NexusFi: Find Your Edge


Home Menu

 





What VPC configuration/specification do you use for TS?


Discussion in TradeStation

Updated
      Top Posters
    1. looks_one vmodus with 25 posts (33 thanks)
    2. looks_two Prophet85 with 10 posts (8 thanks)
    3. looks_3 SMCJB with 8 posts (17 thanks)
    4. looks_4 planetkill with 4 posts (5 thanks)
      Best Posters
    1. looks_one SMCJB with 2.1 thanks per post
    2. looks_two addchild with 2 thanks per post
    3. looks_3 vmodus with 1.3 thanks per post
    4. looks_4 Prophet85 with 0.8 thanks per post
    1. trending_up 17,455 views
    2. thumb_up 77 thanks given
    3. group 11 followers
    1. forum 53 posts
    2. attach_file 15 attachments




 
Search this Thread

What VPC configuration/specification do you use for TS?

  #31 (permalink)
 
vmodus's Avatar
 vmodus 
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: MultiCharts
Broker: Barchart.com
Trading: Everything, it all tastes like chicken
Posts: 1,271 since Feb 2017
Thanks Given: 2,958
Thanks Received: 2,853

Today's VPS update:
Running 7 strategies, all automated. Everything ran fine. I'm living the dream.

For your amusement....

CPU and Memory Usage


I closed and reopened RDP several times, but I did not experience the shutdown of TS that I had Monday or Friday. I will continue to try to replicate that issue.

~vmodus

~vmodus

Enjoy everything!
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
Trade idea based off three indicators.
Traders Hideout
ZombieSqueeze
Platforms and Indicators
Exit Strategy
NinjaTrader
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
36 thanks
Just another trading journal: PA, Wyckoff & Trends
30 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
23 thanks
GFIs1 1 DAX trade per day journal
21 thanks
  #32 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT and Stellar
Broker: Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,049 since Dec 2013
Thanks Given: 4,386
Thanks Received: 10,207


Prophet85 View Post
I suggest downloading PingPlotter which is free to use.

Big fan of pingplotter. So much so I actually pay the $10/year maintenance for it. Great product.

https://www.pingplotter.com/

*Not an advertisement. No relationship to them. Have used the software for just under 7 years.

Reply With Quote
Thanked by:
  #33 (permalink)
 jokertrader 
NYC, NY
 
Experience: Intermediate
Platform: Sierra, TT
Broker: N/A
Trading: Spread Researcher and crypto degen
Posts: 654 since May 2013
Thanks Given: 545
Thanks Received: 360


Interesting test: Using pingplotter

trade.tt gave me 21 ms RT

m.cqg.com gave me 41 ms RT

google.com gave me 23 ms RT

What I really want to see whats the hedge latency for my TT setup for an autospreader and the latency between where i am located in TT to the exchange on outright trades

Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #34 (permalink)
 jokertrader 
NYC, NY
 
Experience: Intermediate
Platform: Sierra, TT
Broker: N/A
Trading: Spread Researcher and crypto degen
Posts: 654 since May 2013
Thanks Given: 545
Thanks Received: 360

Quick update: simple ping test to trade.tt from across the Globe was 200 ms several times (some were comparable to the US) - so justifies VPC, automation etc even on hosted platforms


Sent using the NexusFi mobile app

Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #35 (permalink)
 
vmodus's Avatar
 vmodus 
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: MultiCharts
Broker: Barchart.com
Trading: Everything, it all tastes like chicken
Posts: 1,271 since Feb 2017
Thanks Given: 2,958
Thanks Received: 2,853


jokertrader View Post
Interesting test: Using pingplotter

trade.tt gave me 21 ms RT

m.cqg.com gave me 41 ms RT

google.com gave me 23 ms RT

What I really want to see whats the hedge latency for my TT setup for an autospreader and the latency between where i am located in TT to the exchange on outright trades

If you are interested, using old fashioned command line ping:
  • trade.tt >> 14ms from my office; 8ms from my VM
  • m.cqg.com >> 35ms from my office; 12ms from my VM

~vmodus

~vmodus

Enjoy everything!
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #36 (permalink)
 
vmodus's Avatar
 vmodus 
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: MultiCharts
Broker: Barchart.com
Trading: Everything, it all tastes like chicken
Posts: 1,271 since Feb 2017
Thanks Given: 2,958
Thanks Received: 2,853

Our VM is still running strong, now with 9 automated strategies on TradeStation, averaging 115 round trip entries per day. Averaging 11.3% CPU utilization and memory utilization has been steady at about 50% (4 GB out of 8 GB).



I have also been doing some additional analysis while the strategies have run (new charts, new strategies, performance reports, exports), which you will see as the occasional spikes (also installed Office). It is running just fine.

As it is, this is my last update, unless anyone has any questions. The VM passes our tests and we will use live next week, once we add some additional security. I'm very happy with the results.



