SteveJewels 

How do you run a check? BTW, I use TradeStation platform and feed.

Then your orders go to Florida before going to Chicago. Not sure you can check this in Tradestation.

SMCJB 

Then your orders go to Florida before going to Chicago. Not sure you can check this in Tradestation.

It's only the risk management/instruments authorization which goes to Florida, the market gateways are in the NJ/NY area, so are the data servers.

SteveJewels 

How do you run a check? BTW, I use TradeStation platform and feed.

Hello

I’m doing check with platform Rithmic Trader R.


Sent using the NexusFi mobile app

SMCJB 

Then your orders go to Florida before going to Chicago. Not sure you can check this in Tradestation.

sam028 

It's only the risk management/instruments authorization which goes to Florida, the market gateways are in the NJ/NY area, so are the data servers.

Isn't there a risk check on every order? Hence doesn't every order go through Florida AS WELL?

So if your sitting in say Kansas. The CME data goes from Chicago, to NJ/NY then to you in Kansas. If you decided to send an order it goes from Kansas to NJ/NY, then to Florida for the credit check, then to Chicago? So instead of the price update going 500 miles and the order going 500 miles for a round trip of less than 1000 miles, your price update is going 2000 miles and the order goes about 3500 miles for a round trip of less than 5500 miles?

SMCJB 

Isn't there a risk check on every order? Hence doesn't every order go through Florida AS WELL? So if your sitting in say Kansas. The CME data goes from Chicago, to NJ/NY then to you in Kansas. If you decided to send an order it goes from Kansas to NJ/NY, then to Florida for the credit check, then to Chicago? So instead of the price update going 500 miles and the order going 500 miles for a round trip of less than 1000 miles, your price update is going 2000 miles and the order goes about 3500 miles for a round trip of less than 5500 miles?

I'm not in TS secret and I can't say for sure, but I suppose there's a cache so Florida is not reached when it's not necessary (when you close a position for example). But I can be wrong on this.
For the Kansas -> NJ/NY -> Chicago you're right. TS is not really the best scalping platform .

SMCJB 

What does that represent. Just as a reference, looking at the audit trail in Trading Technologies software, it's show the TT latency to be about mostly around 250-300 micros and the exchange latency to be mostly around 150-200 micros. The TT latency is how long it is taking my software to prcoess orders. The exchange latency is how long it takes the exchange to acknowledge an order. Interestingly I can't find anything that shows the time it took to route the order.

Hi

I just have been doing checks, I do change in my code for this, the surprise is that delay maximum I have in Phillip with a delay of 350 ms (they tell me that need check all orders). Also I’m doing another research with Dorman and they have a delay of 200 ms. I was worried for data feed or Vps and you can see which is my worse problem.
Somebody know or has experience with another FCM more faster than me.

Thanks

Alvaro Martinez 

Hi I just have been doing checks, I do change in my code for this, the surprise is that delay maximum I have in Phillip with a delay of 350 ms (they tell me that need check all orders). Also I’m doing another research with Dorman and they have a delay of 200 ms. I was worried for data feed or Vps and you can see which is my worse problem. Somebody know or has experience with another FCM more faster than me. Thanks

If these are latencies from Spain then the delay is normal (network latency from Spain to Chicago should be 100/120 ms or so).
The FCM doesn't matter much, it's the technology used which does (CQG or Rithmic in your case).

Hi

I have been Vps in Aurora since 2019.....

Alvaro Martinez 

Hi I have been Vps in Aurora since 2019.....

And you have 350 ms (ms as in milliseconds, not microseconds)???

Yes, I do, milliseconds….