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


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

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  #101 (permalink)
andrico
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

 
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  #102 (permalink)
 TradingTech 
Chicago, IL
 
Experience: Master
Platform: X_TRADER, TT
Trading: ES, NQ, ZN, CL, 6E
 
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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
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  #103 (permalink)
 Alexander Savin 
Europe
 
Experience: None
Platform: RTP, IRT
Trading: ZB, FGBL
 
Posts: 53 since Apr 2016
Thanks: 53 given, 55 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?

 
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  #104 (permalink)
 TradingTech 
Chicago, IL
 
Experience: Master
Platform: X_TRADER, TT
Trading: ES, NQ, ZN, CL, 6E
 
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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
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  #105 (permalink)
 Alexander Savin 
Europe
 
Experience: None
Platform: RTP, IRT
Trading: ZB, FGBL
 
Posts: 53 since Apr 2016
Thanks: 53 given, 55 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.

 
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  #106 (permalink)
 Big Mike 
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
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Trading: Futures & Crypto
 
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Hi guys,

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

Mike

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