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Setup Dedicated Machine Chicago - My experience

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  #1 (permalink)
 liquidcci 
Austin, TX
 
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After much deliberation I just set up a dedicated server for my auto trading strategy via Ninjatrader. I am writing this post to provide information to others who might be considering the same path. I debated doing this for the last year.

I would not recommend going down this route if you manually make trades as probably will not help you. If you trade manually may even slow you down because placing orders through remote server will eat up any latency advantage you may have gained. Also reliability while important is not as critical on a manual machine because you are always watching it and can call your broker and get out of trades if your machine goes down or disconnects. But anyone who has an auto trade system should seriously consider the benefits of using a server closer to the exchanges and the reliability a good data center can provide. Being on auto pilot has certain risks that can be lowered although not eliminated with a dedicated machine in a data center.

The system I was using at home was very fast and very powerful with decent latency (for home system) but with my hard earned capital at risk everyday I wanted something better. I will continue to use my home system as a backup and for backtesting. So my investment there will not go to waste

My main two reasons for doing this were latency and reliability.

I am paranoid about my auto trading system. There are just so many things that can go wrong and I want to eliminate as many problems as possible. They all can't be eliminated but where I can I want to protect myself. I try to watch my trades once my system alerts me that one has been taken. But there are times I can't watch which has it's risk. So system risk mitigation is paramount especially when I can't monitor a trade directly.

Latency

After switching to dedicated server in Chicago I now have latency in low single digits which makes me sleep better trading CL crude futures. Latency at home was 43 to 53 ms to Chicago. There was no way to overcome the distance from my home to exchanges in Chicago. So solution was to get a dedicated server in Chicago. Wow what a difference a closer server with direct connections into exchanges makes on a ping. I cant even get single digit latency by pinging a server in my own town on my home system much less to Chicago. Going from 50ms to single digit mm is quite a difference and worth the cost of a dedicated server close to the exchange even without the reliability advantages.

Reliability

While in some ways I liked the fact my home trading machine was sitting right beside me I could not reproduce the reliability of an outside dedicated server. Redundant power back up, internet connections etc can be reproduced at home to a degree. But not at a level that I was ever comfortable with or found affordable. Lets face it I am not going to hook a generator to my house in case power goes down. I also found dual wan router situations to work in a limited way but was not satisfied the way NT handled disconnects. The seamless way a data center handles redundant internet connections should work much better. I also really like the fact if my outside server goes down I will be notified via email because I have it ping monitored. If I was out and my home trading machine went down could not be notified because machine down sitting behind router could not notify me since it was down after all. Maybe third party services that could overcome that but I think would have problem accessing machine disconnect behind router.

I decided to go with steadfast networks Steadfast Networks :: Chicago Web Hosting, Dedicated Servers, and Colocation. They seem to get great reviews and I like the fact they are largely geared toward traders. I also like the fact their servers sitting at 350 E Cermak Rd, Chicago, IL. It is my understanding they are directly connected to the exchanges thus the incredibly low latency. I can't comment on whether they are a good company or bad other than reviews I have read and my account setup experience. But after a few months of using will update based on my experience.

My experience from signing up for a windows 2008 machine to deploying my NT setup on the machine took maybe 90 minutes or so. So was easy and smooth. Email tech support was fast and responsive to my questions during setup.

The dedicated system I chose was the

Atom D510 1.66Ghz 1MB Cache
500 GB SATA II Hard Drive
2 GB DDR2 SDRAM


The above cost $99.95 plus $20 for windows 2008 per month. I was a little hesitant about the Atom D510 having enough power to run NT. But seems to be running it fine so far. I may be tempted to bump my specs latter but the cost almost doubles so we will see how the Atom does. I will not use it for backtesting so I think will be fine.

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.

If anyone has any questions I would be glad to answer about my experience. My intent with this post was not to plug steadfast networks but to try and relay my experience thus far as I know many traders debate going down this path.

Update 6/8/2011:

I have been running NT7 with couple of live charts on dedicated server for a few days. I mentioned in my original post that the configuration I went with was the Atom D510. I also mentioned my reservations about the Atom D510 having enough power to handle NT.

I have been running performance monitor in windows 2008 and for the most part the processor is only taxing system around 5%. So to live trade via NT the Atom 510 seems to handle it with no problem. I have a much more powerful system to do my backtesting on so will not use the Atom in that regard. Only thing that might give a performance bump is to upgrade system with a raptor or ssd drive as well as more ram. Although I am not sure that will cause trades to be executed faster.



Update: Latency

I have been running ping tests to 64.202.118.5 which from what I understand is a close as you can get to zenfire servers that allow a ping. I don't think this is their actual order server.

I am getting sub 1ms ping which is fantastic. Windows only measures in 1ms increments so don't know how far below 1ms. It is so low I wonder if those servers are not in same building. That is what you call blazing fast.



Update 7/6

Update 7/6

Okay here is the low down with Steadfast Networks.

I ended up moving from the Atom. Even though it may run NT okay most of the time I think it is under powered. So I bumped up to a Core duo machine that should run NT7 with ease. Unless back testing I do not think NT really uses more than 1 or 2 cores anyway. I wanted to get away with using the Atom even though I knew better. I liked the cheaper price but if going to pay money for server really is better to pay extra and get what you need. I am a penny pincher but in the trading world there areas you should not pinch. Actually the cost is quite small compared to trading profits and a year can be paid for in a few trades so why pinch.

My initial exchange with Steadfast on the matter was not so good but was a misunderstanding. Steadfast bent over backwards to keep me as a customer so I am happy. I do like the fact they concentrate on traders. They do not focus on leasing servers for web hosting. I think they did at one time but now concentrate more on the financial markets.

Their prices are not the highest out there but not the lowest either. But I think you get a much better network than most. I have spoken with others about other Chicago based server providers that even have very low latency and offer some better deals hardware wise but have nightmare stories about servers going down, disconnections etc. However, Steadfast Networks has a very good reputation among users which is why I am willing to pay more. There are times you get what you pay for especially in server market.

I will update again in the future any network or hardware issues that arise or don't arise and how Steadfast responds.

Update 8/23/2011

After 3 months of using a dedicated server in Chicago with sub 1ms ping I can say it makes a significant improvemnet to my fills. I typically use limit orders on my bot. When I was using my own machine at my house even with decent residential latency it just does not compare to being in Chicago.

I use range bars and if a limit gets jumped on bar open and next bar prints my entry orders will cancel by design. So I would quite often miss entries that never would get filled. To many jumped orders creates problems with my expectancy. I am happy to report after switching to a server in Chicago in 3 months I have not missed one entry. I get filled every time like clockwork.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 HowardCohodas 
Canton, OH
 
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Latency is often cited as an important driver in making this kind of decision. However, I seldom get any information on before/after in terms of trading results. What have you found?

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 liquidcci 
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HowardCohodas View Post
Latency is often cited as an important driver in making this kind of decision. However, I seldom get any information on before/after in terms of trading results. What have you found?

Howard is one of those things that could be tested and measured directly. But to do it would need to trade from two different places and compare results. I have not gone to that extent. However, I am convinced lower latency will help me on an instrument like CL. I use limit orders so increases my chances that my order gets there first. If I was using market orders would also give me chance at a quicker fill and possibly better price.

Using limits on fills I have seen my order jumped many times on CL and not fill. Almost always this punishes me on the win side and and not the loss. If more speed gets me a a better chance of not getting jumped even on a few orders the lower latency will pay off. I am in and out of these trades fairly fast so faster execution can't hurt that is for sure.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 SPTrading 
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I have always thought about the benefits of using a remote server and got as far as using one for a while, but could never get away from the concern that someone (at the hosting company) would copy the strategy. It would be the ultimate letdown - after spending years to get somewhere then upload it to a server, and, just when it proves itself in real trading, what is there to stop that? (But I appreciate this may be the ultimate negative statement!)

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 liquidcci 
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SPTrading View Post
I have always thought about the benefits of using a remote server and got as far as using one for a while, but could never get away from the concern that someone (at the hosting company) would copy the strategy. It would be the ultimate letdown - after spending years to get somewhere then upload it to a server, and, just when it proves itself in real trading, what is there to stop that? (But I appreciate this may be the ultimate negative statement!)

