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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)

  #31 (permalink)
mpxtreme
New York
 
Posts: 52 since Dec 2013
Thanks Given: 2
Thanks Received: 45

Hi Pat,

What's the latest on...

a) trade is take/hit
b) the new Analytics Block
c) the desktop version of new TT

Any details appreciated.

Thanks


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  #32 (permalink)
 
TradingTech's Avatar
 TradingTech 
Chicago, IL
 
Experience: Master
Platform: X_TRADER, TT
Trading: ES, NQ, ZN, CL, 6E
Posts: 167 since Feb 2016
Thanks Given: 72
Thanks Received: 122

Thanks for the questions @mpxtreme.
a) trade is a take/hit
>> This can already be determined in ADL
b) the new Analytics block
>> Still on hold. No target.
c) the desktop version of new TT
>> Q1 target. Work is nearly complete and we will roll it out to a very small, select, group of beta customers for production testing next month.

@trading_Tech

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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  #33 (permalink)
mpxtreme
New York
 
Posts: 52 since Dec 2013
Thanks Given: 2
Thanks Received: 45



TradingTech View Post
Thanks for the questions @mpxtreme.
a) trade is a take/hit
>> This can already be determined in ADL
b) the new Analytics block
>> Still on hold. No target.
c) the desktop version of new TT
>> Q1 target. Work is nearly complete and we will roll it out to a very small, select, group of beta customers for production testing next month.

@trading_Tech

I do not see Trade is Take/Hit in the new TT ADL Msg Info Extractor Block nor the Value Extractor block.
Are you saying this is available in the subscribed live version of the new platform but not in the free delayed demo environment accounts?

Thanks

  #34 (permalink)
 
TradingTech's Avatar
 TradingTech 
Chicago, IL
 
Experience: Master
Platform: X_TRADER, TT
Trading: ES, NQ, ZN, CL, 6E
Posts: 167 since Feb 2016
Thanks Given: 72
Thanks Received: 122

Sorry, I jumped the gun. The work is complete but is still being tested so it should be production released in the coming weeks.

@trading_Tech

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
  #35 (permalink)
mpxtreme
New York
 
Posts: 52 since Dec 2013
Thanks Given: 2
Thanks Received: 45


TradingTech View Post
Sorry, I jumped the gun. The work is complete but is still being tested so it should be production released in the coming weeks.

@trading_Tech



Another question...a very important one actually, which will determine if I'm going to rely on ADL... before spending the next several months in development scratching my head.

In the live subscribed accounts of new TT ADL... is TT transmitting the CME MDP 3.0 data protocol as sent by the CME with the "aggressor" side of trade execution reporting?

Thanks

  #36 (permalink)
 
TradingTech's Avatar
 TradingTech 
Chicago, IL
 
Experience: Master
Platform: X_TRADER, TT
Trading: ES, NQ, ZN, CL, 6E
Posts: 167 since Feb 2016
Thanks Given: 72
Thanks Received: 122

" ...is TT transmitting the CME MDP 3.0 data protocol as sent by the CME with the "aggressor" side of trade execution reporting? "

We are using CME MDP 3.0 however the aggressor tag is not passed in ADL.

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
  #37 (permalink)
mpxtreme
New York
 
Posts: 52 since Dec 2013
Thanks Given: 2
Thanks Received: 45


TradingTech View Post
" ...is TT transmitting the CME MDP 3.0 data protocol as sent by the CME with the "aggressor" side of trade execution reporting? "

We are using CME MDP 3.0 however the aggressor tag is not passed in ADL.

Thanks for the clarification.

In relation to execution and tick to trade latency, is the new TT data feed non-coalesced since it is now provided by TT directly instead of AMP's X Trader/ADL solution which is coalesced data?

It doesn't make much sense reacting to stale quotes using ADL if execution is a major part of and greatly effects your alpha in the latter solution.

Details appreciated on that new TT data feed architecture.We know that no 2 markets transmit in the exact same way.

Thanks

Thanked by:
  #38 (permalink)
 
TradingTech's Avatar
 TradingTech 
Chicago, IL
 
Experience: Master
Platform: X_TRADER, TT
Trading: ES, NQ, ZN, CL, 6E
Posts: 167 since Feb 2016
Thanks Given: 72
Thanks Received: 122

Hello @mpxtreme. The data stream in and out of the TT algo engine is non-coalesced.

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
  #39 (permalink)
 bmtrader333 
Greensboro, NC, USA
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES, NQ
Posts: 12 since Jan 2012
Thanks Given: 1
Thanks Received: 5

I'm interested to know when TT's patent for the static DOM expires. I've done a few searches on google, but I'm not turning up any results that list an expiration date.

Can you tell me when TT's patent for the static DOM is supposed to expire?

  #40 (permalink)
 
TradingTech's Avatar
 TradingTech 
Chicago, IL
 
Experience: Master
Platform: X_TRADER, TT
Trading: ES, NQ, ZN, CL, 6E
Posts: 167 since Feb 2016
Thanks Given: 72
Thanks Received: 122


We have several patents related to the static DOM and the key areas are not up for review for several years.

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

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