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Setup Dedicated Machine Chicago - My experience
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Setup Dedicated Machine Chicago - My experience

  #31 (permalink)
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Thanks for the valuable info! Seems like you've created a really great setup with the best of all options.

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  #32 (permalink)
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Thanks for the useful info. Here are some random thoughts, in no particular order.

1. I would love to do this, but I have a Linux VM running loads of analytics and my strategies access my shared drive regularly to pick up data. I could transfer this to a co-located Linux VM, of course.

2. Comparing dedicated and VM, there is one other factor, and that is that a VM can be more reliable than dedicated if it can easily float round hardware.

3. My ping times are also around 100-120 ms. I think the Atlantic sticks about 70-80 on. I have tested fill times, and generally they're fine. Typically 130-300ms assuming you don't go in a queue at the exchange.

4. I could easily be convinced, but at the moment I'm not, that 1ms to the broker's servers makes much difference compared to 50 or 100ms. Sure, you may be getting ahead in some queue, but I figure the queue goes

a) the big banks and small professional companies
b) automated retail traders colocated
c) automated retail traders non-colocated
d) retail.

Since you're already in c) I'm not sure b) helps so much, since c) is so few people anyway. Still, it can't do any harm (I do mostly limit anyway so it's even less of a deal to me)

5. I *think* Zen have a European server for executing on e.g. Eurex, but I'd like to know for sure. As you say, going to the US first is silly.

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  #33 (permalink)
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Xeno View Post
Thanks for the useful info. Here are some random thoughts, in no particular order.

1. I would love to do this, but I have a Linux VM running loads of analytics and my strategies access my shared drive regularly to pick up data. I could transfer this to a co-located Linux VM, of course.

2. Comparing dedicated and VM, there is one other factor, and that is that a VM can be more reliable than dedicated if it can easily float round hardware.

3. My ping times are also around 100-120 ms. I think the Atlantic sticks about 70-80 on. I have tested fill times, and generally they're fine. Typically 130-300ms assuming you don't go in a queue at the exchange.

4. I could easily be convinced, but at the moment I'm not, that 1ms to the broker's servers makes much difference compared to 50 or 100ms. Sure, you may be getting ahead in some queue, but I figure the queue goes

a) the big banks and small professional companies
b) automated retail traders colocated
c) automated retail traders non-colocated
d) retail.

Since you're already in c) I'm not sure b) helps so much, since c) is so few people anyway. Still, it can't do any harm (I do mostly limit anyway so it's even less of a deal to me)

5. I *think* Zen have a European server for executing on e.g. Eurex, but I'd like to know for sure. As you say, going to the US first is silly.

Xeno thanks for your thoughts on this. I think it depends on each persons situation on whether this is beneficial. As far as dedicated vs VM. I don't think all VM's are bad but problem is someone else on the shared server could do something to bring entire machine down. So you have to get a host that does not overload the server with to many virtual machines. Even then someone on the server could still create a problem so I personally just feel better about dedicated even though the cost is higher.

It is debatable if lower latency produces better fills as it is hard to measure. But like you said it can't hurt and missed trades or to much slippage can cause problems with my probabilities so any edge I can get I will take. Sub 1ms gives me warm fuzzies.

A real advantage is redundant internet connections, power backup etc... I had redundant connections in my home with a dual wan router that would switch to another connection if one went down. But never quite worked as advertised. I also had power backup but not at generator level.

I went this route for multiple reasons but those reasons may not benefit everyone.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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  #34 (permalink)
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liquidcci View Post
Xeno thanks for your thoughts on this. I think it depends on each persons situation on whether this is beneficial. As far as dedicated vs VM. I don't think all VM's are bad but problem is someone else on the shared server could do something to bring entire machine down. So you have to get a host that does not overload the server with to many virtual machines. Even then someone on the server could still create a problem so I personally just feel better about dedicated even though the cost is higher.

Yes, I agree, although I do think it's quite advanced now in that you can get VMs that have guaranteed mem/cpu amounts. Also, if it starts to go wrong in some way, it automatically switches to different hardware (is that what cloud is called these days? I'm a bit out of touch...) If your dedicated server had, say, a mem failure, how long would it be before you were up again?

There's not much in it really, and I can certainly see why dedicated seems good.

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  #35 (permalink)
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Xeno View Post
Yes, I agree, although I do think it's quite advanced now in that you can get VMs that have guaranteed mem/cpu amounts. Also, if it starts to go wrong in some way, it automatically switches to different hardware (is that what cloud is called these days? I'm a bit out of touch...) If your dedicated server had, say, a mem failure, how long would it be before you were up again?

