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Which the best faster VPS to retail


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Which the best faster VPS to retail

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  #31 (permalink)
 sam028 
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Alvaro Martinez View Post
Yes, I do, milliseconds….

I quickly checked a trace file sent by one of our VPS client in Chicago for analysis, using CQG and a real account. During a busy day, it's 10 ms between the mouse click and having the order in the book (12 ms for the fill in this case):
2022-03-23 08:32:56:960 (My Continuum) CQG.Adapter.Submit.Guid: actionGuid='******'
2022-03-23 08:32:56:960 (My Continuum) CQG.Adapter.Submit.SendOrderAction: orderId='******' account='*****' name='' orderState=Submitted instrument='CL 05-22' orderAction=Sell orderType='Market' limitPrice=0 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0
2022-03-23 08:32:56:960 (My Continuum) CQG.Adapter.OnOrderChanged0: orderId='-2147483648' AccountId=***** symbol='F.US.CLE.K22' side=Sell state=InClientOnly size=1 currentFillSize=0 currentFillCount=0 limitPrice=-1 stopPrice=-1 averagePrice=-1 type=Marke
2022-03-23 08:32:56:960 (My Continuum) CQG.Adapter.OnOrderChanged2.1
2022-03-23 08:32:56:967 (My Continuum) CQG.Adapter.OnOrderChanged0: orderId='*****' AccountId=***** symbol='F.US.CLE.K22' side=Sell state=InTransit size=1 currentFillSize=0 currentFillCount=0 limitPrice=-1 stopPrice=-1 averagePrice=0 type=Market duration
2022-03-23 08:32:56:967 (My Continuum) CQG.Adapter.OnOrderChanged2.1
2022-03-23 08:32:56:970 (My Continuum) CQG.Adapter.OnOrderChanged0: orderId='*****' AccountId=***** symbol='F.US.CLE.K22' side=Sell state=InOrderBook size=1 currentFillSize=0 currentFillCount=0 limitPrice=-1 stopPrice=-1 averagePrice=0 type=Market durati
2022-03-23 08:32:56:970 (My Continuum) CQG.Adapter.OnOrderChangedNow0: orderState='Working' orderId='*****'
2022-03-23 08:32:56:970 (My Continuum) Cbi.Account.OrderUpdateCallback: realOrderState=Accepted oldOrderId='******' orderId='*****' account='*****' name='' orderState=Accepted instrument='CL 05-22' orderAction=Sell limitPrice=0 stopPrice=0 quantity=1 ord
2022-03-23 08:32:56:970 (My Continuum) Cbi.Account.OrderUpdateCallback: realOrderState=Working orderId='*****' account='*****' name='' orderState=Working instrument='CL 05-22' orderAction=Sell limitPrice=0 stopPrice=0 quantity=1 orderType='Market' filled
2022-03-23 08:32:56:971 (My Continuum) CQG.Adapter.OnExecutionChanged: transactionID=******** accountId=***** fullSymbol='F.US.CLE.K22' orderID=***** fillPrice=113.86 fillSize=1 type=Fill changeType=Add
2022-03-23 08:32:56:972 (My Continuum) CQG.Adapter.OnAccountSummaryChanged: accountDisplayName='******!Mirus!*****' changeType='Modify' currency='USD' instrumentError='NoError'
2022-03-23 08:32:56:972 (My Continuum) CQG.Adapter.OnAccountChanged: fcmAccountId='*****' accountId='*****' changeType='Modify' fcmName='Mirus'
2022-03-23 08:32:56:972 (My Continuum) CQG.Adapter.OnOrderChanged0: orderId='*****' AccountId=***** symbol='F.US.CLE.K22' side=Sell state=Filled size=1 currentFillSize=1 currentFillCount=1 limitPrice=-1 stopPrice=-1 averagePrice=113.86 type=Market durati
2022-03-23 08:32:56:972 (My Continuum) CQG.Adapter.OnOrderChangedNow0: orderState='Filled' orderId='*****'
2022-03-23 08:32:56:972 (My Continuum) Cbi.Account.OrderUpdateCallback: realOrderState=Filled orderId='*****' account='*****' name='' orderState=Filled instrument='CL 05-22' orderAction=Sell limitPrice=0 stopPrice=0 quantity=1 orderType='Market' filled=1

As Rithmic is faster than CQG for there's something wrong in your setup or your analysis.
I assume you used a live account, as with the Sim101 account the latency is artificially raised by the Ninja simulation engine and doesn't mean much.

