Trading Technologies / Patrick Rooney (Product Manager) - Ask Me Anything (AMA) - futures io
futures io futures trading



Trading Technologies / Patrick Rooney (Product Manager) - Ask Me Anything (AMA)


Discussion in Platforms and Indicators

Updated by Big Mike
      Top Posters
    1. looks_one TradingTech with 40 posts (13 thanks)
    2. looks_two mpxtreme with 12 posts (3 thanks)
    3. looks_3 Malvolio with 9 posts (0 thanks)
    4. looks_4 SMCJB with 8 posts (5 thanks)
      Best Posters
    1. looks_one SMCJB with 0.6 thanks per post
    2. looks_two Big Mike with 0.4 thanks per post
    3. looks_3 TradingTech with 0.3 thanks per post
    4. looks_4 mpxtreme with 0.3 thanks per post
    1. trending_up 14,819 views
    2. thumb_up 27 thanks given
    3. group 23 followers
    1. forum 105 replies
    2. attach_file 5 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

Closed Thread
 
Search this Thread
 

Trading Technologies / Patrick Rooney (Product Manager) - Ask Me Anything (AMA)

(login for full post details)
  #101 (permalink)
Deft ZH, Netherlands
 
 
Posts: 6 since Apr 2018
Thanks: 2 given, 0 received

Hi,

I'm looking for a new algorithmic trading platform and was wondering if I can ask you some technical questions regarding TT and X_Trader. My apologies upfront if the questions were already asked somewhere else in the forum (I swear I looked ).

I have my algo's already built in C++ and what I'm looking for is a way to connect/deploy them to a platform with the
lowest latency. I'm mostly interested to trade E-mini S&P 500 on CME.

1) I'm a bit confused about the difference between TT plaform and X_Trader. They both have C++ API, but, would that
be correct to say, one is meant for the full application development and the other for strategies and other plug-ins?
Which one do you consider the most suitable for high frequency trading?

2) I understood that if I developed my strategies in pure ADL, then I could somehow (magically) deploy them to a high-performance co-located environment without me having to connect and launch those strategies on the co-located server. Is the same possible with strategies that use C++ API?

3) Can you give me the most crude estimation or point me to some reports about the execution speed that I can expect from your co-located environment in CME for E-mini S&P 500? If my own algo was taking no more than a 1 micro-second to react to a tick (lets imagine), then what would be the latency of a round trip: tick occurring on the exchange, travelling to the co-located server, my algo reacting and issuing an order (1 micro-second), the order travelling to the exchange and getting placed? I know it depends on many factors but could you give me some numbers? (Lets also imagine that I'm using AMP Futures as an FCM)

4) Do you already support back-testing, in particular for strategies that use C++ API? I didn't find anything about it online, but if it's about to be released, are you going to support things like simulating execution delay, limit order fill rates and scenarios?

5) Does the data feed from TT, that I can access through API, provide Time and Sales for E-minis? Specifically, volume and sign of each market order with the corresponding time stamp? If so, what is the resolution of the time stamp, milliseconds, micro or nano-seconds?

Thank you very much in advance,
andrico


 
Best Threads (Most Thanked)
in the last 7 days on futures io
Is anyone actually making money?
184 thanks
Micro account vs Funded account (combine)
52 thanks
Are sharks watching on the other side?
32 thanks
Market profile entries/exits
25 thanks
Spoo-nalysis ES e-mini futures S&P 500
22 thanks
 
(login for full post details)
  #102 (permalink)
Chicago, IL
 
Experience: Master
Platform: X_TRADER, TT
Trading: ES, NQ, ZN, CL, 6E
 
TradingTech's Avatar
 
Posts: 167 since Feb 2016
Thanks: 72 given, 122 received

Hello @andrico,

There's much to discuss here. I can give you some high level answers but you'll be better served speaking with our sales department for detailed answers.

TT Algo SDK has been available for many months and this is the API you would need if you wish to write and deploy your own algos on our co-located servers. https://www.tradingtechnologies.com/trading/apis/

As for backtesting, that's in development now and we'll have that in production later this year.

Yes, latency is incredibly difficult to speak about as there are a myriad of inputs that impact latency. You must speak to our sales team regarding your needs. https://www.tradingtechnologies.com/contact/

If you have any questions about the products or services provided, please send me a Private Message or use the futures.io "Ask Me Anything" thread
Follow me on Twitter Visit my Facebook
The following user says Thank You to TradingTech for this post:
 
(login for full post details)
  #103 (permalink)
Europe
 
Experience: None
Platform: RTP, IRT
Trading: ZB, FGBL
 
Posts: 53 since Apr 2016
Thanks: 53 given, 54 received



TradingTech View Post
Hello @TradingTom,

We have not started any work on footprint / bid-ask volume charts and you should not anticipate seeing these in the TT platform in the next nine months.

Any updates on this?

 
(login for full post details)
  #104 (permalink)
Chicago, IL
 
Experience: Master
Platform: X_TRADER, TT
Trading: ES, NQ, ZN, CL, 6E
 
TradingTech's Avatar
 
Posts: 167 since Feb 2016
Thanks: 72 given, 122 received

No. We do not have footprint on our roadmap at this time.

If you have any questions about the products or services provided, please send me a Private Message or use the futures.io "Ask Me Anything" thread
Follow me on Twitter Visit my Facebook
 
(login for full post details)
  #105 (permalink)
Europe
 
Experience: None
Platform: RTP, IRT
Trading: ZB, FGBL
 
Posts: 53 since Apr 2016
Thanks: 53 given, 54 received


TradingTech View Post
No. We do not have footprint on our roadmap at this time.

No worries, just wanted to ask. And while I'm at it: please consider showing delta (bid-ask market orders) on the VAP column. You already show colored volume bars, so I guess it wouldn't be hard to implement the delta. Thanks.

 
(login for full post details)
  #106 (permalink)
Site Administrator
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 48,916 since Jun 2009
Thanks: 31,588 given, 94,563 received

Hi guys,

This thread is now closed. These days, we reserve AMA threads only for site sponsors.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my Facebook Visit my futures io Trade Journal

Closed Thread

futures io Trading Community Platforms and Indicators > Trading Technologies / Patrick Rooney (Product Manager) - Ask Me Anything (AMA)


July 6, 2018


Upcoming Webinars and Events
 

Every journal equals ten meals for the hungry

Now
     



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts