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

  #81 (permalink)
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loonietrader View Post
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...

it will - because remote desktop like connectivities always have an overhead and add latency.

It still means though that your automatic system parts (stop loss, trailing stops etc.) execute 5ms from the exchange. Depending how automated you are this can be a signiicant diference in better executions. And it also means hiher uptime because your machine is in a data center not your home end - power failures, line down situations should be a lot more rare there.

But at the end, moving closer to the exchange makes only sense for autoamted trading - note that I dont explicitely mean ATS (automated trade systems) - every decent platform has automated parts like trailing stops and those will be in the market faster.

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  #82 (permalink)
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I think it's not that simple.
Their is the latency but also the bandwidth, and the power of the end user PC.
Let's say the end user is 45ms from the exchange, but need 500 kb of market data to compute and generate a signal, or draw a bar. It might easily take 500ms for this PC to get all the needed data, compute them, and then display it on the user screen.
With a remote machine, without enough cpu power, a 100mb/s, and 1ms from the exchange (this is what I have myself), the job can be done in, let's say, less than 100ms. With the RDP overhead, with is relatively light, it can be faster, in this example.
What I can see with my VPS users, there are far away from the exchange (in Asia or Europe), or have a "not so good" Internet connections (it's always very fun to lose Internet when your in position, and when your stop is defined and managed by your own PC ), or people who use 100% automated systems.
The only performance issue I can see, due to the latency, is for traders who only use market orders for entries and for exits (no ATM at all), or people who needs a lot of charts with very small timeframes, on multiples screens. I use my own VPS with 3 screens, and it works fine, but I assume that with more with 4 screens full of changing charts, the bandwidth used by the RDP might be too high (but never tested, that's a theory). That's logical: RDP is just send the changes which occurs on the remote screen: if this one has a lot of pixels to refresh, it might be slow.
Then, a good compromise is to have the big charts running from the user PC, and few DOMs for the instruments traded on the VPS itself.


NetTecture View Post
it will - because remote desktop like connectivities always have an overhead and add latency.

It still means though that your automatic system parts (stop loss, trailing stops etc.) execute 5ms from the exchange. Depending how automated you are this can be a signiicant diference in better executions. And it also means hiher uptime because your machine is in a data center not your home end - power failures, line down situations should be a lot more rare there.

But at the end, moving closer to the exchange makes only sense for autoamted trading - note that I dont explicitely mean ATS (automated trade systems) - every decent platform has automated parts like trailing stops and those will be in the market faster.

edit: just for fun, bandwidth/ping from my VPS
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Last edited by sam028; January 23rd, 2012 at 12:24 PM.
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  #83 (permalink)
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sam028 View Post
edit: just for fun, bandwidth/ping from my VPS
Attachment 60343

Edit: Found all the info from one of your VPS thread.


Last edited by kalalex; March 24th, 2012 at 07:40 PM.
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  #84 (permalink)
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Why are you still wondering about zenfire - it is add on to rithmic

Why are you still wondering about zenfire - it is add on to rithmic. All questions answered For some reason people just get comfortable and with a brand and stop looking for the truth. Read my other post, I provided direct CME exchange certified connections and Mirus/Zenfire is not on it. Rithmic is listed. You guys need to cut the fat and go to rithmic directly. This is not a paid endorsement of mattz of optimus I can not believe you guys are still falling for this Mirus marketing BS.

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  #85 (permalink)
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MooneyNYG View Post
Why are you still wondering about zenfire - it is add on to rithmic. All questions answered For some reason people just get comfortable and with a brand and stop looking for the truth. Read my other post, I provided direct CME exchange certified connections and Mirus/Zenfire is not on it. Rithmic is listed. You guys need to cut the fat and go to rithmic directly. This is not a paid endorsement of mattz of optimus I can not believe you guys are still falling for this Mirus marketing BS.

Your point has been made several times over. Stop posting the same review over and over, as it seems you are trolling or are doing this for self-promotion if you continued -- neither of which are allowed here.

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  #86 (permalink)
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Mike, FYI, if not this "trolling" post I would have found this information re Zen I don't know when. Most people, including me, don't have capacity to read everything posted on the forum, so I believe there's nothing wrong in repeating information already existing in other threads as long as it's relevant to the topic. So I'm grateful to MooneyNYG for that post.

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  #87 (permalink)
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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

Has anyone tested this and does it help at all for trading purposes?

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  #88 (permalink)
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Futures Operator View Post
Has anyone tested this and does it help at all for trading purposes?

The safer is to change TcpAckFrequency and TCPnodelay values in the registery, no need to launch an .exe.
The gain would be visible if you already have an high latency, like 300ms from Australia to Chicago. Below 100ms, I don't think the difference will be visible.

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  #89 (permalink)
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sam028 View Post
The safer is to change TcpAckFrequency and TCPnodelay values in the registery, no need to launch an .exe.
The gain would be visible if you already have an high latency, like 300ms from Australia to Chicago. Below 100ms, I don't think the difference will be visible.

How would you change these settings, and to what? Are there any other downsides?

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Futures Operator View Post
How would you change these settings, and to what? Are there any other downsides?

TCPnodelay won't help a lot, it's only useful for very small packets (see Nagle's algorithm - Wikipedia, the free encyclopedia).
TcpAckFrequency allow acknowledging immediatly all incoming TCP segments, in all cases (instead of waiting a bit for another packet).
I don't think both parameters could help, it may only "look" faster.
All these can be changed in the registry.

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