Sptrading

They give a password but you can change it inside of server 2008. On a dedicated it is your machine and no one else has access to it. Your provider would have to hack into to it just like an outsider unless you gave them permission. You have the administrative rights and in windows server 2008 there are a lot of security rules and logs you can setup. Nothing is full proof just like someone could potentially hack into your home system and get your data. Anything connected to internet carries inherit risk. But I am at least as comfortable in that regard as I was with my home system.

I don't think your statement is negative as we need to be paranoid. It is something everyone has to consider.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 SPTrading 
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liquidcci,

But this is the big difference: the system is not located in your home. Therefore the system is totally accessible to anyone with access to the server room. I am sure it is an easy matter to clone the hard drive without you ever knowing: if you are asking them to back up the system, then that is being done all the time.

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 HowardCohodas 
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SPTrading View Post
liquidcci,

But this is the big difference: the system is not located in your home. Therefore the system is totally accessible to anyone with access to the server room. I am sure it is an easy matter to clone the hard drive without you ever knowing: if you are asking them to back up the system, then that is being done all the time.

Algorithms can be made opaque if this is a concern.

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 sam028 
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SPTrading View Post
liquidcci,

But this is the big difference: the system is not located in your home. Therefore the system is totally accessible to anyone with access to the server room. I am sure it is an easy matter to clone the hard drive without you ever knowing: if you are asking them to back up the system, then that is being done all the time.

Their is thousands of servers with trading bots in the World, and maybe 95% of them are losing money. Why tring to steal a losing bot ?
The problem is different if someone is 100% sure that the algo is a good one which makes money, and also knows where is your server located, and is able to copy interesting data.
I think the risk for @liquidcci is null.

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 liquidcci 
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SPTrading View Post
liquidcci,

But this is the big difference: the system is not located in your home. Therefore the system is totally accessible to anyone with access to the server room. I am sure it is an easy matter to clone the hard drive without you ever knowing: if you are asking them to back up the system, then that is being done all the time.

Like sam mentioned I think risks is this is area is null or at least very close to it. I can't say it is absolute impossible. But these data centers are guarded and very few people are allowed in rooms where servers are located. These rooms are racks full of hundreds or even thousands of servers. Identifying who had a profitable strategy would be next to impossible I would think as they have no way to monitor a system while trading unless they hacked in from the outside while a bot was running. But windows server 2008 properly setup is hard to crack. If someone cloned or randomly got the data of my drive it would not make much sense to them. They would essentially have to take it and backtest to figure out if strategy was worth anything which would be a lot of work. I think the hoops someone would have to jump through would be quite high and targeting small traders like us would not be worth it for a potential thief.

In home situation there is some security to a degree in that you know who has physical access to your machine. But that does not mean someone could not break in and steal it. Another situation is your house could burn down losing your data unless you stored backup off site. But storing it offsite opens you up to wondering who has access. So there are risks even in your home.

I appreciate your comments in this area as it is good to examine the risks.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 baruchs 
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Just encrypt the strategy and then it will be as any bought strategy even one that costs 100K.

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 liquidcci 
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baruchs View Post
Just encrypt the strategy and then it will be as any bought strategy even one that costs 100K.

Great point.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 SPTrading 
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Their is thousands of servers with trading bots in the World, and maybe 95% of them are losing money. Why tring to steal a losing bot ?

Sam,

That's a great point, and somehwhat amusing! I guess the servers that stay hired for a long time are the successful ones, maybe.

One thing I have observed is that many of the moves which go too fast are possibly not worth joining anyway, in other words, unless there is some basing in which your limit order gets filled then there is an increased risk of a deep retracement or reversal. Assuming that all entries and most exits are limit orders, then being close to the exchange isn't that important because you'll never compete with the high-speed orders.

Paul

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 liquidcci 
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Update:


I have been running NT7 with couple of live charts on dedicated server for a few days. I mentioned in my original post that the configuration I went with was the Atom D510. I also mentioned my reservations about the Atom D510 having enough power to handle NT. Only thing that might give a performance bump is to upgrade system with a raptor or ssd drive as well as more ram. Although I am not sure that will cause trades to be executed faster.

I have been running performance monitor in windows 2008 and for the most part the processor is only taxing system around 5%. So to live trade via NT the Atom 510 seems to handle it with no problem. I have a much more powerful system to do my backtesting on so will not use the Atom in that regard.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 liquidcci 
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SPTrading View Post
Sam,

That's a great point, and somehwhat amusing! I guess the servers that stay hired for a long time are the successful ones, maybe.

One thing I have observed is that many of the moves which go too fast are possibly not worth joining anyway, in other words, unless there is some basing in which your limit order gets filled then there is an increased risk of a deep retracement or reversal. Assuming that all entries and most exits are limit orders, then being close to the exchange isn't that important because you'll never compete with the high-speed orders.

Paul

Sam I think it depends on the instrument being traded. I know with crude my limit entries can be jumped. Usually when I get jumped it goes on to hit my target as opposed to coming back to my stop. So lower latency has the "potential" to help me on crude. But crude tends to run very directional very fast. On a slower market may not matter as much.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 HowardCohodas 
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baruchs View Post
Just encrypt the strategy and then it will be as any bought strategy even one that costs 100K.

Encryption certainly comes under the rubric of opaque. However, how does one use it while encrypted?

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 liquidcci 
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HowardCohodas View Post
Encryption certainly comes under the rubric of opaque. However, how does one use it while encrypted?


I believe ninjatrader has the ability to encrypt strategies. Designed so developers can encrypt and sell strategies without revealing source code. They use a third party service to do it CliSecure - Advanced .NET Code Protection and Obfuscation Technology. It is free for NT assemblies but I think to do anything else would have to purchase and its not cheap.

I may play around with it. Even though I am not to concerned about my strategy being stolen it is still worth a look.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 uexkuell 
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Coding a strategy in a program like Ninja opens major security concerns in itself.
Perhaps the reports of Ninja sending trade data home are already forgotten.

Using a proper programming language and connecting directly to an API would be the way to go (also if one cares about performance).

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 liquidcci 
Austin, TX
 
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uexkuell View Post
Coding a strategy in a program like Ninja opens major security concerns in itself.
Perhaps the reports of Ninja sending trade data home are already forgotten.

Using a proper programming language and connecting directly to an API would be the way to go (also if one cares about performance).

That is something I have considered and may explore down the road. I like Ninja in some respects and not in others. I think building your own system from ground up would be the way to go if have time and resources to do it.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 liquidcci 
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Update: Latency

I have been running ping tests to 64.202.118.5 which from what I understand is a close as you can get to zenfire servers that allow a ping. I don't think this their actual order server.

I am getting sub 1ms ping which is fantastic. Windows only measures in 1ms increments so don't know how far below 1ms. It is so low I wonder if those servers are not in same building. That is what you call blazing fast.

Does anyone know IP to ping rithmic order servers or at least close as possible?


"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 Jura   is a Vendor
 
 
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liquidcci View Post
Update: Latency

I have been running ping tests to 64.202.118.5 which from what I understand is a close as you can get to zenfire servers that allow a ping. I don't think this their actual order server.

I am getting sub 1ms ping which is fantastic. Windows only measures in 1ms increments so don't know how far below 1ms. It is so low I wonder if those servers are not in same building. That is what you call blazing fast.

Thanks Liquidcci for this important information. Below 1ms is indeed blazing fast, I'm getting an average of 111ms with 20 pings to this address (The Netherlands is located 6700km, or 4100 miles, from Chicago).

You mention an 'zenfire order server'. I was in the understanding that ZenFire is only datafeed, and that you use the servers of your ZenFire broker for order execution. It seems somewhat excessive as an European to send my order in European futures first to the ZenFire Chicago server, which in turns sends it to the European exchanges.

Perhaps I'm going somewhat off-topic here, but has ZenFire one dataserver, or also European servers for their European customers?

I'm wondering what's your average fill time (time between signal generation in NinjaTrader and the order getting filled). Does NinjaTrader provide some information about that?

Regards,

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 sam028 
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liquidcci View Post
Update: Latency

I have been running ping tests to 64.202.118.5 which from what I understand is a close as you can get to zenfire servers that allow a ping. I don't think this their actual order server.

I am getting sub 1ms ping which is fantastic. Windows only measures in 1ms increments so don't know how far below 1ms. It is so low I wonder if those servers are not in same building. That is what you call blazing fast.

Does anyone know IP to ping rithmic order servers or at least close as possible?


Can you try a tracert, to find who many hops you'll have to this IP ?
I've got 4 routers from my VPS's to this IP, and a sub ms ping too, and I'm curious to see how many hops you'll have.

