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What VPC configuration/specification do you use for TS?


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What VPC configuration/specification do you use for TS?

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  #1 (permalink)
Prophet85
Gothenburg Sweden
 
 
Posts: 67 since Jul 2019
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Hi,

So recently I have been looking into changing from a traditional VPS to a cloud service like Azure or AWS. However it seems like a jungle compared to choosing a regular VPS where the pricing structure is more straight forward.

I'm making this post to ask what specifications and configurations other people use. It would help me and I'm sure also others to see what other people use. I want to run TS but people who run other trading softwares on a VPC probably have something smart to say.

I would also be interested in knowing what pricing structure you have, how many hours per month or week you have the service running and how many strategies you run simultaneously.

Edit: if you can mention what your monthly costs is with your current configuration that would be greatly appreciated so it's easier to compare with a traditional VPS.

Best regards

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  #2 (permalink)
 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
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Prophet85 View Post
Hi,

So recently I have been looking into changing from a traditional VPS to a cloud service like Azure or AWS. However it seems like a jungle compared to choosing a regular VPS where the pricing structure is more straight forward.

I'm making this post to ask what specifications and configurations other people use. It would help me and I'm sure also others to see what other people use. I want to run TS but people who run other trading softwares on a VPC probably have something smart to say.

I would also be interested in knowing what pricing structure you have, how many hours per month or week you have the service running and how many strategies you run simultaneously.

Edit: if you can mention what your monthly costs is with your current configuration that would be greatly appreciated so it's easier to compare with a traditional VPS.

Best regards

I have been working on this for a while. I think (correct me if I am wrong) VPC and VPS are synonymous, it just depends how you are using it. They are all just virtual machines (VM's), running whatever O/S you need to run. For instance, I have a shared VPS that I run my web properties and email server on, but it is Linux.

Here is one VM that I spec'd last week, Windows 10:


  • B4MS Instance (whatever that means....instance means something else to me)
  • Choose your location (US East, Midwest, etc.)
  • 4 cores
  • 16 GB RAM
  • 32 GB Temporary Storage
  • ~ US$168/month pay as you go; $66.57 for 3 year prepay
  • 99.95% uptime (per SLA, or Service Level Agreement), that is less than 46 minutes of downtime per month
It is cheaper if you bring your own license, in the long term ($11.68 per month to lease the license, no long term discount). This system might be overkill or just right, as I would only use for running strategies (TradeStation 10) and no optimizations and minimal indicators.

This will probably by my starting point. I will set one up next week (it is a very fast process, 5 minutes or so) and test those specs.

~vmodus

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  #3 (permalink)
 addchild 
Bay Area California
 
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Platform: TT T4
Broker: Phillip Capital
Trading: Futures
 
Posts: 807 since Nov 2011
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vmodus View Post
I have been working on this for a while. I think (correct me if I am wrong) VPC and VPS are synonymous, it just depends how you are using it. They are all just virtual machines (VM's), running whatever O/S you need to run. For instance, I have a shared VPS that I run my web properties and email server on, but it is Linux.

Here is one VM that I spec'd last week, Windows 10:


  • B4MS Instance (whatever that means....instance means something else to me)
  • Choose your location (US East, Midwest, etc.)
  • 4 cores
  • 16 GB RAM
  • 32 GB Temporary Storage
  • ~ US$168/month pay as you go; $66.57 for 3 year prepay
  • 99.95% uptime (per SLA, or Service Level Agreement), that is less than 46 minutes of downtime per month
It is cheaper if you bring your own license, in the long term ($11.68 per month to lease the license, no long term discount). This system might be overkill or just right, as I would only use for running strategies (TradeStation 10) and no optimizations and minimal indicators.

This will probably by my starting point. I will set one up next week (it is a very fast process, 5 minutes or so) and test those specs.

~vmodus

For what its worth, you can get a small dedicated server with similar specs closer to the tradestation servers (im guessing 350 cermak), for about the same monthly cost (~$70ish) without having to prepay for 3 years. I use one of these as a backup server should my main trading server fail.

Also if you self install your OS you can run win10 pro for free, so long as you are ok with the watermark in the lower right, running unactivated is only locks out the desktop customization features.

.
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  #4 (permalink)
 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
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addchild View Post
For what its worth, you can get a small dedicated server with similar specs closer to the tradestation servers (im guessing 350 cermak), for about the same monthly cost (~$70ish) without having to prepay for 3 years. I use one of these as a backup server should my main trading server fail.

Also if you self install your OS you can run win10 pro for free, so long as you are ok with the watermark in the lower right, running unactivated is only locks out the desktop customization features.

Windows licenses are cheap enough, no reason for us to not to pay for them. It is just a cost of doing business to us. On Azure, you have to have an activated license anyhow.

We did some analysis last year and found Azure cheaper in the long run than equivalent AWS. What VPS service are you using? I'd like to check them out.

