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Continuum by CQG


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Continuum by CQG

  #141 (permalink)
 
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 trendwaves 
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sam028 View Post
I have several clients who have disconnections from CQG, for about 8 to 10 days now.
I first though it was maybe a problem with my network providers, in Chicago, but I also have disconnections from my servers in NJ ( screenshot), so it seems it's not on my side but on CQG network side.
I have a small monitoring script which is check an IB, CQG and IQFeed server every 10 seconds : IB is failing sometimes, IQFeed not, but CQG few times a day since I'm running this.
The servers were the monitoring is done are not using poor DSL/wifi, but 1 Gb/s symmetric links.

So, after the joke of having a server in Chicago having to take a ride to Dallas to communicate with a CQG server in Chicago (???), and the results from one of my clients comparing the fills latency between CQG and one of its competitors (40-70 ms with high standard deviation vs 4-8 ms, test made on the same Linux VPS with a C++ piece of code using directly CQG and its competitor low level API), it's maybe not the best option today.

So this explains the unusual delay some of us are experiencing on order fill reporting with Continuum ?

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  #142 (permalink)
 
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 liquidcci 
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I have been using Continuum and my fills have been fine. But I have gotten a couple of disconnects every day during trading. The disconnects are a problem and what makes it worse is the feed is not automatically connecting back in NT to the primary server. The connection status box stays red and you have to manually reconnect.

I really like the server side OCO on Continuum but a reliable feed that stays connected during trading hours is a must. I am going to let run for a few more days then probably go back to rithmic. Rithmic rarely gets disconnects during trading hours and if it does usually reconnects right away. Hoping eventually will be able to get server side OCO on rithmic as it has been a great feed for me most of the 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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  #143 (permalink)
 
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That is odd, I have yet to have a single disconnect. Stream and order server connections are perfectly stable. I am running 90MBS download speed however, and I suspect that may help a great deal with stream / server connection stability.

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  #144 (permalink)
 
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 liquidcci 
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trendwaves View Post
That is odd, I have yet to have a single disconnect. Stream and order server connections are perfectly stable. I am running 90MBS download speed however, and I suspect that may help a great deal with stream / server connection stability.

@trendwaves I am on a server in Chicago with very reliable company on faster downloads than 90mbs so I don't think is a bandwidth issue for me. But glad to hear someone is not having disconnect problems. My fills have been every bit as good as rithmic and really like the OCO. But the disconnects are disruptive.

"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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  #145 (permalink)
 
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 liquidcci 
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No disconnects today. I like server side OCO so much I may give it a week and see if still getting disconnects. But won't be patient long.

"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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  #146 (permalink)
 
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 sam028 
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liquidcci View Post
No disconnects today. I like server side OCO so much I may give it a week and see if still getting disconnects. But won't be patient long.

No disconnection seen by Ninja on my side either, from Chicago, but few lost ping and strange route/latency from New-York. It's usually 20 ms to CQG servers in Chicago, but can go above 100 ms. I'm suspecting an overloaded router on CQG network side.

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  #147 (permalink)
 
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 trendwaves 
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liquidcci View Post
@trendwaves I am on a server in Chicago with very reliable company on faster downloads than 90mbs so I don't think is a bandwidth issue for me. But glad to hear someone is not having disconnect problems. My fills have been every bit as good as rithmic and really like the OCO. But the disconnects are disruptive.

That is just amazing really. I am all the way down here in Florida. I cannot imagine with your setup you could have any disconnects. I literally have not had one disconnect in a month.

Maybe I am somehow bypassing the round-trip from Chicago to Dallas

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  #148 (permalink)
 
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sam028 View Post
No disconnection seen by Ninja on my side either, from Chicago, but few lost ping and strange route/latency from New-York. It's usually 20 ms to CQG servers in Chicago, but can go above 100 ms. I'm suspecting an overloaded router on CQG network side.

@sam028 that latency is a problem. I have done a few pings and my latency seems okay but not running something to constantly monitor it. I am curious on exactly how CQG routing orders. I show a Chicago connection among a few others on my server but I am not sure where the orders are actually being routed. I could be pinging Chicago but orders going some other route for all I know. Not sure CQG ready for primetime.

"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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  #149 (permalink)
 
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 liquidcci 
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Looking at netstat on my server not one of my connections today is Chicago. I called CQG the other day to see how my orders were being routed. They looked it up and told me Chicago. But today no Chicago connections which kills purpose of having server in Chicago. It seems if you use Continuum you may get routed different ways on different days and at different times. I do not know for sure but am going to try and find out more.

@sam028 Also wondering out loud if reason I did not get disconnections today is because I am not going through Chicago gateway. Something weird here. I want no disconnects and I want to be routed Chicago. Is that to much to ask. Maybe it is of CQG.

"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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  #150 (permalink)
 
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liquidcci View Post
Looking at netstat on my server not one of my connections today is Chicago. I called CQG the other day to see how my orders were being routed. They looked it up and told me Chicago. But today no Chicago connections which kills purpose of having server in Chicago. It seems if you use Continuum you may get routed different ways on different days and at different times. I do not know for sure but am going to try and find out more.

@sam028 Also wondering out loud if reason I did not get disconnections today is because I am not going through Chicago gateway. Something weird here. I want no disconnects and I want to be routed Chicago. Is that to much to ask. Maybe it is of CQG.

The routing process has always been quite obscure, for CQG and for other providers, it's very hard or impossible to know exactly what's happening, where your order is received and what's the processes after that. Some providers are showing some charts of theire architecture, but without any details abou the latency and the location of their servers.
As it seems people connected from Europe or Australia don't have a lot of connection issues, so maybe being far away from CQG servers with a slow Internet connection is better, or don't show the problems we can have in being < 1ms from them ?

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