There's not much in it really, and I can certainly see why dedicated seems good.

Yes that is essentially the cloud. I have used cloud type situations for web hosting and you do get problems with it because of the shared nature. Even though you get your own mem and cpu amounts an individual could bring the whole server down. As far as a cloud situation where you have server clusters that when one fails you roll to another I have found they have horrible latency and do have downtime.

In reference to co-location. The server I have is not classified as co-located. But it is housed in same building as co-located stuff. The exchanges have matching engines in the building where my dedicated server sits. I am not sure but I think only difference in co-located would be providing my own personal server and have them place it in building. However, I am not sure if by doing that it gets me any closer to those matching engines. It might but with sub 1ms speeds I must be pretty close.

If had a mem failure on a dedicated machine my guess is a few hours. But I should be alerted within a few minutes of that happening so I would just switch to my home machine until they fixed it so would be minimal downtime. I keep my home machine for backtesting and as a backup system.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."

Last edited by liquidcci; June 28th, 2011 at 07:19 PM.
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  #36 (permalink)
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Update 7/1

Update 7/1
After 3 weeks with my dedicated server everything has worked flawlessly. I realize 3 weeks is a short time frame to update and will update further out as well. The 1ms latency has already made a difference on my fills. The server is stable with no downtime at all. Running NT on the atom d510 processor does not seem to tax the system and my processor is only being taxed at 5% to 10%. NT opens slower than on my much more powerful home machine. But in real world application with a few charts running it runs perfectly with no lag or freezes.

(To see my complete detailed information on my dedicated server please see first post in this thread)

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."

Last edited by liquidcci; July 1st, 2011 at 04:25 PM.
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  #37 (permalink)
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srgtroy View Post
Did you mention what broker you are using?

This is an intriguing solution. However, i use Interactive Brokers and I wonder if their security mechanism which requires you to input additional codes that change every time you log on would be a problem?

I use an Interactive Brokers Financial Advisor account on a dedicated server and all I have to do each day is to log into the server by RDP and boot up TWS and input the security codes from the card, Simple.

I don't use NT for automated trading, but use Sierra Chart on the dedicated server, which makes NT seem slow and clunky. I can run many instances of SC on the server whereas you can only run one instance of NT on a server, which is very limiting.

Another advantage of SC over NT in this environment is that you only need to deploy a DLL onto the server, which is already encrypted as it is compiled C++ so there is no need to store scripts on the server at all. C++ is also faster than C#.

This setup allows me to trade different accounts at the same time, from the same strategy, and is blazingly fast and reliable.

David

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  #38 (permalink)
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David View Post
I use an Interactive Brokers Financial Advisor account on a dedicated server and all I have to do each day is to log into the server by RDP and boot up TWS and input the security codes from the card, Simple.

I don't use NT for automated trading, but use Sierra Chart on the dedicated server, which makes NT seem slow and clunky. I can run many instances of SC on the server whereas you can only run one instance of NT on a server, which is very limiting.

Another advantage of SC over NT in this environment is that you only need to deploy a DLL onto the server, which is already encrypted as it is compiled C++ so there is no need to store scripts on the server at all. C++ is also faster than C#.

This setup allows me to trade different accounts at the same time, from the same strategy, and is blazingly fast and reliable.

David

I don't find NT7 slow. 6.5 was clunky but 7.0 is not imo at least for how I run it. By no means is it perfect though. I do not use Interactive Brokers because they filter ticks. I use a rithmic feed which is unfiltered,fast, and stable. But different things work for different traders and every platform has strengths and weaknesses so glad you have something you like. Thanks for your input as I always like to hear what is working for others. I think with both agree on the premise of this thread that a dedicated server is beneficial.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."

Last edited by liquidcci; July 1st, 2011 at 03:51 PM.
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  #39 (permalink)
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liquidcci View Post
I do not use Interactive Brokers because they filter ticks. I use a rithmic feed which is unfiltered,fast, and stable.

Sorry, I forgot to add that I use IQFEED for that very reason.

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  #40 (permalink)
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liquidcci View Post
Update 7/1
After 3 weeks with my dedicated server everything has worked flawlessly. I realize 3 weeks is a short time frame to update and will update further out as well. The 1ms latency has already made a difference on my fills. The server is stable with no downtime at all. Running NT on the atom d510 processor does not seem to tax the system and my processor is only being taxed at 5% to 10%. NT opens slower than on my much more powerful home machine. But in real world application with a few charts running it runs perfectly with no lag or freezes.

Where is it physically located?

How much memory?

How much per month cost?

Mike

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