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How to measure data feed latencies between continents?
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How to measure data feed latencies between continents?

  #41 (permalink)
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Big Mike View Post
Just zip it first for exe. Let me know when you are ready.

Mike

Voila, ported with mingw, had to make some fixes to get it working, e.g. use some of the tools in windows.h.

Ranges about 1.8~80 ms on my VPS, averaging about 11 ms.

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(See post below for revised attachment.)


Last edited by artemiso; February 3rd, 2014 at 06:28 PM.
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  #42 (permalink)
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artemiso View Post
Voila, ported with mingw, had to make some fixes to get it working, e.g. use some of the tools in windows.h.

Ranges about 1.8~80 ms on my VPS, averaging about 11 ms.

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Sorry to repeat me again and again. Time measurements in windows are a complex issue. You have to code it plattform dependent to get some reliable results. The windows timer ticks with 15.6ms at default, so all SystemTime calls, Sleeps and the thread slices are aligned to that. So you aren't aware of these issues. Next issue is core swapping - you can't measure time precise when your program thread is switched between the cores.

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  #43 (permalink)
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Koepisch View Post
Time measurements in windows are a complex issue. You have to code it plattform dependent to get some reliable results. The windows timer ticks with 15.6ms at default, so all SystemTime calls, Sleeps and the thread slices are aligned to that. So you aren't aware of these issues. Next issue is core swapping - you can't measure time precise when your program thread is switched between the cores.

Which is why I needed the windows header file - QueryPerformanceCounter function (Windows)

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  #44 (permalink)
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@Big Mike, @artemiso: I have to mention that i'm a little bit annoyed, that the first source code isn't easily readable for no reason. For the EXE we have no source code, so we can't control how this latencies are grabbed and it's a security problem also.

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  #45 (permalink)
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Koepisch View Post
Sorry to repeat me again and again. Time measurements in windows are a complex issue. You have to code it plattform dependent to get some reliable results. The windows timer ticks with 15.6ms at default, so all SystemTime calls, Sleeps and the thread slices are aligned to that. So you aren't aware of these issues. Next issue is core swapping - you can't measure time precise when your program thread is switched between the cores.

I think that's @artemiso's point - due to the complex interactions of Windows scheduling and any virtual hosting layer such as VMware then any average time on a VPS will be meaningless as the variability will be far larger, that's also the main message from the two articles I posted. Depending on goals it may be irrelevant to your project but cannot be ignored, important to know if variablity can cripple your strategy or whether a good average is ok.

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  #46 (permalink)
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Koepisch View Post
@Big Mike, @artemiso: I have to mention that i'm a little bit annoyed, that the first source code isn't easily readable for no reason. For the EXE we have no source code, so we can't control how this latencies are grabbed and it's a security problem also.

I'm not a very good programmer, so I apologize if the code is incomprehensible.

I'll bow out of this thread and let you focus on the clock synchronization issues.

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  #47 (permalink)
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For fun I tried to run the EXE.

Unfortunately, no joy. I don't have gcc or g++ installed on the box and it is a requirement looks like, the EXE is not stand-alone.

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  #48 (permalink)
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Too make some further practical contribition to the VPS topic, i've contrived another test bench:

Question: How big is the delta time of an round trip when an UDP packet going into Win7 vs. Win7 on VMWare?

Using Raspberry PI (with precise clock) to alternately send a packet to Win7 and Win7VPS (on the same machine). On both systems the packet will be replied and the time of arrival (at Raspberry) will be noticed.

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  #49 (permalink)
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Big Mike View Post
For fun I tried to run the EXE.

Unfortunately, no joy. I don't have gcc or g++ installed on the box and it is a requirement looks like, the EXE is not stand-alone.

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Mike

That's embarrassing. I think the mingw dependencies are bin\libgcc_s_dw2-1.dll and bin\libstdc++-6.dll. Added to this new zip file.

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  #50 (permalink)
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artemiso View Post
That's embarrassing. I think the mingw dependencies are bin\libgcc_s_dw2-1.dll and bin\libstdc++-6.dll. Added to this new zip file.

Yup, worked. This is a extremely simple VirtualBox 4.1.18 VM using Windows 7 x64 on Debian Wheezy, Kernel 3.13.1. It has also some charts running in the background with Sierra Chart, plus the IQFeed client. But load was small since we are after hours.

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I can't speak to the other timing stuff being mentioned in the last couple of posts. Except to say that I would imagine VirtualBox on top of Debian is one of the worst ways to minimize latency inside Windows. I would imagine Hyper-V would be near best, then possibly VMWare or maybe KVM for a kernel virtualization layer.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
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