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 liquidcci 
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Jura View Post
Thanks Liquidcci for this important information. Below 1ms is indeed blazing fast, I'm getting an average of 111ms with 20 pings to this address (The Netherlands is located 6700km, or 4100 miles, from Chicago).

You mention an 'zenfire order server'. I was in the understanding that ZenFire is only datafeed, and that you use the servers of your ZenFire broker for order execution. It seems somewhat excessive as an European to send my order in European futures first to the ZenFire Chicago server, which in turns sends it to the European exchanges.

Perhaps I'm going somewhat off-topic here, but has ZenFire one dataserver, or also European servers for their European customers?

I'm wondering what's your average fill time (time between signal generation in NinjaTrader and the order getting filled). Does NinjaTrader provide some information about that?

Regards,

"You mention an 'zenfire order server'. I was in the understanding that ZenFire is only datafeed, and that you use the servers of your ZenFire broker for order execution?"

I believe the zenfire servers actually route your orders so "order server" may not be the correct terminology but indicates zenfire is more than just a data feed. I don't know exactly how orders interact with broker. I think they may go through clearing firm or at least get some kind of clearance to make sure make sure you have funds to place order. That being said I am no expert and am not sure exactly how that side of things works but someone here may can answer that question. I actually use a rithmic feed which is the feed zenfire is based on.

Perhaps I'm going somewhat off-topic here, but has ZenFire one dataserver, or also European servers for their European customers?

I don't know the answer to this but even if they did if you were trading an instrument that orders had to come through U.S. exchange servers would still slow you down. If you want speed only way to overcome it is close the distance by getting on a server close to the exchanges.

I'm wondering what's your average fill time (time between signal generation in NinjaTrader and the order getting filled). Does NinjaTrader provide some information about that?

This I don't know and am not sure if can be measured.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 liquidcci 
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sam028 View Post
Can you try a tracert, to find who many hops you'll have to this IP ?
I've got 4 routers from my VPS's to this IP, and a sub ms ping too, and I'm curious to see how many hops you'll have.

Hey Sam it is 6 hops to that ip for me. 3 of the hops are on Steadfast Networks which is hosting my server. These sub ms times make me think that ip is located in same building as my server and yours as well.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 viraj 
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liquidcci View Post
...My experience ... deploying my NT setup on the machine took maybe 90 minutes or so. So was easy and smooth. ...

Sir, your post was a godsend for me. I've been googling info on this for 3ish weeks and came to this forum last week based on past posts on this topic (that are more informative than NT's support forum!!!). I'm a newly profitable forex trader, new-ish to NT and its power-uses (like operations on a dedicated server) but soberly eager.

I am dying to know:

1. general outline of above quote would be greatly appreciated!
2. did you upload your NT and dataprovider folders to similarly named directories as if it were the same machine?
3. any issues come up? if any, how solved?
4. :-) how many "thanks" do you want for this?

Sincerely,
Viraj in Canada

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 liquidcci 
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viraj View Post
Sir, your post was a godsend for me. I've been googling info on this for 3ish weeks and came to this forum last week based on past posts on this topic (that are more informative than NT's support forum!!!). I'm a newly profitable forex trader, new-ish to NT and its power-uses (like operations on a dedicated server) but soberly eager.

I am dying to know:

1. general outline of above quote would be greatly appreciated!
2. did you upload your NT and dataprovider folders to similarly named directories as if it were the same machine?
3. any issues come up? if any, how solved?
4. :-) how many "thanks" do you want for this?

Sincerely,
Viraj in Canada

Glad could be helpful. I had alot experience with server 2003 so probably faster for me to setup than someone with no experience. Although if you have a grasp on windows it is fairly straight forward. Once you sign up with a host they are going to send you info to RDP into your server. You login and I would suggest doing a fresh install of NT. You may can restore from a backup on your machine but I find that often does not work to well with NT. So just installed and imported my indicators strategys etc. Really no harder than setting up NT on your own computer. Most of the 90 minutes it took me was waiting for my login info

One tip is on your home machine download the NT install package then drag it onto your server desktop (or copy and paste if wont let you drag). You can download directly onto your server through a web browser but have to turn off alot of windows 2008 security features.

You can also just leave NT on your home machine for a backup and backtesting although same license can't be open on both machines at same time.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 srgtroy 
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Did you mention what broker you are using?

This is an intriguing solution. However, i use Interactive Brokers and I wonder if their security mechanism which requires you to input additional codes that change every time you log on would be a problem?

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 liquidcci 
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srgtroy View Post
Did you mention what broker you are using?

This is an intriguing solution. However, i use Interactive Brokers and I wonder if their security mechanism which requires you to input additional codes that change every time you log on would be a problem?

I use optimus with a rithmic feed.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 srgtroy 
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Thanks for the reply.

What did you use to code your strategy? NinjaScript? R-API? I'm a little confused how it's all integrated.

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 liquidcci 
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srgtroy View Post
Thanks for the reply.

What did you use to code your strategy? NinjaScript? R-API? I'm a little confused how it's all integrated.

My strategies are coded in Ninjascript. Only thing I run on my server is NT7.

I have access to r trader on another computer. But only use it for a backup to exit trades if NT went down while I was in a trade. I

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 srgtroy 
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Thanks for the valuable info! Seems like you've created a really great setup with the best of all options.

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 Xeno 
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Thanks for the useful info. Here are some random thoughts, in no particular order.

1. I would love to do this, but I have a Linux VM running loads of analytics and my strategies access my shared drive regularly to pick up data. I could transfer this to a co-located Linux VM, of course.

2. Comparing dedicated and VM, there is one other factor, and that is that a VM can be more reliable than dedicated if it can easily float round hardware.

3. My ping times are also around 100-120 ms. I think the Atlantic sticks about 70-80 on. I have tested fill times, and generally they're fine. Typically 130-300ms assuming you don't go in a queue at the exchange.

4. I could easily be convinced, but at the moment I'm not, that 1ms to the broker's servers makes much difference compared to 50 or 100ms. Sure, you may be getting ahead in some queue, but I figure the queue goes

a) the big banks and small professional companies
b) automated retail traders colocated
c) automated retail traders non-colocated
d) retail.

Since you're already in c) I'm not sure b) helps so much, since c) is so few people anyway. Still, it can't do any harm (I do mostly limit anyway so it's even less of a deal to me)

5. I *think* Zen have a European server for executing on e.g. Eurex, but I'd like to know for sure. As you say, going to the US first is silly.

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 liquidcci 
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Xeno View Post
Thanks for the useful info. Here are some random thoughts, in no particular order.

1. I would love to do this, but I have a Linux VM running loads of analytics and my strategies access my shared drive regularly to pick up data. I could transfer this to a co-located Linux VM, of course.

2. Comparing dedicated and VM, there is one other factor, and that is that a VM can be more reliable than dedicated if it can easily float round hardware.

3. My ping times are also around 100-120 ms. I think the Atlantic sticks about 70-80 on. I have tested fill times, and generally they're fine. Typically 130-300ms assuming you don't go in a queue at the exchange.

4. I could easily be convinced, but at the moment I'm not, that 1ms to the broker's servers makes much difference compared to 50 or 100ms. Sure, you may be getting ahead in some queue, but I figure the queue goes

a) the big banks and small professional companies
b) automated retail traders colocated
c) automated retail traders non-colocated
d) retail.

Since you're already in c) I'm not sure b) helps so much, since c) is so few people anyway. Still, it can't do any harm (I do mostly limit anyway so it's even less of a deal to me)

5. I *think* Zen have a European server for executing on e.g. Eurex, but I'd like to know for sure. As you say, going to the US first is silly.

Xeno thanks for your thoughts on this. I think it depends on each persons situation on whether this is beneficial. As far as dedicated vs VM. I don't think all VM's are bad but problem is someone else on the shared server could do something to bring entire machine down. So you have to get a host that does not overload the server with to many virtual machines. Even then someone on the server could still create a problem so I personally just feel better about dedicated even though the cost is higher.

It is debatable if lower latency produces better fills as it is hard to measure. But like you said it can't hurt and missed trades or to much slippage can cause problems with my probabilities so any edge I can get I will take. Sub 1ms gives me warm fuzzies.

A real advantage is redundant internet connections, power backup etc... I had redundant connections in my home with a dual wan router that would switch to another connection if one went down. But never quite worked as advertised. I also had power backup but not at generator level.

