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Speed Test
Started:February 12th, 2014 (05:06 PM) by sam028 Views / Replies:2,292 / 22
Last Reply:September 28th, 2015 (03:31 AM) Attachments:1

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Speed Test

Old February 18th, 2014, 08:17 PM   #21 (permalink)
Elite Member
Futures Experience: None
Platform: NinjaTrader
Broker/Data: CQG
Favorite Futures: GC, CL, NG
neko333's Avatar
Posts: 79 since Aug 2010
Thanks: 103 given, 33 received

sam028 View Post
The times showed are the time to be in the queue, not being executed.
The name of the strategy is not a good one, it should be "speedqueue" or "speedbook", not "speedfill" .

As far as I remember @neko33 is using a lot of screens (8 ?), using all these screen in a colocated/RDP environment will look sluggish, too many things to refresh with a > 100 ms latency.
I also consider that from Hawaii, it's not that bad !

Many of my best trades have been with resting limits at areas of interest anyhow. Really think I am underusing this method of entry. Maybe it's all a blessing in disguise. Either that or go freeze in Chicago and fight with bots

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Old February 19th, 2014, 07:31 AM   #22 (permalink)
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London + UK
Futures Experience: Advanced
Platform: Proprietary Analytics
Broker/Data: Multiple broker + Multiple feed (for access to specific exchanges)
Favorite Futures: European Indices, Precious Metals, Energy
sands's Avatar
Posts: 423 since Dec 2013
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I was at the European Trading Architecture summit here in London in December with the CTO of UBS we were discussing their infrastructure latency, and how for them in particular as well as other HFT/Algo trading businesses they need to know the latency at each point in the IT space. They had at the time invested heavily in tools to exactly measure their latency cost for each interface across their business.

Really interesting was that they price it into their service such that they can quote the latency to their retail / institutional clients and for faster round-trips they charge a premium. Obviously its very useful measure of the IT quality of your service provider.

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Old September 28th, 2015, 03:31 AM   #23 (permalink)
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Milano, Italy, EU
Futures Experience: Intermediate
Platform: Ninja + Jigsaw
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Psy24X's Avatar
Posts: 31 since Jan 2014
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Still alive?

Is this research still under way?

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