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

  #71 (permalink)
Trading for Fun
portland, OR
 
Futures Experience: Advanced
Platform: NinjaTrader, TradeStation
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sam028 View Post
@pepelucho: can you please tell us what is your ping from your $60/month VM and the exchange ?
I don't know yet what is an acceptable latency for sclaping bots, the lower the better, but below 5ms might be good enough for most of them.

I posted my pings in an earlier post, they average around 33ms.
Like I said, hardly ever any slippage on 4 TF contracts, sometime my limit target orders don't fill when the price is touched. But over 90% of trades fill exactly to the tick.

And keep in mind that my entries are stop market, so that's pretty respectable.

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  #72 (permalink)
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Big Mike View Post
A lot of things in discretionary trading are done at the software level (platform) not at the exchange, like ATM, or auto-chase. With having your platform only 1ms from the exchange, instead of 100ms or 500ms or wherever you are, you will get far better queue positioning.

Mike

please dont forget the advantage will only apply to the ATM piece and data coming into the platform... the end user still has to deal with the latency from his physical location to the vm location for the screen refreshes.. proximity to the exchange on a vm is best for ATS IMO.. the other advantage is that your uptime/availability will be better than at home... depending on your facilities of course.

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  #73 (permalink)
Elite Member
Germany
 
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steve2222 View Post
I live in NZ and have been trading on SIM via AMP Futures in Chicago.

At this stage I am focusing on the FESX out of Europe.

What I can't test under SIM is what sort of delay there is in me receiving the exchange data in NZ and equally what delay there would be the exchange receiving orders I intiate.

One observation made me think there may be an issue - the FESX starts trading at 8am (Berlin time) and I have my PC on Berlin time zone with my PC clock synchronised every two weeks. What I have noticed is that the first trades each day end up in the T & S window with a time of around 6 seconds past 8am. Now this could be genuine and to do with the processing of the actual orders, or it maybe reflective of some latency in me receiving the signals in NZ.

Is there some way I can test this eg like Pinging ZenFire or the Eurex exchange?

Has anyone else considered this an issue.

I guess I can find out by going live, but I don't want to lose money just due to excessive latency or go through the process of setting up an account and paying NT if latency is an issue.

I have emailed AMP Futures, but a week later I still have no reply.

Be aware that Eurex not everyday starts immediately at 8 on the clock, I myself sometimes was faced by delays between 3, 5 up to 12 min. before data - flow was starting. This is a situation you have to live with.
To have on your PC a correct time what ever happens, you should install the internet based Dimension 4
on Thinking Man Software - Dimension 4 v5.0 This software is easy to install, has nearly all features you dream of and is configurable in any direction as well as connectabe to nearly any atomic clock around the world to get the time kick. Because I handle charts of CL, GC an TF only I have adjusted it to university clock chicago, updating intervall 10 s ! This clock automaticly adjusts also summer / wintertime when ' maximum time correction ' is adjusted to 65' e. g. more than 60' / 1 h.
What I think, is, that it should be mandatory to be shure to have always the correct time on the PC, to enable it to have precise time stamps to your data at all time.
I use this clock a lot of years already, I like it, it is really helpfull and reliable.
Best regards
Klaus Köln Germany

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  #74 (permalink)
Elite Member
Toronto, Ontario
 
Futures Experience: Advanced
Platform: NinjaTrader, Multicharts
Broker/Data: IB, IQfeed
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Snoop's Avatar
 
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I don't really see the purpose of co-locating for discretionary trading - you're still limited by the speed of your local machines' chart refresh.
I am happy that I'm in a populated center and I get decent speed: < 30ms.
You guys must be too young to remember the phone trading days - you'd call your broker, and if you were lucky he'd call the floor before he'd finish eating his sandwich!

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  #75 (permalink)
Market Wizard
Boca Raton
 
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Those were also the first days of online trading. You execute online, the clerk was looking at your order then picking up the phone and calling the floor.

PM with any questions about optimusfutures (800) 771-6748 (561) 367 8686. THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES TRADING.
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  #76 (permalink)
Elite Member
London,Ontario,Canada
 
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Steve

Network latency from nz to europe or the usa is typically in the 250millisecond range.
Nothing can make it faster. It simply the speed of llight thru copper/glass.
This should noot be something you are concerned with.
Just ensure your trading method/timeframe is built to suit where you live/trade from.
Other issues such as queue depth, exhange / broker processing will all cause variations in execution.

Scalping to the second is folly for most home traders.

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  #77 (permalink)
 Vendor: www.rithmic.com 
New York
 
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latency

if you trade on a rithmic system (zen-fire, optimus, vision, ...) you can run r | trader and in it is a ping feature. by using the ping feature you can the know round trip time from your desktop to the rithmic system on which you trade and back.

If you have any questions about Rithmic, please send me a Private Message

Last edited by Big Mike; December 24th, 2010 at 12:22 AM.
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  #78 (permalink)
Market Wizard
Boca Raton
 
Futures Experience: Advanced
Platform: Variety
Broker/Data: Optimus Futures, LLC
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rithmic View Post
if you trade on a rithmic system (zen-fire, optimus, vision, ...) you can run r | trader and in it is a ping feature. by using the ping feature you can the know round trip time from your desktop to the rithmic system on which you trade and back.

Good to see you here Rithmic! I look forward to a long and prosperous year with you.
Your R-Trader has proven to be one of the best tools for risk management in our IB!

Matt

PM with any questions about optimusfutures (800) 771-6748 (561) 367 8686. THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES TRADING.
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  #79 (permalink)
Just starting out...
tamil nadu
 
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Platform: multichart
Favorite Futures: currency
 
Posts: 1 since Apr 2011
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hi
i tried ping test here

whoisxy.com
my results are
Pinging google.com [74.125.224.81] with 32 bytes of data:
Reply from 74.125.224.81: bytes=32 time=22ms TTL=52
Reply from 74.125.224.81: bytes=32 time=22ms TTL=52
Reply from 74.125.224.81: bytes=32 time=20ms TTL=52
Reply from 74.125.224.81: bytes=32 time=20ms TTL=52
Ping statistics for 74.125.224.81:
Packets: Sent = 4, Received = 4, Lost = 0 (0% loss),
Approximate round trip times in milli-seconds:
Minimum = 20ms, Maximum = 22ms, Average = 21ms

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  #80 (permalink)
Trading Apprentice
Calgary, Alberta
 
Futures Experience: Advanced
Platform: SR, TWS
Favorite Futures: CL, GC
 
Posts: 29 since Jan 2012
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in regards to co-locating / VM's / remote desktop's on leased servers is there not added latency in connecting to the other server? To explain myself: I am located in Alberta, Canada. My response time to the Chicago area appears to be around 45ms. If I lease a server in Chicago that has a 5ms response to the exhange but connect to it remotely, will i not increase my latency as i would now be 45ms to that server than 5 to the exchange? let me know if this makes sense...

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