I went this route for multiple reasons but those reasons may not benefit everyone.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 Xeno 
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liquidcci View Post
Xeno thanks for your thoughts on this. I think it depends on each persons situation on whether this is beneficial. As far as dedicated vs VM. I don't think all VM's are bad but problem is someone else on the shared server could do something to bring entire machine down. So you have to get a host that does not overload the server with to many virtual machines. Even then someone on the server could still create a problem so I personally just feel better about dedicated even though the cost is higher.

Yes, I agree, although I do think it's quite advanced now in that you can get VMs that have guaranteed mem/cpu amounts. Also, if it starts to go wrong in some way, it automatically switches to different hardware (is that what cloud is called these days? I'm a bit out of touch...) If your dedicated server had, say, a mem failure, how long would it be before you were up again?

There's not much in it really, and I can certainly see why dedicated seems good.

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 liquidcci 
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Xeno View Post
Yes, I agree, although I do think it's quite advanced now in that you can get VMs that have guaranteed mem/cpu amounts. Also, if it starts to go wrong in some way, it automatically switches to different hardware (is that what cloud is called these days? I'm a bit out of touch...) If your dedicated server had, say, a mem failure, how long would it be before you were up again?

There's not much in it really, and I can certainly see why dedicated seems good.

Yes that is essentially the cloud. I have used cloud type situations for web hosting and you do get problems with it because of the shared nature. Even though you get your own mem and cpu amounts an individual could bring the whole server down. As far as a cloud situation where you have server clusters that when one fails you roll to another I have found they have horrible latency and do have downtime.

In reference to co-location. The server I have is not classified as co-located. But it is housed in same building as co-located stuff. The exchanges have matching engines in the building where my dedicated server sits. I am not sure but I think only difference in co-located would be providing my own personal server and have them place it in building. However, I am not sure if by doing that it gets me any closer to those matching engines. It might but with sub 1ms speeds I must be pretty close.

If had a mem failure on a dedicated machine my guess is a few hours. But I should be alerted within a few minutes of that happening so I would just switch to my home machine until they fixed it so would be minimal downtime. I keep my home machine for backtesting and as a backup system.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 liquidcci 
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Update 7/1
After 3 weeks with my dedicated server everything has worked flawlessly. I realize 3 weeks is a short time frame to update and will update further out as well. The 1ms latency has already made a difference on my fills. The server is stable with no downtime at all. Running NT on the atom d510 processor does not seem to tax the system and my processor is only being taxed at 5% to 10%. NT opens slower than on my much more powerful home machine. But in real world application with a few charts running it runs perfectly with no lag or freezes.

(To see my complete detailed information on my dedicated server please see first post in this thread)

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 David 
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srgtroy View Post
Did you mention what broker you are using?

This is an intriguing solution. However, i use Interactive Brokers and I wonder if their security mechanism which requires you to input additional codes that change every time you log on would be a problem?

I use an Interactive Brokers Financial Advisor account on a dedicated server and all I have to do each day is to log into the server by RDP and boot up TWS and input the security codes from the card, Simple.

I don't use NT for automated trading, but use Sierra Chart on the dedicated server, which makes NT seem slow and clunky. I can run many instances of SC on the server whereas you can only run one instance of NT on a server, which is very limiting.

Another advantage of SC over NT in this environment is that you only need to deploy a DLL onto the server, which is already encrypted as it is compiled C++ so there is no need to store scripts on the server at all. C++ is also faster than C#.

This setup allows me to trade different accounts at the same time, from the same strategy, and is blazingly fast and reliable.

David

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 liquidcci 
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David View Post
I use an Interactive Brokers Financial Advisor account on a dedicated server and all I have to do each day is to log into the server by RDP and boot up TWS and input the security codes from the card, Simple.

I don't use NT for automated trading, but use Sierra Chart on the dedicated server, which makes NT seem slow and clunky. I can run many instances of SC on the server whereas you can only run one instance of NT on a server, which is very limiting.

Another advantage of SC over NT in this environment is that you only need to deploy a DLL onto the server, which is already encrypted as it is compiled C++ so there is no need to store scripts on the server at all. C++ is also faster than C#.

This setup allows me to trade different accounts at the same time, from the same strategy, and is blazingly fast and reliable.

David

I don't find NT7 slow. 6.5 was clunky but 7.0 is not imo at least for how I run it. By no means is it perfect though. I do not use Interactive Brokers because they filter ticks. I use a rithmic feed which is unfiltered,fast, and stable. But different things work for different traders and every platform has strengths and weaknesses so glad you have something you like. Thanks for your input as I always like to hear what is working for others. I think with both agree on the premise of this thread that a dedicated server is beneficial.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 David 
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liquidcci View Post
I do not use Interactive Brokers because they filter ticks. I use a rithmic feed which is unfiltered,fast, and stable.

Sorry, I forgot to add that I use IQFEED for that very reason.

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 Big Mike 
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liquidcci View Post
Update 7/1
After 3 weeks with my dedicated server everything has worked flawlessly. I realize 3 weeks is a short time frame to update and will update further out as well. The 1ms latency has already made a difference on my fills. The server is stable with no downtime at all. Running NT on the atom d510 processor does not seem to tax the system and my processor is only being taxed at 5% to 10%. NT opens slower than on my much more powerful home machine. But in real world application with a few charts running it runs perfectly with no lag or freezes.

Where is it physically located?

How much memory?

How much per month cost?

Mike

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  #41 (permalink)
 liquidcci 
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Big Mike View Post
Where is it physically located?

How much memory?

How much per month cost?

Mike

I put all that in first post in this thread. I also have been updating first post with any new info or observations.

I updated post you quoted to send people to first post if they want detailed info.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 Big Mike 
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liquidcci View Post
I put all that in first post in this thread. I also have been updating first post with any new info or observations.

I updated post you quoted to send people to first post if they want detailed info.

Thanks. You are paying quite a lot. I rent a Single Xeon 3470 with 8GB, 2x146GB SAS 15K, HW RAID 3Ware, for $139/mo in Chicago, and I know @sam028 offers VPS on Dual Xeon's for like $40-50 a month, much more powerful than your machine and half the cost. In both case < 1ms ping to Zen Fire servers.

But in the end if your happy that's all that matters

Mike

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  #43 (permalink)
 liquidcci 
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Big Mike View Post
Thanks. You are paying quite a lot. I rent a Single Xeon 3470 with 8GB, 2x146GB SAS 15K, HW RAID 3Ware, for $139/mo in Chicago, and I know @sam028 offers VPS on Dual Xeon's for like $40-50 a month, much more powerful than your machine and half the cost. In both case < 1ms ping to Zen Fire servers.

But in the end if your happy that's all that matters

Mike

I looked at Sams option but wanted dedicated but would be interested in who you are using if dedicated. Although if I was doing a VPS I would do it through Sam as he is doing a VPS the way it should be done.

I really like Steadfast Networks but am open to others as Steadfast is higher. If you are in getting 1ms bet we are in same vicinity if not even same building. Could you post who you use here or send me a private PM? Thanks for you input as always looking to improve and have no qualms about switching if get more bang for the buck with a reliable company. That looks like a very nice setup you have for the price. The atom seems to work fine but I am a geek and would like more power.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 monpere 
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SPTrading View Post
liquidcci,

But this is the big difference: the system is not located in your home. Therefore the system is totally accessible to anyone with access to the server room. I am sure it is an easy matter to clone the hard drive without you ever knowing: if you are asking them to back up the system, then that is being done all the time.

With Ninjatrader, you can obfuscate the code into a dll, and maybe even require a user password to enable the strategy to run the code.

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 gulabv 
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liquidcci View Post
Update 7/6/2011

I have decided to switch hosts from Steadfast.

Which host did you move to?

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  #46 (permalink)
 liquidcci 
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gulabv View Post
Which host did you move to?

Actually Steadfast contacted me so we are going to try to work something out. I think they have a stellar network and are geared specifically to traders. Apparently they have some new machines coming online that may more meet my needs. So I will see what happens and give an update.

I would suggest not going with the Atom processor. I had no noticeable problems but I think if had to many charts running in a fast market could give it problems. I was not happy with Steadfast initial response to me but I will give them a chance to make things right.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 liquidcci 
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Update 7/6

Okay here is the low down with Steadfast Networks.