~vmodus

~vmodus

Enjoy everything!
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #37 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT and Stellar
Broker: Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,049 since Dec 2013
Thanks Given: 4,386
Thanks Received: 10,207


jokertrader View Post
Interesting test: Using pingplotter

trade.tt gave me 21 ms RT

trade.tt is their website and not the IP address of their trading infrastructure - or at least the cloud front end. Unfortunately they do not have ICMP (ping) enabled on their network so you can't ping them. Pingplotter does return the route, but doesn't have the time for the last hop.


jokertrader View Post
What I really want to see whats the hedge latency for my TT setup for an autospreader and the latency between where i am located in TT to the exchange on outright trades

I believe this is how NextGen TT works.
1/ You have your browser, mobile or desktop and it communicates with TT over the internet.
2/ TTs outward facing infrastructure is cloud based (AWS I think). This is where things like the order book etc are all maintained. It is the middle-ware between you and the trading engines.
3/ The Trading engines are co-located at the exchange.

So if you send an order to buy X, it crosses the internet, hits their cloud structure, then goes to the trading engine. But if you launch an ADL Algo or Autospreader, you send that instruction to their cloud structure, which in turn sends the instruction to the trading engines, BUT the algo actually runs on the trading engine, and does not interact with the cloud structure other than to report relevant information. So the latency on an autospreader is tiny. If you look at your Audit Trail you can see what the claimed latency is. Having been on NextGen TT fully now for several months I am confident that it is substantially faster than my co-located XTrader servers were.


jokertrader View Post
Quick update: simple ping test to trade.tt from across the Globe was 200 ms several times (some were comparable to the US) - so justifies VPC, automation etc even on hosted platforms

If your outside the US and trading on TT I believe they have alternative on ramps to their network that should be quicker than going across the public network.


vmodus View Post
As it is, this is my last update, unless anyone has any questions. The VM passes our tests and we will use live next week, once we add some additional security. I'm very happy with the results.

Slightly off topic but are you having an trade issues? When I was running Tradestation on an 'AWS Desktop' there were mornings that as soon as I logged on Tradestation would execute a trade and when I checked it should have been executed at some point during the night. It was as if the server or Tradestation had gone to sleep and the process of me logging onto the box woke it up. Didn't happen all the time, but it happened enough to be considered an onging problem.

Reply With Quote
Thanked by:
  #38 (permalink)
 planetkill 
New York City + NY/United States
 
Posts: 356 since Sep 2018
Thanks Given: 108
Thanks Received: 311

I'd be interested in hearing an update from you again after you're done with the security on which security route you chose.
vmodus View Post
Our VM is still running strong, now with 9 automated strategies on TradeStation, averaging 115 round trip entries per day. Averaging 11.3% CPU utilization and memory utilization has been steady at about 50% (4 GB out of 8 GB).



I have also been doing some additional analysis while the strategies have run (new charts, new strategies, performance reports, exports), which you will see as the occasional spikes (also installed Office). It is running just fine.

As it is, this is my last update, unless anyone has any questions. The VM passes our tests and we will use live next week, once we add some additional security. I'm very happy with the results.



~vmodus


Reply With Quote
  #39 (permalink)
 
vmodus's Avatar
 vmodus 
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: MultiCharts
Broker: Barchart.com
Trading: Everything, it all tastes like chicken
Posts: 1,271 since Feb 2017
Thanks Given: 2,958
Thanks Received: 2,853


SMCJB View Post
Slightly off topic but are you having an trade issues? When I was running Tradestation on an 'AWS Desktop' there were mornings that as soon as I logged on Tradestation would execute a trade and when I checked it should have been executed at some point during the night. It was as if the server or Tradestation had gone to sleep and the process of me logging onto the box woke it up. Didn't happen all the time, but it happened enough to be considered an onging problem.

There were no issues that I could see. There were no gaps in transactions and no stuck or pending orders. However, my process may be a little different. Here is what I do:

Sunday night
  • Start VM
  • Launch TradeStation with my trading desktop
  • Check parameters for all strategies and instruments
  • Check strategy automation settings
  • Let it run

Each evening after close:
  • Check for any problems
  • Check my reports and look at any interesting metrics

Friday afternoon:
  • Check to see if my strategies exit their positions at the assigned time
  • Verify that no positions are open by the close
  • Generate reports, etc.
  • Shut down the VM for the weekend
So the VM is never down during the trading week. I can monitor the VM from my Azure dashboard. I usually keep the RDP session running in the background on my PC, but sometimes I just disconnect and let it run. I actually power down my regular PC almost every night now.

~vmodus

~vmodus

Enjoy everything!
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #40 (permalink)
 
vmodus's Avatar
 vmodus 
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: MultiCharts
Broker: Barchart.com
Trading: Everything, it all tastes like chicken
Posts: 1,271 since Feb 2017
Thanks Given: 2,958
Thanks Received: 2,853



planetkill View Post
I'd be interested in hearing an update from you again after you're done with the security on which security route you chose.

Will do.

~vmodus

~vmodus

Enjoy everything!
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote




Last Updated on July 23, 2021


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts