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Rithmic
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Rithmic

  #171 (permalink)
Elite Member
Manila, Philippines
 
Futures Experience: Beginner
Platform: CQG,Bookmap,Sierra Chart
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Posts: 55 since Apr 2014
Thanks: 46 given, 17 received

has anyone experience NT lagging from R|Trader? just experienced it today. now im not confident trading today.

"You are only as good as the decisions you make."
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  #172 (permalink)
Market Wizard
Boca Raton
 
Futures Experience: Advanced
Platform: Variety
Broker/Data: Optimus Futures, LLC
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jerbersoft View Post
has anyone experience NT lagging from R|Trader? just experienced it today. now im not confident trading today.

.

You mean NT lagging over Rithmic? R|Trader is a separate. We had no lagging reports.
This may be due to your location and we can help you reroute it via a server close to your location.
Please email us.
Matt

PM with any questions about optimusfutures (800) 771-6748 (561) 367 8686. THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES TRADING.

Last edited by mattz; May 20th, 2014 at 08:42 AM.
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  #173 (permalink)
Elite Member
Manila, Philippines
 
Futures Experience: Beginner
Platform: CQG,Bookmap,Sierra Chart
Broker/Data: CQG
Favorite Futures: BUND
 
jerbersoft's Avatar
 
Posts: 55 since Apr 2014
Thanks: 46 given, 17 received


hey mattz, thanks for the response. i have actually found out that the lagging effect between NT + Rithmic and R|Trader was because my internet was not stable and the platforms had some disconnections.

however, i am interested on the rerouting to the closest server. i think that would help a lot since im currently in the market for looking for fiber optic broadband. internet really sucks here in the PH.

if i get to have data rerouted to/from the nearest server possible, is it guaranteed that data from that server is not far behind from the data directly from Chicago? how many milliseconds is the latency from that server to Chicago? thanks!

"You are only as good as the decisions you make."
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  #174 (permalink)
Market Wizard
Boca Raton
 
Futures Experience: Advanced
Platform: Variety
Broker/Data: Optimus Futures, LLC
Favorite Futures: Futures
 
mattz's Avatar
 
Posts: 2,059 since Sep 2010
Thanks: 1,932 given, 2,782 received
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jerbersoft View Post
hey mattz, thanks for the response. i have actually found out that the lagging effect between NT + Rithmic and R|Trader was because my internet was not stable and the platforms had some disconnections.

however, i am interested on the rerouting to the closest server. i think that would help a lot since im currently in the market for looking for fiber optic broadband. internet really sucks here in the PH.

if i get to have data rerouted to/from the nearest server possible, is it guaranteed that data from that server is not far behind from the data directly from Chicago? how many milliseconds is the latency from that server to Chicago? thanks!

I will reach out to you later today via email to help you on this matter.
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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  #175 (permalink)
Elite Member
Helsinki, Finland
 
Futures Experience: Advanced
Platform: SC/CQG, API/Rithmic, TWS
Broker/Data: AMP, Interactivebrokers
Favorite Futures: FDAX
 
Scalpguy's Avatar
 
Posts: 154 since Jul 2010
Thanks: 7 given, 95 received

I am evaluating different platforms for lower latency (not HFT) API based trading and currently testing Rithmic.

I have understood that the paper account server is not intended to latency/delay testings. It does not represent the real live server latencies which are lower.

Anyway before setting up a real account I did some R|API tests where I sent a limit buy/sell orders for ES contract at CME. I calculated the execution time from calling REngine::sendOrder() to the point where g_bDone flag was set in LineUpdate() callback.

Execution results are quite constantly around 15 ms.

I have a 3 core VPS Windows 2008 server set up in Cermak (thanks to speedytradingservers.com) where the PING gives a value 1ms for Rithmic paper trading server.

Has anybody else done these kind of tests and what kind of results you have received with your paper and LIVE accounts ?

btw. I am not after how fast the Rithmic will execute (I know it is fast) but would like to know the latencies of my whole setup (VPS, communication, application, broker's risk ctrl etc.) how well I am possible succeed in this...

btw2. Linux guys are welcome too. I have not decided the final OS for my setup yet.

btw3. Currently I have 2 canditates: Rithmic and CTS T4. It will be one of them.


Last edited by Scalpguy; January 26th, 2015 at 02:57 AM.
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  #176 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
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Scalpguy View Post
I am evaluating different platforms for lower latency (not HFT) API based trading and currently testing Rithmic.

I have understood that the paper account server is not intended to latency/delay testings. It does not represent the real live server latencies which are lower.

Anyway before setting up a real account I did some R|API tests where I sent a limit buy/sell orders for ES contract at CME. I calculated the execution time from calling REngine::sendOrder() to the point where g_bDone flag was set in LineUpdate() callback.

Execution results are quite constantly around 15 ms.

I have a 3 core VPS Windows 2008 server set up in Cermak (thanks to speedytradingservers.com) where the PING gives a value 1ms for Rithmic paper trading server.

Has anybody else done these kind of tests and what kind of results you have received with your paper and LIVE accounts ?

btw. I am not after how fast the Rithmic will execute (I know it is fast) but would like to know the latencies of my whole setup (VPS, communication, application, broker's risk ctrl etc.) how well I am possible succeed in this...

btw2. Linux guys are welcome too. I have not decided the final OS for my setup yet.

btw3. Currently I have 2 canditates: Rithmic and CTS T4. It will be one of them.

One of my former Speedy user did the same kind of test with the R|API but from a Linux VPS, the results were better, between 4ms and 8ms (same VPS location as yours, live account and real trades).
Just FYI on virtual machines the "hardware" clock are not very reliable, but on very short trips like that it should not be too wrong.

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  #177 (permalink)
Elite Member
Helsinki, Finland
 
Futures Experience: Advanced
Platform: SC/CQG, API/Rithmic, TWS
Broker/Data: AMP, Interactivebrokers
Favorite Futures: FDAX
 
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Posts: 154 since Jul 2010
Thanks: 7 given, 95 received


sam028 View Post
One of my former Speedy user did the same kind of test with the R|API but from a Linux VPS, the results were better, between 4ms and 8ms (same VPS location as yours, live account and real trades).
Just FYI on virtual machines the "hardware" clock are not very reliable, but on very short trips like that it should not be too wrong.

Hello Sam and thank you very much for your reply.

I implemented the timing by the QueryPerformanceCounter() and it should work quite well in virual environments but I think you are absolutely right the windows may not be very accurate in timings...

My tests were paper trading account but soon I will test with a live account and real trades. Lets see how it goes then. If it is still double to your Linux values (which I little a bit doubt) then I may switch to Linux. Maybe I will consider dedicated server but it seems your VPS solutions are quite efficient so if I am running just a small strategy box (no chartting etc) then it may be just fine with VPS.

What comes to the communication delays Rithmic support (their server provider sub theomne.net) said their paper trading engine is located in NYC but AMP support said it is in Cermak... So I will rely only real life tests done by myself


Last edited by Scalpguy; January 26th, 2015 at 12:44 PM.
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  #178 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
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Scalpguy View Post
Hello Sam and thank you very much for your reply.

I implemented the timing by the QueryPerformanceCounter() and it should work quite well in virual environments but I think you are absolutely right the windows may not be very accurate in timings...

My tests were paper trading account but soon I will test with a live account and real trades. Lets see how it goes then. If it is still double to your Linux values (which I little a bit doubt) then I may switch to Linux. Maybe I will consider dedicated server but it seems your VPS solutions are quite efficient so if I am running just a small strategy box (no chartting etc) then it may be just fine with VPS.

What comes to the communication delays Rithmic support (their server provider sub theomne.net) said their paper trading engine is located in NYC but AMP support said it is in Cermak... So I will rely only real life tests done by myself

It can't be in NYC, you can't cheat with the speed of light .
I also presume Windows or Linux with the R|API should not change the orders latency that much.
It's easy an not risky to test with a real account and a real trade: sent a buy limit order 10 or 20 ticks above the ask, then cancel it when it's in the book and measure how long the process takes.

Success requires no deodorant! (Sun Tzu)
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  #179 (permalink)
Elite Member
Helsinki, Finland
 
Futures Experience: Advanced
Platform: SC/CQG, API/Rithmic, TWS
Broker/Data: AMP, Interactivebrokers
Favorite Futures: FDAX
 
Scalpguy's Avatar
 
Posts: 154 since Jul 2010
Thanks: 7 given, 95 received


sam028 View Post
It can't be in NYC, you can't cheat with the speed of light .
I also presume Windows or Linux with the R|API should not change the orders latency that much.
It's easy an not risky to test with a real account and a real trade: sent a buy limit order 10 or 20 ticks above the ask, then cancel it when it's in the book and measure how long the process takes.

Yes indeed

I will execute them through so can see the fills but maybe I first start by your way

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  #180 (permalink)
Market Wizard
Boca Raton
 
Futures Experience: Advanced
Platform: Variety
Broker/Data: Optimus Futures, LLC
Favorite Futures: Futures
 
mattz's Avatar
 
Posts: 2,059 since Sep 2010
Thanks: 1,932 given, 2,782 received
Forum Reputation: Legendary


For certain platforms there are additional gateways available through the Rithmic infrastructure that can help reduce latency or disconnections. For example, when using SierraChart, you will notice in the ‘server’ field in the Data/Trade Service settings there are additional options, and one will let you choose the ‘Europe’ gateway. This should also be possible programmatically when using R | API as well.

When connecting to the regular Chicago gateway from overseas, or from a remote location, your network may have to travel through many different intermediary networks in order to access the Chicago gateway. Some of these intermediaries experiencing issues can affect latency, disconnections, and other networking quirks that can lead to frustration.

Choosing a closer gateway means that the network intermediaries are likely reduced and can result in a more stable experience in regards to connection state. This also allows for swift and reliable transfer from Rithmic gateway to the Rithmic infrastructure in Chicago.

While I do not have specific latency figures at this time, it is always worth a shot to try a closer gateway to see if it will reduce some of the general network issues in regards to your connection.

Matt

There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

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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