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Dealing latency with ZenFire & NT
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Dealing latency with ZenFire & NT

  #31 (permalink)
Just a boy
Auckland, New Zealand
 
Futures Experience: Beginner
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vast View Post
Hi Steve
Trade live, but I usually use limit orders.
I am unsure if it has any any effect at all as this is all that I am used to.
I would prefer it to be faster though.
Regards

Thanks Vast,

You are probably aware of this, but I read somewhere where NT/Zenfire does not hold all order types at the exchange. Instead some are held on NT and only sent to the exchange when price triggers on NT. So in these cases round trip latency could have an effect, especially if you are trading something fast like CL.

I think normal limit orders are held at the exchange/Zenfire, but if you are using ATM with say a OCO profit target and stop loss target, then I think these maybe held in NT on your computer.

I am sure I read this on futures.io (formerly BMT) somewhere.

Oh and PS: good to see the Kiwis can beat the Aussies at something - 224ms vs 260ms latency

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  #32 (permalink)
Elite Member
Australia
 
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vast's Avatar
 
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Now Steve we will keep the Nation rivalry out of it. I mean really you are a State of Australia anyway. lol
Interesting thoughts though on the handling of orders. It may be the case.
Was in NZ last year and had a great time. Sth Island is majestic.
Take care

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  #33 (permalink)
Senior Member
sea side
 
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Zoltran,

Agree with you 100 %
I've heard that some tweaks can be done in Windows register which can make ping speed about 30 % faster.
Keeping in mind your IT background do you know that by chance or can investigate ?

Krgds,
Andrew


zoltran View Post
Hi Guys
In my other life I'm a Network Architect, and I have designed/supported many sites in the Asian timezones from North America.
200-275ms round trip ping times between NZ and Chicago is typical. There is little that can be done to improve that.
It's not a matter of speed, it's simply the time it takes light/electrons to travel that distance thru copper or glass. ... The latency would be similar on a large dedicated circuit vs the Internet.

Who'd-a-thunk we'd be dealing with limitations in the speed of light in our day and age, eh?

So.. you are going to be at least 1 second behind the exchanges...
250ms to deliver the chart/quote data
250ms to send the order
250ms to acknowledge the order
250ms to ... whatever ....

250ms is 1/4 of a second..It doesn't take many interactions to really start to add up.
Probably not well suited to any trading styles that require sub-second interactions.


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  #34 (permalink)
Elite Member
London,Ontario,Canada
 
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I'm afraid that's a myth.
There is nothing you can tune that will make ping times better.


TCP/IP is a connection oriented protocol. A client and server will send a burst of data and then wait for the other side to confirm receipt.
This 'burst' is called a 'window' in TCP terms, and will typically vary from 17-64KBytes.
This can be a problem on high latency connection as you can end up spending a long time waiting for that receipt before sending more data.
This problem gets worse the faster the connection.

The tools you're thinking about tune how much data is sent in each window, so they may help with downloads, and perhaps when delivering historical data when you open a new chart.

But nothing can reduce the latency, other than a straighter/shorter path.
Pure physics..

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  #35 (permalink)
Senior Member
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Zoltran,
Thank you.
Do you know and can suggest/advise any reliable tool I'm looking for ?
Also can give your opinion about below
In
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters\Interfaces
create
DWORD with value 1 and text "
TcpAckFrequency"

In
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\MSMQ\Parameters
create
DWORD with value 1 and text "
TCPNoDelay"

Is above good or bad idea ?
What do you think ?

P.s. for Windows Vista ?

Krgds,
Andrew



zoltran View Post
I'm afraid that's a myth.
There is nothing you can tune that will make ping times better.


TCP/IP is a connection oriented protocol. A client and server will send a burst of data and then wait for the other side to confirm receipt.
This 'burst' is called a 'window' in TCP terms, and will typically vary from 17-64KBytes.
This can be a problem on high latency connection as you can end up spending a long time waiting for that receipt before sending more data.
This problem gets worse the faster the connection.

The tools you're thinking about tune how much data is sent in each window, so they may help with downloads, and perhaps when delivering historical data when you open a new chart.

But nothing can reduce the latency, other than a straighter/shorter path.
Pure physics..


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  #36 (permalink)
Elite Member
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personally,I'd leave them alone.

Tuning parms like this will only affect longer flows that transfer a lot of data, as they effectively increase the amount of data sent before the sender pauses and waits for an ack. But ..in this case, only you are setting them.. and ideally you want to see it on the server too.

Tuning cannot help latency sensitive applications...

If there was a silver bullet I'd tell you... ;-P

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  #37 (permalink)
Senior Member
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Zoltran,

Thank you.
Just for good orders sake...I'm not arguing with you, I'm discussing, asking for advice.
I'm heard about such prog as CFOS, but not tried that yet.
Seems that prog can reserve channel for special needs as well as special IPs.
I do not using any voice and video chats, so for example I don't need channel optimized for that.
cFos Software GmbH
Can you please advise your opinion about that (Germans usually do good and reliable things)
Also question about CPU, how I can test and in case needed fine tune that ?
All runs fast, but seems I got some "bug" there ?

Krgds,
Andrew


zoltran View Post
personally,I'd leave them alone.

Tuning parms like this will only affect longer flows that transfer a lot of data, as they effectively increase the amount of data sent before the sender pauses and waits for an ack. But ..in this case, only you are setting them.. and ideally you want to see it on the server too.

Tuning cannot help latency sensitive applications...

If there was a silver bullet I'd tell you... ;-P


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  #38 (permalink)
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Andrew, no matter how well tuned is your TCP stack on your PC, 95% of the latency is not under your control: the dozens of routers/links between you and the destination host.
For some specific pro trading applications and bots, some specific hardware and fine TCP/UDP tuning is done (or specific hardware/drivers are designed), and it's useful in HFT, but the guys have some direct links to the exchanges, which is not the case here...

Success requires no deodorant! (Sun Tzu)
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  #39 (permalink)
Senior Member
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Sam,

If all respect to you I see 2 reply from you which tell "stop do that and that".
Thank you for warning, but I'm looking for info not warnings.
+ your last reply regarding institutional softwares, datafeeds was great insight, but no any reply to questions posted on that.
I do not intend to offend you, I treat info from you very useful, but I need info, not warnings.
That is very interesting also
QUOTE
For some specific pro trading applications and bots, some specific hardware and fine TCP/UDP tuning is done (or specific hardware/drivers are designed)
UNQUOTE

Can you please provide more specific info apart common phrases.

Repeat, I do not offend you, I just want to say I need info, warnings I know on my own perfectly.

P.s. Sam are you "connected" ? I do not remember seems in Paris exists (apart from 4 other EU cities) direct transatlantic cable to US exchanges

Krgds,
Andrew


sam028 View Post
Andrew, no matter how well tuned is your TCP stack on your PC, 95% of the latency is not under your control: the dozens of routers/links between you and the destination host.
For some specific pro trading applications and bots, some specific hardware and fine TCP/UDP tuning is done (or specific hardware/drivers are designed), and it's useful in HFT, but the guys have some direct links to the exchanges, which is not the case here...


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  #40 (permalink)
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Just to day got on my email a few articles about High Frequency Trading (HFT)

posting here just as info about HFT

Breaking it Down: An Overview of High-Frequency Trading by Advanced Trading

High-Frequency Trading Shops Play the Colocation Game by Advanced Trading

Naked Access Attracts High-Frequency Traders, Gets Regulators’ Attention by Advanced Trading

and the last, but not least

http://advancedtrading.com/algorithms/showArticle.jhtml?articleID=217200203

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