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how do i know my latency using TT xtrader api


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how do i know my latency using TT xtrader api

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  #1 (permalink)
tel aviv
 
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i found out that TT xtrader api provide only the time stamp when the data entered into mu computer (also with no milliseconds)
what would be best way to measure my latency from the exchange?
thanks

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  #2 (permalink)
Legendary Market Wizard
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Good question for @patrickrooney

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giladbi View Post
i found out that TT xtrader api provide only the time stamp when the data entered into mu computer (also with no milliseconds)
what would be best way to measure my latency from the exchange?
thanks

CQG platforms have a "ping" facility with which you can measure the latency (however I think it's latency from their servers, not from the exchange).

I would imagine TT having a similar feature.

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giladbi View Post
i found out that TT xtrader api provide only the time stamp when the data entered into mu computer (also with no milliseconds)
what would be best way to measure my latency from the exchange?
thanks

If you register to our developer forum, https://www.tradingtechnologies.com/xtrader-help/apis/getting-started/choose-your-api/, you could get this information from there. Here's a question and answer similar to yours and provides a means to calculate this on your system:

https://tradingtechss.rightanswers.com/portal/app/portlets/results/viewsolution.jsp?ismodal=true&solutionid=150512495738139&SToken=967FAFC105905E0E555FEA1A13AC75D0

Question
How do I analyze the time properties of a TTOrderObj?
Answer
Time$: Time the order was sent to the TT gateway. This will remain unchanged throughout the lifecycle, and is taken from the client workstation.
TimeExchange$: Time the exchange received the order. This timestamp is provided by the exchange, although not all exchanges provide it. It should be noted that if the time zone differs from the workstation, a conversion to local time should be done to correctly compare with other time properties.
TimeLocalUpd$: Time the XTAPI received the order. This value will only be available to the originating application, and is taken from the client workstation.
TimeProcessed$: Time the TT Gateway processed the order. This timestamp is taken on the TT Gateway.
TimeReceived$: Time the TT Gateway received the order. This timestamp is taken on the TT Gateway.
TimeRouted$: Time the XTAPI forwarded the order to X_TRADER. This is taken from the client workstation.
Note: When polling the above data there are three different places timestamp data is taken from; the client workstation, the gateway, and the exchange. Take note of this difference when comparing times.

The general order time stamp trail is as follows:
Timestamp taken by the client application before order submission
TimeRouted$
Time$
TimeExchange$
TimeReceived$
TimeProcessed$
TimeLocalUpd$
Timestamp taken by the client application in the acknowledgement notification
What’s the order round trip time?

Order round trip time = time 8 - time 1

How long did the exchange take to respond to my order?

Exchange delta time = time 4 - time 3

How long did XTAPI hold onto my order before releasing it to X_TRADER?

Holding time = time 2 - time 1

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  #5 (permalink)
Legendary Market Wizard
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Is there a similar way to look at this in XTrader?

Looking at the XTrader Logs I see

Start Time ~ Seems to be related to when you start the software
End Time ~ Seems to be related to when you stop the software
Time ~ Seems to be local PC time

and...

Exch Time
Time Sent
Time Processed

which I assume relate to what you linked to but there doesn't seem to be anything to indicate end time.

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We have solutions for all of this on the way with the TT platform.

Trading Technologies will allow you to monitor exchange latency in real time when we release a new metric for the TT platform in late May.

The Audit Trail in TT already exposes hedge latency numbers for Autospreader hedge orders. This is an internal latency where we show the difference between the time TT receives the fill on a quote order to the time TT releases the hedge order. The metric we will introduce next month will expose exchange latency where users will see the difference between the time TT submits an order and the time the exchange acknowledges the order.

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