~vmodus

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  #5 (permalink)
 addchild 
Bay Area California
 
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Broker: Phillip Capital
Trading: Futures
 
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vmodus View Post
Windows licenses are cheap enough, no reason for us to not to pay for them. It is just a cost of doing business to us. On Azure, you have to have an activated license anyhow.

We did some analysis last year and found Azure cheaper in the long run than equivalent AWS. What VPS service are you using? I'd like to check them out.

~vmodus

https://dedicated.com/index.php

.
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  #6 (permalink)
 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
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Posts: 1,054 since Feb 2017
Thanks: 2,287 given, 2,201 received



Thanks, they have very competitive pricing.

~vmodus

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  #7 (permalink)
Prophet85
Gothenburg Sweden
 
 
Posts: 67 since Jul 2019
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vmodus View Post
I have been working on this for a while. I think (correct me if I am wrong) VPC and VPS are synonymous, it just depends how you are using it. They are all just virtual machines (VM's), running whatever O/S you need to run. For instance, I have a shared VPS that I run my web properties and email server on, but it is Linux.

Here is one VM that I spec'd last week, Windows 10:


  • B4MS Instance (whatever that means....instance means something else to me)
  • Choose your location (US East, Midwest, etc.)
  • 4 cores
  • 16 GB RAM
  • 32 GB Temporary Storage
  • ~ US$168/month pay as you go; $66.57 for 3 year prepay
  • 99.95% uptime (per SLA, or Service Level Agreement), that is less than 46 minutes of downtime per month
It is cheaper if you bring your own license, in the long term ($11.68 per month to lease the license, no long term discount). This system might be overkill or just right, as I would only use for running strategies (TradeStation 10) and no optimizations and minimal indicators.

This will probably by my starting point. I will set one up next week (it is a very fast process, 5 minutes or so) and test those specs.

~vmodus

No you are absolutely right that they are more or less synonymous. VPC obviously has some benefits such as better up time as it doesn't really need to rely on a single server center were the servers are located.

What confuses me is that VPC services have so many different pricing models and different versions of virtual machines and CPUs that are good for different things. AWS for example has EC2 instance (and as you mentioned it's not clear for me what an instance means) have different things to choose from like a1.xlarge, c5.large and so on.

This is all a bit confusing to me so that's why I wanted the input of others on what specifications they use. Also price wise it seems much more expensive (although that's relative I guess) than getting a VPS or even a dedicated server. I for example am paying 22 dollars monthly (without any minimum contract time) for a 6 vCPU and 16 GB ram VPS and there is no way that I can get that price even with a 2 vCPU configuration from any of the VPC providers.

So this is the reason I am asking because maybe I am missing something.

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  #8 (permalink)
Prophet85
Gothenburg Sweden
 
 
Posts: 67 since Jul 2019
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addchild View Post
For what its worth, you can get a small dedicated server with similar specs closer to the tradestation servers (im guessing 350 cermak), for about the same monthly cost (~$70ish) without having to prepay for 3 years. I use one of these as a backup server should my main trading server fail.

Also if you self install your OS you can run win10 pro for free, so long as you are ok with the watermark in the lower right, running unactivated is only locks out the desktop customization features.

Yeah as I mentioned in another reply I think the cost of a VPC is quite high when you can get a dedicated server or a VPS from a reputable provider with better specs but for cheaper. Or maybe I am missing something...

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  #9 (permalink)
 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
vmodus's Avatar
 
Posts: 1,054 since Feb 2017
Thanks: 2,287 given, 2,201 received

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

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  #10 (permalink)
Prophet85
Gothenburg Sweden
 
 
Posts: 67 since Jul 2019
Thanks: 51 given, 18 received



vmodus View Post
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.

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  #11 (permalink)
 planetkill 
New York City + NY/United States
 
 
Posts: 240 since Sep 2018
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Exactly the reason I've went with Azure too, and have been very satisfied with it.

With dedicated.com, you have to manage more stuff, like a sysadmin.

There's also speedytradingservers. It's listed in the elite discounts section of this site.

They also give a free 1 week trial, and the pricing is about half off from a similar azure. But my problem with speedytradingservers was that they do not have the tools, like azure or AWS, to manage your own instance. I felt that someone from speedy could log into my instance, and see all my login credentials, etc.


vmodus View Post
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


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 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
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Prophet85 View Post
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.

I am worried about the 2 vCPU, too. I would prefer 2-4 cores. There are so many different configuration options, but for now this is working fine (I'm surprised, actually). I need to find out what is involved in upgrading if necessary.

Right now I am running just one strategy. I am testing it this week and don't want to disrupt my test cycle. I will increase the number of strategies and instruments Sunday night to perform a stress test. As you can see from the earlier screenshot, CPU usage is low (it was high during installs and some updates).

