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

  #41 (permalink)
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No problem Andrew.
Yes, I think it's not possible to change the latency from you home workstation and the exchange, going through internet, so the idea was "don't spend too much time on this, it's impossible". But you had the message, so it's ok .
About stuff used by pros, I can't go too deeply in details (have signed some NDA), but the idea is that some institution can go in very small details for having the smallest possible latencies between their bots machines and the exchange. These details can be build specific network cards, specific network protocols between bots and the servers which receive orders, etc, etc.
I suppose Paris have direct cables to US Exchange, but what I've seen is if the bots of a big european institution is trading on US exchanges, the servers hosting the bots are in the US too, as close as possible from the Exchange servers...



Andrew View Post
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


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  #42 (permalink)
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Sam,

Thank you.

But I did already some tweak of TCP and it helped already, not dramatically, but improvements are seen about 5%
Anyway step by step...you know
That's why I eager to know more info on that.
I saw some your posts where you've mentioned some IT tricks, so I thought you know something about that too.

Clear about NDA.
I have a few simple questions :
1)
- do you know frontend better than, say, TT (X Trader)
*a - for execution
*b - for charting
*c - for anything useful at your opinion
?
(also still not clear is TT info that their frontend used by major trading big boys are not true as per your words ?)
2)
- do you know data feed better than TT data feed
?

Thank you in advance for your reply.
Krgds,
Andrew


sam028 View Post
No problem Andrew.
Yes, I think it's not possible to change the latency from you home workstation and the exchange, going through internet, so the idea was "don't spend too much time on this, it's impossible". But you had the message, so it's ok .
About stuff used by pros, I can't go too deeply in details (have signed some NDA), but the idea is that some institution can go in very small details for having the smallest possible latencies between their bots machines and the exchange. These details can be build specific network cards, specific network protocols between bots and the servers which receive orders, etc, etc.
I suppose Paris have direct cables to US Exchange, but what I've seen is if the bots of a big european institution is trading on US exchanges, the servers hosting the bots are in the US too, as close as possible from the Exchange servers...


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  #43 (permalink)
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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.

Beat me to it. Also the speed of light through glass is only about 2/3rd the speed of light through vacuum. (They 'dope' the glass t try and improve things but it is significantly slower). This is before you add the latency for local loop and ISP, broker infrastructure etc. Once you add the constants for getting on and off the highway distance is the limiting factor.

One way around things is use exchange held orders, limit, stop, MiT etc. Or trade markets that don't go limit up/down in quarter of a second

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  #44 (permalink)
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Andrew View Post
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

I'd give it a try.

Leatrix Latency Fix : WoWInterface Downloads : WoW Tools & Utilities

This is a quick and easy 'fix' it script for Tcp acknowledge frequency (the biggest likely 'culprit' especially if latency is high already) there is also a decent explanation for dummies. There is a script to undo it too. It's for world of warcraft but gamers take there latency far more seriously than traders

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  #45 (permalink)
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Nick,

Thank you I will try it.
I've heard that gamers are just number 1 far ahead of traders in all that things.
If you know any other solutions for CPU/RAM/Vista optimization which use gamers would be great to know about it.

P.s. however don't know what to do again with my Vista, yesterday got boot time increased 5 times longer than usual 15-20 seconds
Nothing did before that, just started machine and got that, spent whole day, still don't know why it happened and how to fix that back

Krgds,
Andrew


NickA View Post
I'd give it a try.

Leatrix Latency Fix : WoWInterface Downloads : WoW Tools & Utilities

This is a quick and easy 'fix' it script for Tcp acknowledge frequency (the biggest likely 'culprit' especially if latency is high already) there is also a decent explanation for dummies. There is a script to undo it too. It's for world of warcraft but gamers take there latency far more seriously than traders


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  #46 (permalink)
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Guys .. just be careful, and re-read Sam's and my posts.
You cannot do anything to fix latency... it's a physical location/distance thing that can never ever be fixed by tweaking some registry setting.

All these tuning tools do is adjust how much data is sent per window, and how quickly your TCP stack will recover if there's an error on the line. That's it.

They can't help in a pure trading/order entry environment, as you need several iterations over the wire to place an order, and each iteration will get hit by that latency.
That is why people that depend on low latency for their trading style (such as HFT) put their equipment right at the exchange, or very close to it.

That said, Tuning "may" help other things, such as speeding historical chart data when loading a new chart, and any other larger transfer.

But be careful with any tuning hack, and make sure you have a solid reproducible test case you can try before/after. Just using gut feel doesn't mean a thing.

Sorry if I sound negative here .. but I've seen many people go down this path to a very bad end, sometimes having to rebuild their PC's.... or not understanding why other programs on their computer now act oddly. The defaults, especially with Vista and Win7 are very good.
They all think there's something wrong with their PC, program or their ISP, but it all just comes down to physics.

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  #47 (permalink)
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BTW, there are some practical things you can do to minimize latency that haven't been discussed here.

- Don't run torrents in the background.
- Don't play streaming music or videos from the web in the background.
- Don't run CPU intensive applications (ie: backtesting, Virtual Machine host, etc) in the background.

Personally, with exception to item #1, I wouldn't worry about it. This falls in the "quicker/faster is better" camp, where everything is about being first. It's a dangerous game thinking first is better.

Mike

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  #48 (permalink)
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Zoltran,

I really appreciate your advice, it's really important.
But all I'm looking for is like "Tune Up Utilities", try install it on your machine and you will see what I'm looking for. (Vista after that like day and night)
The same simple things I look for TCP, that's all
I know that better solution is to got 4-6-8 core processor, sit at exchange building, but while I don't have it, I'm just trying to make things better as I can.
Therefore I'm asking for advices regarding that.

P.s. I know that even best machines, for example, were overclocked, so same things also done with TCP.

I know that pro is far away ahead, but what...just look on them without trying to upgrade yourself ?

Krgds,
Andrew

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  #49 (permalink)
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Mike,

Thank you, I do not do things described by you.
I'm in camp "do things run reliable and fast" and trying to comply with that, accordingly looking for advices regarding that and learning how to do that properly.

Krgds,
Andrew


Big Mike View Post
BTW, there are some practical things you can do to minimize latency that haven't been discussed here.

- Don't run torrents in the background.
- Don't play streaming music or videos from the web in the background.
- Don't run CPU intensive applications (ie: backtesting, Virtual Machine host, etc) in the background.

Personally, with exception to item #1, I wouldn't worry about it. This falls in the "quicker/faster is better" camp, where everything is about being first. It's a dangerous game thinking first is better.

Mike


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  #50 (permalink)
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BTW,
below is example

http://www.microsoft.com/windows/using/tools/igd/results.mspx

even microsoft acknowledge and advice that some "tweaks" could be done.

the problem is that I'm not IT pro and that stuff requires for me more time and knowledge, however I'm learning and going further

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