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

  #1 (permalink)
Just a boy
Auckland, New Zealand
 
Futures Experience: Beginner
Platform: Sierra Chart
Broker/Data: AMP/CQG
Favorite Futures: Whatever moves in my timezone
 
Posts: 1,803 since Sep 2009
Thanks: 3,165 given, 1,371 received

Dealing latency with ZenFire & NT

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.

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  #2 (permalink)
Elite Member
Arkansas
 
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DabaDave's Avatar
 
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Steve,

Could the "timer refresh" setting in the T&S properties contribute to what you are seeing?

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  #3 (permalink)
Just a boy
Auckland, New Zealand
 
Futures Experience: Beginner
Platform: Sierra Chart
Broker/Data: AMP/CQG
Favorite Futures: Whatever moves in my timezone
 
Posts: 1,803 since Sep 2009
Thanks: 3,165 given, 1,371 received


Thx DabaDave.

Good point, but boy the way NT display messages is confusing ....'if disabled, display is updated on each incoming tick'.

So is 'disabled' the True or False flag? Which one??

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  #4 (permalink)
Senior Member
sea side
 
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Posts: 217 since Dec 2009
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sorry for question...
QUOTE
with my PC clock synchronised every two weeks.
UNQUOTE

are you trading on 2 weeks charts ?

P.s. if serious, I'm also interested really understand how much my data and exectution lags behind Chicago.

Krgds,
Andrew

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  #5 (permalink)
Administrator: Retired Backtester
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Rennes France
 
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@steve2222: try a "netstat", and then ping the hosts where the feed is coming from, it might be something like xxx.7ticks.com or xxx.rithmic.com.
Two weeks for NTP update, it's really too much, you should reduce this (I use 5 minutes between 2 NTP updates).
A good friend of mine is trading an european future contract from New Caledonia, not so far from NZ (and there his some NZ routers on his route to Eurex), and the guy is profitable, so your latency might not be a problem...

Success requires no deodorant! (Sun Tzu)
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  #6 (permalink)
Just a boy
Auckland, New Zealand
 
Futures Experience: Beginner
Platform: Sierra Chart
Broker/Data: AMP/CQG
Favorite Futures: Whatever moves in my timezone
 
Posts: 1,803 since Sep 2009
Thanks: 3,165 given, 1,371 received


Andrew View Post
sorry for question...
QUOTE
with my PC clock synchronised every two weeks.
UNQUOTE

are you trading on 2 weeks charts ?

P.s. if serious, I'm also interested really understand how much my data and exectution lags behind Chicago.

Krgds,
Andrew


sam028 View Post
@steve2222: try a "netstat", and then ping the hosts where the feed is coming from, it might be something like xxx.7ticks.com or xxx.rithmic.com.
Two weeks for NTP update, it's really too much, you should reduce this (I use 5 minutes between 2 NTP updates).
A good friend of mine is trading an european future contract from New Caledonia, not so far from NZ (and there his some NZ routers on his route to Eurex), and the guy is profitable, so your latency might not be a problem...

Hi Guys,

Thanks for the replies.

I actually ended up getting my broker in Chicago to call out ticks (trades) over the phone to me and also let me listen to the live radio calls from the pit and this demonstrated I was getting no delay/latency.

So this then pointed to a PC clock issue, and picking up Sam's point, I had changed my PC update to twice daily as I discovered my PC clock was gaining 6 to 8 seconds every two weeks. This seems to have fixed the problem.

Note though that I am still only SIM trading, so what I now know is that I have no latency/delay in RECEIVING data, but I am yet to test the response from the exchange to processing my trade orders. Hopefully it will be ok given the nil latency on incoming data.

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  #7 (permalink)
Senior Member
sea side
 
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@steve2222
if not secret what broker you are using ?
I will find tomorrow simple tweak I've learned (I think on that forum) which allows you to set time update to any period you want suing original Windows tools.
If I will forget pm me !

P.s. Steve, please also note sometimes SIM speed and live differs and sometimes a lot due to different reasons, however good broker/data feed provider will show you best even at sim/demo.

Happy New Year,
Andrew


steve2222 View Post
Hi Guys,

Thanks for the replies.

I actually ended up getting my broker in Chicago to call out ticks (trades) over the phone to me and also let me listen to the live radio calls from the pit and this demonstrated I was getting no delay/latency.

So this then pointed to a PC clock issue, and picking up Sam's point, I had changed my PC update to twice daily as I discovered my PC clock was gaining 6 to 8 seconds every two weeks. This seems to have fixed the problem.

Note though that I am still only SIM trading, so what I now know is that I have no latency/delay in RECEIVING data, but I am yet to test the response from the exchange to processing my trade orders. Hopefully it will be ok given the nil latency on incoming data.


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  #8 (permalink)
Senior Member
sea side
 
Futures Experience: None
Platform: NinjaTrader
 
Posts: 217 since Dec 2009
Thanks: 86 given, 25 received

Sam,

May be I'm wrong, but Eurex seems more "proactive" than Globex, i.e. not even keeping in mind usual channel overload between US and EU, Eurex has more advanced "gate in" as well as it servers technology. Again, may be, I'm wrong, but Eirex and Globex not quite "brothers"
+ I want to try to find opportunity to connect to EU TransAtlantic exchange pro channel instead of just going me own way from my machine to Globex.
(Just as my usual 2 cent and also like joke everyone tells tweaked Mazda 6 is great, but it still sucks when Ferrari drives near, if you want to win race use best tool you can it well add some advantage and not spoil there when you can win, but fail due to issues with your tools)
I've noted "correct data feed" affects a lot not only "live trading", but also historical data, unless you pay attention only to highs/lows and even in that case it still could be issue.
Comments/critics/suggestions are really welcome.

Happy New Year !!!

Krgds,
Andrew


sam028 View Post
@steve2222: try a "netstat", and then ping the hosts where the feed is coming from, it might be something like xxx.7ticks.com or xxx.rithmic.com.
Two weeks for NTP update, it's really too much, you should reduce this (I use 5 minutes between 2 NTP updates).
A good friend of mine is trading an european future contract from New Caledonia, not so far from NZ (and there his some NZ routers on his route to Eurex), and the guy is profitable, so your latency might not be a problem...


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  #9 (permalink)
Just a boy
Auckland, New Zealand
 
Futures Experience: Beginner
Platform: Sierra Chart
Broker/Data: AMP/CQG
Favorite Futures: Whatever moves in my timezone
 
Posts: 1,803 since Sep 2009
Thanks: 3,165 given, 1,371 received


Andrew View Post
@steve2222
if not secret what broker you are using ?
I will find tomorrow simple tweak I've learned (I think on that forum) which allows you to set time update to any period you want suing original Windows tools.
If I will forget pm me !

P.s. Steve, please also note sometimes SIM speed and live differs and sometimes a lot due to different reasons, however good broker/data feed provider will show you best even at sim/demo.

Happy New Year,
Andrew

No secret and I think I have mentioned it elsewhere on this forum anyway - it is AMP Futures - Collin Palmer is my contact.

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  #10 (permalink)
Senior Member
sea side
 
Futures Experience: None
Platform: NinjaTrader
 
Posts: 217 since Dec 2009
Thanks: 86 given, 25 received


Steve,
below is link (by the way that good recommendation is given by Sam) showing how you can keep you PC clock updated.
https://futures.io/traders-hideout/1418-keep-your-pc-clock-synchronized.html
Krgds,
Andrew

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