I ended up moving from the Atom. Even though it may run NT okay most of the time I think it is under powered. So I bumped up to a Core duo machine that should run NT7 with ease. Unless back testing I do not think NT really uses more than 1 or 2 cores anyway. I wanted to get away with using the Atom even though I knew better. I liked the cheaper price but if going to pay money for server really is better to pay extra and get what you need. I am a penny pincher but in the trading world there are areas you should not pinch. Actually the cost is quite small compared to trading profits and a year can be paid for in a few trades so why pinch.

My initial exchange with Steadfast on the matter was not so good but was a misunderstanding. Steadfast bent over backwards to keep me as a customer so I am happy. I do like the fact they concentrate on traders. They do not focus on leasing servers for web hosting. I think they did at one time but now concentrate more on the financial markets.

Their prices are not the highest out there but not the lowest either. But I think you get a much better network than most. I have spoken with others about other Chicago based server providers that even have very low latency and offer some better deals hardware wise but have nightmare stories about servers going down, disconnections etc. However, Steadfast Networks has a very good reputation among users which is why I am willing to pay more. There are times you get what you pay for especially in server market. If anyone takes a look at Steadfast you can't just look at hardware specs you must look the quality of what they provide and where they provide it.

I will update again in the future any network or hardware issues that arise or don't arise and how Steadfast responds.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 liquidcci 
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Update

After 3 months of using a dedicated server in Chicago with sub 1ms ping I can say it makes a significant improvement to my fills. I typically use limit orders on my bot. When I was using my own machine at my house even with decent residential latency it just does not compare to being in Chicago.

I use range bars and if a limit gets jumped on bar open and next bar prints my entry orders will cancel by design. So I would quite often miss entries that never would get filled. To many jumped orders creates problems with my expectancy. I am happy to report after switching to a server in Chicago in 3 months I have not missed one entry. I get filled every time like clockwork.

So whether using market or limit orders this is something any serious auto trader should pursue. Your good fills will more than pay for your monthly server costs.

Note: the above is on CL which is all I am trading right now.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 monpere 
Bala, PA, USA
 
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liquidcci View Post
Update

After 3 months of using a dedicated server in Chicago with sub 1ms ping I can say it makes a significant improvemnet to my fills. I typically use limit orders on my bot. When I was using my own machine at my house even with decent residential latency it just does not compare to being in Chicago.

I use range bars and if a limit gets jumped on bar open and next bar prints my entry orders will cancel by design. So I would quite often miss entries that never would get filled. To many jumped orders creates problems with my expectancy. I am happy to report after switching to a server in Chicago in 3 months I have not missed one entry. I get filled every time like clockwork.

I use the same entry/cancel method. Do you issue the limit order on the current bar close/First tick of the new bar, or do you have a stop/limit order in the market, waiting where the new bar will open before the current bar even closes?

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 liquidcci 
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monpere View Post
I use the same entry/cancel method. Do you issue the limit order on the current bar close/First tick of the new bar, or do you have a stop/limit order in the market, waiting where the new bar will open before the current bar even closes?

monpere currently all the conditions must line up on on bar close of of trigger bar. When all conditions are met on that last tick (bar close) of trigger bar order will enter on first tick (open) of new bar.

When I manually traded my strategy I would put a stop limit in market ahead of time as you mention. I have never coded my auto strategy to put order in ahead of time. The strategy would essentially have to forecast what would happen on that last tick. This can be done but would require a lot more coding. I did like getting those orders in ahead when I manually executed my strategy. However, with the kind of fills I am getting I don't miss having to get them in ahead and just enter with a regular limit.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 monpere 
Bala, PA, USA
 
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liquidcci View Post
monpere currently all the conditions must line up on on bar close of of trigger bar. When all conditions are met on that last tick (bar close) of trigger bar order will enter on first tick (open) of new bar.

When I manually traded my strategy I would put a stop limit in market ahead of time as you mention. I have never coded my auto strategy to put order in ahead of time. The strategy would essentially have to forecast what would happen on that last tick. This can be done but would require a lot more coding. I did like getting those orders in ahead when I manually executed my strategy. However, with the kind of fills I am getting I don't miss having to get them in ahead and just enter with a regular limit.

How many orders did you take during those 3 months with all getting filled?

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 liquidcci 
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monpere View Post
How many orders did you take during those 3 months with all getting filled?

monpere around 50. My strategy is a day trade strategy but takes a fairly low number of trades compared to some but has fairly large targets. I am not sure if would get same results from something like what you do with 10 or 12 trades a day. However, I can say my limits on CL would get jumped on a weekly basis and this no longer happens at least over last 3 months. I would get jumped estimated around 1 out of every 4 or 5 trades depending on market. So my improvement has been significant even over a low sample of trades. Over the last few weeks with market moving so fast I expected to get my limits jumped but was filled every time. My guess is would have a very positive effect on a scalping strategy although might not eliminate all jumps. Will be interesting to see if I get any jumps over a 12 month period. Would also be interesting to see how would do on a scalping strategy.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 monpere 
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liquidcci View Post
monpere around 50. My strategy is a day trade strategy but takes a fairly low number of trades compared to some but has fairly large targets. I am not sure if would get same results from something like what you do with 10 or 12 trades a day. However, I can say my limits on CL would get jumped on a weekly basis and this no longer happens at least over last 3 months. I would get jumped estimated around 1 out of every 4 or 5 trades depending on market. So my improvement has been significant even over a low sample of trades. Over the last few weeks with market moving so fast I expected to get my limits jumped but was filled every time. My guess is would have a very positive effect on a scalping strategy although might not eliminate all jumps. Will be interesting to see if I get any jumps over a 12 month period. Would also be interesting to see how would do on a scalping strategy.

I get around 10-15% no fills with automated entries on bar close. It has become an acceptable occurrence for me now. I get fewer trading the signals manually, because I have my stop/limit waiting in the market. I can pretty much guarantee that it would improve my automated strategy, because a good 90% of the trades that don't get filled go to target within seconds. The reason they don't get filled is because the price is moving so fast towards the target and I'm to slow to get picked up on the way.

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 liquidcci 
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monpere View Post
I get around 10-15% no fills with automated entries on bar close. It has become an acceptable occurrence for me now. I get fewer trading the signals manually, because I have my stop/limit waiting in the market. I can pretty much guarantee that it would improve my automated strategy, because a good 90% of the trades that don't get filled go to target within seconds. The reason they don't get filled is because the price is moving so fast towards the target and I'm to slow to get picked up on the way.


That is usually what happens to me when I get a no fill. Most of the time it is a very fast move that will hit target very fast. So the result is a missed limit will usually punish me because would have hit target. I have actually been surprised how much a difference the sub ms latency has made on my fills. Of course more trades over time will give a better picture but so far so good. There have actually been a few times when my fills and target hit so fast even on a large target that I could barely even see it while watching chart. I could have never hit the button fast enough manually and my auto most likely would have skipped entry. But even on those I have gotten fills so far. If you have any questions or want an update on how my fills are filling at anytime let me know.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 rainbowchaser 
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liquidcci View Post
monpere around 50. My strategy is a day trade strategy but takes a fairly low number of trades compared to some but has fairly large targets. I am not sure if would get same results from something like what you do with 10 or 12 trades a day. However, I can say my limits on CL would get jumped on a weekly basis and this no longer happens at least over last 3 months. I would get jumped estimated around 1 out of every 4 or 5 trades depending on market. So my improvement has been significant even over a low sample of trades. Over the last few weeks with market moving so fast I expected to get my limits jumped but was filled every time. My guess is would have a very positive effect on a scalping strategy although might not eliminate all jumps. Will be interesting to see if I get any jumps over a 12 month period. Would also be interesting to see how would do on a scalping strategy.

Thanks for sharing.

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 ValLiant 
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hi, thanks for the info. I am thinking of getting the same myself. D you recommend windows 2008?


liquidcci View Post
After much deliberation I just set up a dedicated server for my auto trading strategy via Ninjatrader. I am writing this post to provide information to others who might be considering the same path. I debated doing this for the last year.

I would not recommend going down this route if you manually make trades as probably will not help you. If you trade manually may even slow you down because placing orders through remote server will eat up any latency advantage you may have gained. Also reliability while important is not as critical on a manual machine because you are always watching it and can call your broker and get out of trades if your machine goes down or disconnects. But anyone who has an auto trade system should seriously consider the benefits of using a server closer to the exchanges and the reliability a good data center can provide. Being on auto pilot has certain risks that can be lowered although not eliminated with a dedicated machine in a data center.

