all may run on the server directly.
I'll encourage you to test the system with a demo account first, if something is wrong, it's better to avoid losing real cash.


Elite View Post
Hi i recently have subscribed to Steafast with a dedicated server(Dual Core Sandy Bridge). My ping which was 186 ms to chicago is now 0 ms which is great. But my experience has been different. I have used my dedicated software for the 2nd time and for the 1st time i witnessed a filling issue after jumping in. I also was using just 1 contract. However i open Multicharts in my own computer and not in the dedicated server. I only open the OEC platform in dedicated server which i make the orders on. Is thing maybe the cause?

I am using Multicharts strategy automation(i work with limit orders). My Platform is OEC which it's data center is Equinix in chicago and the exchange is CME.

Now i didn't got filled 2 times in a row which the first time (left green arrow) as you see market hit my target didn't fill so strategy jumped in after.
The second time (right green arrow) market hit my price didn't got filled again and then strategy jumped in 0.25 points but even then i didn't got a fill considering market hit the jump in price 3 times without getting filled which i don't think should happen?
At Steafast they said i need to contact the makers of this software and discuss the issue with them. Anyone any suggestions?



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  #95 (permalink)
Elite
Rotterdam/Germany
 
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sam028

Yes OEC platform runs on my server, but the Multicharts software runs on my local computer and not my server( since it has 8GB and might handle it easier than my own 4GB dedicated server), but i did connect OEC broker to multicharts...

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  #96 (permalink)
 
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 sam028 
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Elite View Post
sam028

Yes OEC platform runs on my server, but the Multicharts software runs on my local computer and not my server( since it has 8GB and might handle it easier than my own 4GB dedicated server), but i did connect OEC broker to multicharts...

Well, not a good idea:
- your MC platform will get at least 200ms old data
- your OEC will receive the order 200 ms later, so an overhead of at least 400 ms.
4Gb is more than enough for OEC and MC.
I use to run MC .Net + NT + IB TWS on a 2Gb VPS without memory problems.

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  #97 (permalink)
 
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 Jura   is a Vendor
 
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sam028 View Post
I use to run MC .Net + NT + IB TWS on a 2Gb VPS without memory problems.

That's interesting. So, VPS hardware can't be really compared to Desktop PC hardware? (Meaning, a 2gb regular pc would probably not even succeed in running two of these, let alone three)

Do you also recall Sam how many symbols you were watching with this setup of three software packages and 2Gb?

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  #98 (permalink)
 
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 Big Mike 
Manta, Ecuador
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Jura View Post
That's interesting. So, VPS hardware can't be really compared to Desktop PC hardware? (Meaning, a 2gb regular pc would probably not even succeed in running two of these, let alone three)

Do you also recall Sam how many symbols you were watching with this setup of three software packages and 2Gb?

Windows Server 2008 actually has a smaller memory footprint and lower memory requirements than desktop versions of Windows. For example, I believe Server 2008 suggests 512MB memory as minimum, whereas Windows 7 x64 suggests 4GB as minimum (twice as much as the non-x64 version on desktop).

It is quite easy to test for yourself, just load taskmgr and see how much memory your apps are consuming.

Mike

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  #99 (permalink)
 
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 sam028 
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Jura View Post
That's interesting. So, VPS hardware can't be really compared to Desktop PC hardware? (Meaning, a 2gb regular pc would probably not even succeed in running two of these, let alone three)

Do you also recall Sam how many symbols you were watching with this setup of three software packages and 2Gb?

Windows 2008 R2 has a low memory footprint, after the boot it use around 350 Mb.
In my case it's around 6 symbols for MC and NT, and two dozen in TWS directly.

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  #100 (permalink)
Elite
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sam028 View Post
Well, not a good idea:
- your MC platform will get at least 200ms old data
- your OEC will receive the order 200 ms later, so an overhead of at least 400 ms.
4Gb is more than enough for OEC and MC.
I use to run MC .Net + NT + IB TWS on a 2Gb VPS without memory problems.

I installed MC on my server.
I have come to the conclusion that this co location server doesn't help me at all for faster execusions like the opener in this thread is telling.

This is a 144 tick charts night trading with Strategy Automation on the ES. Market hits the price, the first bar had an up volume of 468 and the second one up volume 511. No fill and eventually stopped me out


Here market hitting my target couple of times and eventually got me filled because price went through.


Can someone clearify this for me? Are my expectation too high or does this co located server thing just being hyped up and i am paying for nothing?

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Last Updated on February 7, 2013


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