Just an update on my VM (virtual machine) situation. I looked at dedicated.com against Microsoft's Azure service and decided on Azure for a few reasons:

• Native Disk Encryption (SSE) with optional Azure Disk Encryption
• Easy Deployment
• Security
• Ease of use

This is not to say that dedicated.com does not offer the same, but I would have to implement a lot of this on my own. I don't want to spend a lot of time administering a server, in particular the security end of it. Since we are dealing with our actual trading account, a big thing for us is security: can I secure our connection to the virtual machine end-to-end?

So I setup the virtual machine on Azure, as we already have an existing MS business account. They say it takes five minutes, but it took me about 30, just so I could understand what I was doing. If I hose something, I can just delete the VM and create a new one. Or I can create templates and deploy multiple VMs.

One thing that is good is that they offer the VM's for free, to start (they say 12 months, but I think it is an actual $ credit..... $200 I believe). This will allow us to test the VM for a while and see if the solution works for us, or if we need more CPU, memory, etc. If it works and is reliable, then we will stick with it.

VM Monitoring Dashboard


Here is the product I am running: Standard D2s v3 (2 vcpus, 8 GiB memory)

I did a ping from my VM to cmegroup.com: 8ms average. A ping from my office averages 55ms. I was not able to ping TS servers, for whatever reason. The VM is located in the US Central region (Wisconsin?).

Anyhow, I have TradeStation up and running on the VM in sim mode. Everything is working fine so far. We will continue to let it run and I'll let you all know how it goes.

~vmodus

That sounds great! Please let me know how it goes.

Also how many strategies do you run simultaneously? I'm worried 2 vCPUs won't really be enough for me but ofcourse it depends on the CPU.

So I just restarted my VM to enable trading when the market opens later. I will be running in sim, 6 instruments, all automated, on my current configuration: Standard D2s v3 (2 vcpus, 8 GiB memory)

Cost


As seen above, I have used about $10 so far. So they bill by the minute, and I have a $200 credit to try the VM. To me this translates to about $10 per day, or 20 trading days, or just under 1 month. I'm sure I will know if this is working. So that is what is free. The B1 configuration is free for 720 hours, but is way underpowered.

In the Pay-as-you-go model, you pay for your box by the minute. So powering down when not in use will save $$$. However, for being on 5 days/week, 24 hours a day for a given trading week, it is cheaper to pay by the month. It will be even cheaper by the year or 3 year.

I will report back on if this configuration can handle 6 simultaneous strategies.

~vmodus

For what its worth, you can get a small dedicated server with similar specs closer to the tradestation servers (im guessing 350 cermak)

Not sure if its still the case, but the 'credit check' used to be done in Florida. Hence even if you are close to the price server, your actual order effectively goes from Chicago to Florida then back to Chicago.

Not sure if its still the case, but the 'credit check' used to be done in Florida. Hence even if you are close to the price server, your actual order effectively goes from Chicago to Florida then back to Chicago.

Here is the CPU utilization for the past 24 hours:


I powered up the VM early Sunday afternoon. I ran the Windows Update processes, so that took a while to complete. Once that was done, I added my workspaces, compiled my two strategies, and downloaded the chart data.

TradeStation Specifics:

• 1 desktop
• 1 workspace for each chart: 6 instruments in total
• TradeManager in one workspace
• TradeManager Analysis in one workspace
• Total of 8 workspaces
• Only one indicator is enabled, just for my reference
• 46 round trips as of 1030 ET Monday

CPU utilization averages about 10%. That is about right, when compared to my regular workstation. The VM is intended for live trading only, so I won't be optimizing or doing any other processor intensive activities on it.

The Bad
When I launched Remote Desktop this morning, it caused TradeStation to close with no warning. Not just a normal TradeStation crash.... it was as if TradeStation was not running at all. This happened Friday during some testing, as well. I will try to replicate and see if I can get some help from Azure support. It ran overnight with no problem (judging by the trades it made).

Testing continues....

~vmodus