The system I was using at home was very fast and very powerful with decent latency (for home system) but with my hard earned capital at risk everyday I wanted something better. I will continue to use my home system as a backup and for backtesting. So my investment there will not go to waste

My main two reasons for doing this were latency and reliability.

I am paranoid about my auto trading system. There are just so many things that can go wrong and I want to eliminate as many problems as possible. They all can't be eliminated but where I can I want to protect myself. I try to watch my trades once my system alerts me that one has been taken. But there are times I can't watch which has it's risk. So system risk mitigation is paramount especially when I can't monitor a trade directly.

Latency

After switching to dedicated server in Chicago I now have latency in low single digits which makes me sleep better trading CL crude futures. Latency at home was 43 to 53 ms to Chicago. There was no way to overcome the distance from my home to exchanges in Chicago. So solution was to get a dedicated server in Chicago. Wow what a difference a closer server with direct connections into exchanges makes on a ping. I cant even get single digit latency by pinging a server in my own town on my home system much less to Chicago. Going from 50ms to single digit mm is quite a difference and worth the cost of a dedicated server close to the exchange even without the reliability advantages.

Reliability

While in some ways I liked the fact my home trading machine was sitting right beside me I could not reproduce the reliability of an outside dedicated server. Redundant power back up, internet connections etc can be reproduced at home to a degree. But not at a level that I was ever comfortable with or found affordable. Lets face it I am not going to hook a generator to my house in case power goes down. I also found dual wan router situations to work in a limited way but was not satisfied the way NT handled disconnects. The seamless way a data center handles redundant internet connections should work much better. I also really like the fact if my outside server goes down I will be notified via email because I have it ping monitored. If I was out and my home trading machine went down could not be notified because machine down sitting behind router could not notify me since it was down after all. Maybe third party services that could overcome that but I think would have problem accessing machine disconnect behind router.

I decided to go with steadfast networks Steadfast Networks :: Chicago Web Hosting, Dedicated Servers, and Colocation. They seem to get great reviews and I like the fact they are largely geared toward traders. I also like the fact their servers sitting at 350 E Cermak Rd, Chicago, IL. It is my understanding they are directly connected to the exchanges thus the incredibly low latency. I can't comment on whether they are a good company or bad other than reviews I have read and my account setup experience. But after a few months of using will update based on my experience.

My experience from signing up for a windows 2008 machine to deploying my NT setup on the machine took maybe 90 minutes or so. So was easy and smooth. Email tech support was fast and responsive to my questions during setup.

The dedicated system I chose was the

Atom D510 1.66Ghz 1MB Cache
500 GB SATA II Hard Drive
2 GB DDR2 SDRAM


The above cost $99.95 plus $20 for windows 2008 per month. I was a little hesitant about the Atom D510 having enough power to run NT. But seems to be running it fine so far. I may be tempted to bump my specs latter but the cost almost doubles so we will see how the Atom does. I will not use it for backtesting so I think will be fine.

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.

If anyone has any questions I would be glad to answer about my experience. My intent with this post was not to plug steadfast networks but to try and relay my experience thus far as I know many traders debate going down this path.

Update 6/8/2011:

I have been running NT7 with couple of live charts on dedicated server for a few days. I mentioned in my original post that the configuration I went with was the Atom D510. I also mentioned my reservations about the Atom D510 having enough power to handle NT.

I have been running performance monitor in windows 2008 and for the most part the processor is only taxing system around 5%. So to live trade via NT the Atom 510 seems to handle it with no problem. I have a much more powerful system to do my backtesting on so will not use the Atom in that regard. Only thing that might give a performance bump is to upgrade system with a raptor or ssd drive as well as more ram. Although I am not sure that will cause trades to be executed faster.


Update: Latency

I have been running ping tests to 64.202.118.5 which from what I understand is a close as you can get to zenfire servers that allow a ping. I don't think this is their actual order server.

I am getting sub 1ms ping which is fantastic. Windows only measures in 1ms increments so don't know how far below 1ms. It is so low I wonder if those servers are not in same building. That is what you call blazing fast.



Update 7/6

Update 7/6

Okay here is the low down with Steadfast Networks.

I ended up moving from the Atom. Even though it may run NT okay most of the time I think it is under powered. So I bumped up to a Core duo machine that should run NT7 with ease. Unless back testing I do not think NT really uses more than 1 or 2 cores anyway. I wanted to get away with using the Atom even though I knew better. I liked the cheaper price but if going to pay money for server really is better to pay extra and get what you need. I am a penny pincher but in the trading world there areas you should not pinch. Actually the cost is quite small compared to trading profits and a year can be paid for in a few trades so why pinch.

My initial exchange with Steadfast on the matter was not so good but was a misunderstanding. Steadfast bent over backwards to keep me as a customer so I am happy. I do like the fact they concentrate on traders. They do not focus on leasing servers for web hosting. I think they did at one time but now concentrate more on the financial markets.

Their prices are not the highest out there but not the lowest either. But I think you get a much better network than most. I have spoken with others about other Chicago based server providers that even have very low latency and offer some better deals hardware wise but have nightmare stories about servers going down, disconnections etc. However, Steadfast Networks has a very good reputation among users which is why I am willing to pay more. There are times you get what you pay for especially in server market.

I will update again in the future any network or hardware issues that arise or don't arise and how Steadfast responds.

Update 8/23/2011

After 3 months of using a dedicated server in Chicago with sub 1ms ping I can say it makes a significant improvemnet to my fills. I typically use limit orders on my bot. When I was using my own machine at my house even with decent residential latency it just does not compare to being in Chicago.

I use range bars and if a limit gets jumped on bar open and next bar prints my entry orders will cancel by design. So I would quite often miss entries that never would get filled. To many jumped orders creates problems with my expectancy. I am happy to report after switching to a server in Chicago in 3 months I have not missed one entry. I get filled every time like clockwork.


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 sysot1t 
 
 
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ValLiant View Post
hi, thanks for the info. I am thinking of getting the same myself. D you recommend windows 2008?

Windows 2008R2 is to date the most stable of all the Windows OS from MSFT... if you are going to do anything with windows, you go with W2K8R2..

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 liquidcci 
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ValLiant View Post
hi, thanks for the info. I am thinking of getting the same myself. D you recommend windows 2008?

Yes as sysot mentioned windows2008 r2 is excellent.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 Fat Tails 
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Jura View Post
Thanks Liquidcci for this important information. Below 1ms is indeed blazing fast, I'm getting an average of 111ms with 20 pings to this address (The Netherlands is located 6700km, or 4100 miles, from Chicago).

For the ping, the signal has to move 13,400 km to Chicago and back to your place. Light travels at the speed of 300,000 km per second in vacuum. For the speed of the signal in a medium, you need to divide that value by the refractionary index. For optical fibre this index is 1.52, so you can assume that your signal travels at a speed about 200,000 km per second.

That means that the best - theoretically obtainable - ping value from the Netherlands to Chicago would be

13,400 km / (200,000 km / sec) = 0.067 seconds = 67 milliseconds

You can't get below that. Add something like 1 millisecond per hop, and you know where you can get at best.

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 sysot1t 
 
 
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Fat Tails View Post
For the ping, the signal has to move 13,400 km to Chicago and back to your place. Light travels at the speed of 300,000 km per second in vacuum. For the speed of the signal in a medium, you need to divide that value by the refractionary index. For optical fibre this index is 1.52, so you can assume that your signal travels at a speed about 200,000 km per second.

That means that the best - theoretically obtainable - ping value from the Netherlands to Chicago would be

13,400 km / (200,000 km / sec) = 0.067 seconds = 67 milliseconds

You can't get below that. Add something like 1 millisecond per hop, and you know where you can get at best.

hilarious... FYI... ICMP packets have no priority... so your little calculation doesnt take network congestion into account which basically means no-prio traffic (specially ICMP) is discarded or delayed based on QoS settings and as such, not always taking the most optimal route, or even the best way to measure RTT..

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 sam028 
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sysot1t View Post
hilarious... FYI... ICMP packets have no priority... so your little calculation doesnt take network congestion into account which basically means no-prio traffic (specially ICMP) is discarded or delayed based on QoS settings and as such, not always taking the most optimal route, or even the best way to measure RTT..