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  #32 (permalink)
Alvaro Martinez
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Hello

I’ll send my log tomorrow with live market and you could see the delay.

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  #33 (permalink)
Alvaro Martinez
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Hi

Today I had 464 miliseconds delay to broker......... I attached a screenshot.

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  #34 (permalink)
 SMCJB 
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@Alvaro Martinez maybe I'm reading it incorrectly, not 100% sure what the log is saying, but that screenshot seems to show three different orders that have routing times of 5, 5 & 6 milliseconds?

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  #35 (permalink)
Alvaro Martinez
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Hi

No, it’s the same order, first the order filled at market, NT received notification +- 450 milliseconds after (FCM), after NT process the bracket and send to market 4-5 miliseconds after (SL + TP) much faster, after the market accepted the bracket.
We can see that VPS and Platform works with low latency but the FCM does checking too much slowly.
It’s incredible.

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  #36 (permalink)
 SMCJB 
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This is what I was referring to



My interpretation of this is that the order was accepted by the exchange 6 ms after you submitted it?

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  #37 (permalink)
Infinite
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I use Sierra Chart with Denali and Teton order routing on an auto trader. Beeks in Aurora is pretty impressive. I also use Dedicated.com that is close to 350 Cermak in Chicago. I trade the same auto trader program on both and occasionally the one at CME auroa fills as the market turns on the target tick and the other one downtown does not.....meaning i get my target in the cue faster when at Beeks cme aurora. Estimated cue position between the 2 is usually 10 orders difference.

I was using CQG for order routing and data, the auto trader would take the same trades as Denali/Teton but cqg would get my target order in the CUE slower so I totally got away from CQG.

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  #38 (permalink)
Alvaro Martinez
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SMCJB View Post
This is what I was referring to



My interpretation of this is that the order was accepted by the exchange 6 ms after you submitted it?

Yes, It's correct, but the delay is from Filled in Market to Received in platform.

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  #39 (permalink)
Alvaro Martinez
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Infinite View Post
I use Sierra Chart with Denali and Teton order routing on an auto trader. Beeks in Aurora is pretty impressive. I also use Dedicated.com that is close to 350 Cermak in Chicago. I trade the same auto trader program on both and occasionally the one at CME auroa fills as the market turns on the target tick and the other one downtown does not.....meaning i get my target in the cue faster when at Beeks cme aurora. Estimated cue position between the 2 is usually 10 orders difference.

I was using CQG for order routing and data, the auto trader would take the same trades as Denali/Teton but cqg would get my target order in the CUE slower so I totally got away from CQG.

Could you tell which are you FCM ? Please.

Thanks

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  #40 (permalink)
 Futures Operator 
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Infinite View Post
I use Sierra Chart with Denali and Teton order routing on an auto trader. Beeks in Aurora is pretty impressive. I also use Dedicated.com that is close to 350 Cermak in Chicago. I trade the same auto trader program on both and occasionally the one at CME auroa fills as the market turns on the target tick and the other one downtown does not.....meaning i get my target in the cue faster when at Beeks cme aurora. Estimated cue position between the 2 is usually 10 orders difference.

I was using CQG for order routing and data, the auto trader would take the same trades as Denali/Teton but cqg would get my target order in the CUE slower so I totally got away from CQG.

Which FCM, and where are the risk checks done?

Is any of this relevant for a manual trader?

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