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Do you know your latency?
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Do you know your latency?

  #1 (permalink)
Trading Apprentice
London, UK
 
Futures Experience: Intermediate
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Do you know your latency?

I have written an NT script to calculate order submission and order cancel latency, and I found the results surprisingly high to say the least. I'm seeing latency from CQG Trading London to Eurex of ~190ms average. The connection is from a server <1ms ping from the CQG connection IP.

Do you know your latency, and would you be willing to share it?

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  #2 (permalink)
Market Wizard
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endian675 View Post
I have written an NT script to calculate order submission and order cancel latency, and I found the results surprisingly high to say the least. I'm seeing latency from CQG Trading London to Eurex of ~190ms average. The connection is from a server <1ms ping from the CQG connection IP.

Do you know your latency, and would you be willing to share it?

You may try searching in the search box for "latency" on the forum.
There are lots of threads about the subject.

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  #3 (permalink)
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DavidHP View Post
You may try searching in the search box for "latency" on the forum.
There are lots of threads about the subject.

Thanks. I see 10 threads with 'latency' in the title, and have read all of them. None of them appear to deal with specific values for order submission latency. The fact remains that 95ms one-way latency for a journey of 475 miles is pretty appalling. The idealised latency is around 2ms for that sort of distance.

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  #4 (permalink)
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endian675 View Post
Thanks. I see 10 threads with 'latency' in the title, and have read all of them. None of them appear to deal with specific values for order submission latency. The fact remains that 95ms one-way latency for a journey of 475 miles is pretty appalling. The idealised latency is around 2ms for that sort of distance.

I can fully understand the worries of @endian675. I will have a similar setup to trade eurex from europe. Currently i'm waiting till Sam has everything in place. Using CQG with a dedicated server near london SHOULD be the fastest way to eurex (for retailers). The 190 ms average is unacceptable. The execution path should be kept in europe (that is what CQG stated).

Did you ask CQG about that topic?
Where do you have your Server/VPS installed?
Are you sure that your measurements are correct?
Can you see the datafeed delay in CGQ Client Application?

Thanks Koepisch

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  #5 (permalink)
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to CME for me is about ~10-12 ms

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  #6 (permalink)
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treydog999 View Post
to CME for me is about ~10-12 ms

Where are you based currently? I assume your are somewhere near Chicago?

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  #7 (permalink)
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jerbersoft View Post
Where are you based currently? I assume your are somewhere near Chicago?

I have a server in Chicago as well as one in Singapore.

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  #8 (permalink)
Trading Apprentice
madrid spain
 
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Latency in multichart

Someone could tell me how to measure latency in multichart?

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  #9 (permalink)
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pardo127 View Post
Someone could tell me how to measure latency in multichart?

Which one? The latency for the data feed itself, for order execution, ...?

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  #10 (permalink)
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sam028 View Post
Which one? The latency for the data feed itself, for order execution, ...?

For order execution.

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