What is hilarious here ?
What @Fat Tails is writing is that the best delay might be 67ms + few ms for each router (15 hops for me from France for example). No QoS involved here, 67ms + (hops count * 1.5ms) is maybe the best you can have, whatever the protocol used.
I don't see what's wrong here...

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 Fat Tails 
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sysot1t View Post
hilarious... FYI... ICMP packets have no priority... so your little calculation doesnt take network congestion into account which basically means no-prio traffic (specially ICMP) is discarded or delayed based on QoS settings and as such, not always taking the most optimal route, or even the best way to measure RTT..

In his original post @ Jura asked whether Zenfire had dedicated European servers. My broker has a dedicated server in Switzerland, which is connected to the US. In the past this connection has proven to be faster and more reliable than routing my orders directly to the US server of the broker via my Internet provider(s).

But even with a dedicated connection, you will not be able to reduce latency below 100 ms. With my calculation, I only wanted to show that in the best of all worlds you would still have something like 80+ ms, if you are located in Europe.

Probably not worth looking for an expensive solution, as you will still be last in the line for any high frequency approach. And never try to use satellite connections, the distance and the latency will increase 5 to 10-fold, as those satellites are far away.

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 sysot1t 
 
 
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sam028 View Post
What is hilarious here ?
What @ Fat Tails is writing is that the best delay might be 67ms + few ms for each router (15 hops for me from France for example). No QoS involved here, 67ms + (hops count * 1.5ms) is maybe the best you can have, whatever the protocol used.
I don't see what's wrong here...

what is hilarious is all the "science" behind it, as if it really makes that much of a difference, that he is quoting... I never said that something was wrong, let's not put words into my statement, but that it was hilarious(as in very funny)... as in, am cracking up, lmao because FT always explains things in ways that sounds so convoluted when at times it makes little to no difference..

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 sysot1t 
 
 
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Fat Tails View Post
In his original post @ Jura asked whether Zenfire had dedicated European servers. My broker has a dedicated server in Switzerland, which is connected to the US. In the past this connection has proven to be faster and more reliable than routing my orders directly to the US server of the broker via my Internet provider(s).

But even with a dedicated connection, you will not be able to reduce latency below 100 ms. With my calculation, I only wanted to show that in the best of all worlds you would still have something like 80+ ms, if you are located in Europe.

Probably not worth looking for an expensive solution, as you will still be last in the line for any high frequency approach. And never try to use satellite connections, the distance and the latency will increase 5- to 10-fold, s those satellites are far away.

imagine what the guys from India have to go through... a number of their connections are E1's and via Sat...

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 Xeno 
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sysot1t View Post
what is hilarious is all the "science" behind it, as if it really makes that much of a difference, that he is quoting... I never said that something was wrong, let's not put words into my statement, but that it was hilarious(as in very funny)... as in, am cracking up, lmao because FT always explains things in ways that sounds so convoluted when at times it makes little to no difference..

Actually it's nice to see the science sometimes, and as for making little or no difference, that's not true either since the distance and the speed of light are the two most important factors in the transatlantic ping time.

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  #66 (permalink)
 Fat Tails 
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sysot1t View Post
what is hilarious is all the "science" behind it, as if it really makes that much of a difference, that he is quoting... I never said that something was wrong, let's not put words into my statement, but that it was hilarious(as in very funny)... as in, am cracking up, lmao because FT always explains things in ways that sounds so convoluted when at times it makes little to no difference..

I think that it makes a difference. This thread is about the advantages of having a machine in Chicago. I do not need it, because I am not a high frequency trader using market orders. But @ liquidcci showed that he could improve his performance by reducing latency.

With my little calculation I just wanted to point out that distance and speed of light are the main limiting factors for latency. I also believe that not all European traders were aware of this, and some had the illusion that they could reduce the latency by changing providers or connecting to a dedicated server. Albeit this is physically impossible.

Conclusion: If your trading approach depends on rapid fills for market orders on an exchange located in Chicago, you cannot do that from a trading PC located in Europe, Singapore or India. Of course it makes little difference, whether the ping is 80, 200 or 400 ms.

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 liquidcci 
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In my opinion a server in Chicago is well worth it for anyone who has an automated system that trades futures. My system is not high frequency but has a clear benefit on fills even using limit orders.

The latency is just one advantage. Redundant internet connections and redundant power are also some great advantages. While not impossible to get on a home system will not be at the same level. The thought of holding hundreds of thousands of dollars in futures contracts with Time Warner cable as my home internet connection now puts me in a cold sweat just thinking about it. Did it for years what the heck was I thinking.

Also the power in my home has gone out twice since I moved to server in Chicago but my auto system just kept purring along. Gives me warm fuzzies when that happens.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 gomi 
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Fat Tails View Post
For the ping, the signal has to move 13,400 km to Chicago and back to your place. Light travels at the speed of 300,000 km per second in vacuum. For the speed of the signal in a medium, you need to divide that value by the refractionary index. For optical fibre this index is 1.52, so you can assume that your signal travels at a speed about 200,000 km per second.

That means that the best - theoretically obtainable - ping value from the Netherlands to Chicago would be

13,400 km / (200,000 km / sec) = 0.067 seconds = 67 milliseconds

You can't get below that. Add something like 1 millisecond per hop, and you know where you can get at best.

Actually you can do slightly better than that ;-)
QuantLINK: your fiber optic LINK to global trading | QuantHouse, low latency data and algo trading solutions!

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 Fat Tails 
Berlin, Europe
 
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My calculation clearly referred to a ping, which travels from the Netherlands to Chicago and back. If you divide the 67 seconds by 2, you will get 33.5 seconds for a one-way trip.

As I can see from the picture, a signal takes 42.0 seconds from London to Chicago to travel via Quant Link. This is not slightly better, but comes close to the theoretical value which I had estimated.

The point is that my calculation was based on a round trip, while the picture shows one-way only.

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  #70 (permalink)
 Big Mike 
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@Fat Tails, let us know when you release your new indicator -- called "Faster Than Light".

FWIW, I've been using @sam028's VPS service for many months now and it's been 100% perfect. I do all my trading on that system and it works great for my needs.

Mike

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 Fat Tails 
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Big Mike View Post
@ Fat Tails, let us know when you release your new indicator -- called "Faster Than Light".

FWIW, I've been using @ sam028's VPS service for many months now and it's been 100% perfect. I do all my trading on that system and it works great for my needs.

Mike

My trading style does not depend a lot on latency. I mostly enter with limit orders and do not try to chase the trend. But for market orders 200 msec can make a huge difference. If I was clever enough to run a profitable automated system, I would definitely rent a server close to the exchange.

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 gomi 
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Fat Tails View Post
My calculation clearly referred to a ping, which travels from the Netherlands to Chicago and back. If you divide the 67 seconds by 2, you will get 33.5 seconds for a one-way trip.

As I can see from the picture, a signal takes 42.0 seconds from London to Chicago to travel via Quant Link. This is not slightly better, but comes close to the theoretical value which I had estimated.

The point is that my calculation was based on a round trip, while the picture shows one-way only.

Yeaheeee, nice to see physics is never wrong !!

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  #73 (permalink)
 Bogan 
Australia
 
 
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liquidcci, it's been quite a few month now, how is it going so far? Still with Steadfast?

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 MyTraderAdvisor 
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How to measure a ping < 1ms ? Do you know any program ?

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  #75 (permalink)
 sam028 
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kissandfly View Post
How to measure a ping < 1ms ? Do you know any program ?

Try hrping.

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  #76 (permalink)
 TimeTrade 
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Hetzner Online AG: Dedicated Server EX 4S ... 59EUR/month

Intel® Core™ i7-2600 Quadcore incl. Hyper-Threading Technology
RAM32 GB DDR3 RAMHarddisks 2 x 3 TB SATA 6 Gb/s HDD 7200 rpm (Software-RAID 1)NIC1 Gbit OnBoard
connected at 100 MbitBackup Space100 GBTrafficUnlimited*

Actual here in germany i use this as hardware base for running my own 4 sessions of virtual mashines under HyperV2008R2. Inside the VM's i use 64bit/Win7 for running NinjaTrader, MT4, one with a own Software, and one free for play&tests with any software...

Ping's to USA, CH, Hongkong i have under 100ms, lower i self dont need. Only in HongKong i have a own secondary StorageServer, while the transfer of no many short data packages is fast, only if i start a transmission of many megabytes, then my HK connection go from 10MBits down to 200KBits... For orders and normal HK datafeed this is no problem, only a database sync on working time i dont can do.

Before i use this variant with different local brokers/dataproveiders for US,HK & Eurex, i go the same way in compare to FatTail. I self connect fast from germany to a BrokerServer in CH and the Broker from CH has own good connections to all exchanges (better as i self).


(i a hardcore freak... for backtesting i use in a other IT center a IBM-BladeCenter with 14Blades a 4xCores/3GHz )

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  #77 (permalink)
 Big Mike 
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@TimeTrade, this thread is about Chicago servers, which is what majority of traders want.

Mike

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  #78 (permalink)
 TimeTrade 
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Big Mike View Post
@TimeTrade, this thread is about Chicago servers, which is what majority of traders want.

Mike

sorry, i can edit the content and only use the part of compare the FatTail CH way with the problems with Chicago location is not the same for dataprovider and orderprovider

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  #79 (permalink)
 bjorn97 
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TimeTrade View Post
Hetzner Online AG: Dedicated Server EX 4S ... 59EUR/month

Intel® Core™ i7-2600 Quadcore incl. Hyper-Threading Technology
RAM32 GB DDR3 RAMHarddisks 2 x 3 TB SATA 6 Gb/s HDD 7200 rpm (Software-RAID 1)NIC1 Gbit OnBoard
connected at 100 MbitBackup Space100 GBTrafficUnlimited*

Actual here in germany i use this as hardware base for running my own 4 sessions of virtual mashines under HyperV2008R2. Inside the VM's i use 64bit/Win7 for running NinjaTrader, MT4, one with a own Software, and one free for play&tests with any software...

Ping's to USA, CH, Hongkong i have under 100ms, lower i self dont need. Only in HongKong i have a own secondary StorageServer, while the transfer of no many short data packages is fast, only if i start a transmission of many megabytes, then my HK connection go from 10MBits down to 200KBits... For orders and normal HK datafeed this is no problem, only a database sync on working time i dont can do.

Before i use this variant with different local brokers/dataproveiders for US,HK & Eurex, i go the same way in compare to FatTail. I self connect fast from germany to a BrokerServer in CH and the Broker from CH has own good connections to all exchanges (better as i self).


(i a hardcore freak... for backtesting i use in a other IT center a IBM-BladeCenter with 14Blades a 4xCores/3GHz )


Great post Time Trade !! Thx for pointing out this European dedicated server host. Something I have been looking for the last weeks. They also have the newest (3th generation) intel i7-3930K for Euro 109,-a month. That cpu comes in second place on the cpu benchmark tests. bjorn97

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  #80 (permalink)
 liquidcci 
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Bogan View Post
liquidcci, it's been quite a few month now, how is it going so far? Still with Steadfast?

Bogan

Steadfast has been excellent. Not one single problem. Still get latency under 1ms. Sorry took me so long to answer this just saw it.

Going to a machine is chicago has been one of the best investments in trading I have ever made. Peace of mind and speed worth every penny.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 sam028 
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liquidcci View Post
Bogan

Steadfast has been excellent. Not one single problem. Still get latency under 1ms. Sorry took me so long to answer this just saw it.

Going to a machine is chicago has been one of the best investments in trading I have ever made. Peace of mind and speed worth every penny.

I can't agree more, they are hosting futures.io (formerly BMT) servers and the physical servers for my trading VPS business, and they are really good, fast and efficient.
@Big Mike and I have tried a lot of different hosters, that was a long and painful process, and sometimes dramaticaly funny to see how bad were some of them (real examples):
- "your server is done ? Sorry, I powered off the wrong server",
- "you can't reach your server ? It's OK, it's just one of our daily DOS attack, it will be back online sooner or later"
- and have to use Twitter to reach the support: "yes, you can't reach the support, all of our servers are down, we were making an electrical test, something goes wrong"

The single problem with SteadFast is their prices, a bit higher than the other guys, and it's very hard to negociate with them.

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 Big Mike 
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sam028 View Post
The single problem with SteadFast is their prices, a bit higher than the other guys, and it's very hard to negociate with them.

What's an extra $100 a month compared to peace of mind, the best performing network, and reliability/stability? Any time I've ever sent a support email to them, I received a well written reply within 1-2 minutes. I've talked to the owner before and I really like this company.

Mike

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  #83 (permalink)
 liquidcci 
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sam028 View Post
I can't agree more, their are hosting futures.io (formerly BMT) servers and the physical servers for my trading VPS business, and they are really good, fast and efficient.
@Big Mike and I have tried a lot of different hosters, that was a long and painful process, and sometimes dramaticaly funny to see how bad were some of them (real examples):
- "your server is done ? Sorry, I powered off the wrong server",
- "you can't reach your server ? It's OK, it's just one of our daily DOS attack, it will be back online sooner or later"
- and have to use Twitter to reach the support: "yes, you can't reach the support, all of our servers are down, we were making an electrical test, something goes wrong"

The single problem with SteadFast is their prices, a bit higher than the other guys, and it's very hard to negociate with them.

Sam great to hear you are using them. You are right on price they are tough to negotiate with. They know they have a superior product and just won't budge (I tried). But definite worth it to avoid the pain most hosts dish out.

Keep your eyes out for deals. Since you are doing more than 1 server and may expand with your business . Every once in a while they offer a great deal. But if they offer they usually will not let you trade a server out for it. But if you add capacity you can usually get the deal. Deals are rare but they do happen.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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  #84 (permalink)
 liquidcci 
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Big Mike View Post
What's an extra $100 a month compared to peace of mind, the best performing network, and reliability/stability? Any time I've ever sent a support email to them, I received a well written reply within 1-2 minutes. I've talked to the owner before and I really like this company.

Mike

Mike

I agree 100%. A few times I have thought I could pay so much less. But really it is a fraction of what it cost to trade. I like fact you can get them on phone and as you mentioned fast responses to emails. The company is run exceptionally well. Which as you know is very hard to find in the hosting world. The reliability and speed has been stellar for me to this point.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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  #85 (permalink)
 liquidcci 
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Update: A little over a year and my experience with Steadfast has been stellar. No unplanned downtime and lightning fast. Worth the higher price so far.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 birdoggg 
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liquidcci View Post
My strategies are coded in Ninjascript. Only thing I run on my server is NT7.

I have access to r trader on another computer. But only use it for a backup to exit trades if NT went down while I was in a trade. I

Do you only allow your Strategies to be running when you are at your computer or do you allow it to run even when you are away and/or during nighttime?

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  #87 (permalink)
 liquidcci 
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birdoggg View Post
Do you only allow your Strategies to be running when you are at your computer or do you allow it to run even when you are away and/or during nighttime?

@birdoggg at night my strategy is on but essentially paused as there is not enough liquidity for most markets so dangerous to trade. I will let it run when I am away but anytime a trade is entered I get a text and email. I can then access via computer, tablet or even phone to check on it. I just try to make sure I can access if needed. If I am going to be on a plane without internet service or something like that I will turn strategy off.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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  #88 (permalink)
 monpere 
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liquidcci View Post
@birdoggg at night my strategy is on but essentially paused as there is not enough liquidity for most markets so dangerous to trade. I will let it run when I am away but anytime a trade is entered I get a text and email. I can then access via computer, tablet or even phone to check on it. I just try to make sure I can access if needed. If I am going to be on a plane without internet service or something like that I will turn strategy off. Glad to answer your question although kind of outside scope of this thread so Mike may want to move it.

How do you access your strategy by phone?

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 Luger 
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monpere View Post
How do you access your strategy by phone?

There are several apps for that some free, some not. They allow you to remote desktop into the server. I don't have to use it much so I've been using the "2X Client". There are no server side installs and it works as a remote desktop client for Android phones. The only drawback that I have seen is that it can use up a lot of bandwidth.

There are some other options, "Ericom Blaze" is a remote desktop accelerator that reduces bandwidth consumption and improves responsiveness of the remote desktop connection. But it costs money.

There are still many more apps out there. So if others have reviews of their experience it would be good to hear about them.

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  #90 (permalink)
 liquidcci 
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monpere View Post
How do you access your strategy by phone?

@monpere I use remote desktop on my Android phone. Screen is a little small so only good for checking on things. I can also tether my nexus7 (larger screen) to my phone if I need more screen real estate to turn strategies off/ on etc.

By using phone almost always have a data connection which gives me more degrees of freedom.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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LinG
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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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 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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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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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.


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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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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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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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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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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.

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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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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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