Here is info on the series that I am using (it is supposed to be a balance of power and memory):
Azure VM Dv3 and Dsv3-series

~vmodus

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 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
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Posts: 1,054 since Feb 2017
Thanks: 2,287 given, 2,201 received

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

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 planetkill 
New York City + NY/United States
 
 
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The cheapest option is to commit to the 3 years because you still only pay it monthly. You can always break your commitment and stop paying before the 3 years is up. Worst case is azure bans your account, but from experience I know that you can just make a new account and start fresh with them again. I'd recommend committing to the 3 years for the cheapest rate, but make sure it's on a new throwaway azure account that aren't running other VMS for your other businesses.
vmodus View Post
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


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 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
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Posts: 1,054 since Feb 2017
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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

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 SMCJB 
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addchild View Post
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.

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 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
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SMCJB View Post
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.

Thanks @SMCJB. That makes sense, since that is where TS operations in the US is based.

~vmodus

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 addchild 
Bay Area California
 
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SMCJB View Post
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.

For some reason I'm never surprised to learn that trading ISVs are doing something dumb, like a risk check in Florida, or routing everything through Connecticut.

.
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 SMCJB 
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Legacy infrastructure installed before latency was as important as it is now.

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Prophet85
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vmodus View Post
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

Thank you for the update. Please keep them coming, specially if you run into problems. Btw, how much of the ram is used?

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Prophet85
Gothenburg Sweden
 
 
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vmodus View Post
Thanks @SMCJB. That makes sense, since that is where TS operations in the US is based.

~vmodus

Where in the US would you guys recommend the VPS server to be located? I thought that right now the preferred location was close to New York.

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 vmodus 
Legendary Systematic Algo Trader
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Prophet85 View Post
Where in the US would you guys recommend the VPS server to be located? I thought that right now the preferred location was close to New York.

I suppose it depends. Most of our transactions run through CME Group (Chicago), but our broker is TradeStation Securities, which as mentioned is in Florida. For us, the important thing is limiting slippage, so we would like to have the data as fast as possible, with the trade executed as fast as possible when the time comes. If you are doing high frequency trading, I suppose you want your broker, exchange and VPS (or VM in our case) as close as possible to each other (same city or same region).

We are planning a test of our VM to see if there is an advantage on our VM with respect to order fulfillment. I expect the VM to have better fils, but I don't know.

For the record, I believe our VM is in Wisconsin, not too far from Chicago (but not Chicago).

I'll update here with that test, too.

~vmodus

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Prophet85
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I suppose it depends. Most of our transactions run through CME Group (Chicago), but our broker is TradeStation Securities, which as mentioned is in Florida. For us, the important thing is limiting slippage, so we would like to have the data as fast as possible, with the trade executed as fast as possible when the time comes. If you are doing high frequency trading, I suppose you want your broker, exchange and VPS (or VM in our case) as close as possible to each other (same city or same region).

We are planning a test of our VM to see if there is an advantage on our VM with respect to order fulfillment. I expect the VM to have better fils, but I don't know.

For the record, I believe our VM is in Wisconsin, not too far from Chicago (but not Chicago).

I'll update here with that test, too.

~vmodus

That's great, thanks!

I also just emailed Tradestation, if they give a good answer I'll post their response here. It's just that I remember reading, not too long ago, a thread in the TS forums that everything goes through Tradestations servers in NY nowadays. And if I ping the IP addresses as shown in TS settings (network settings) the final node seems to always be New York...

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 vmodus 
Legendary Systematic Algo Trader
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Prophet85 View Post
That's great, thanks!

I also just emailed Tradestation, if they give a good answer I'll post their response here. It's just that I remember reading, not too long ago, a thread in the TS forums that everything goes through Tradestations servers in NY nowadays. And if I ping the IP addresses as shown in TS settings (network settings) the final node seems to always be New York...

Thanks, this is useful info.

Weird, when I ping the TS servers, I get a timeout, even though they appear 'Online'. What domain or IP are you pinging? This is what I see in the Network settings of TradeStation:



FYI: The 199.58.59.112 shows up as being in Wichita, Kansas, for whatever that is worth.

~vmodus

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 SMCJB 
Legendary Market Wizard
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vmodus View Post
I suppose it depends. Most of our transactions run through CME Group (Chicago), but our broker is TradeStation Securities, which as mentioned is in Florida. For us, the important thing is limiting slippage, so we would like to have the data as fast as possible, with the trade executed as fast as possible when the time comes. If you are doing high frequency trading, I suppose you want your broker, exchange and VPS (or VM in our case) as close as possible to each other (same city or same region).

CME are located in Aurora IL and have their own data center. You can rent space directly from them in that data center, but probably easier to rent from a broker or other infrastructure provider. The space will cost you multiples of what you are quoting in this thread though, and thats just for the space. No computer included. I've had a server at Aurora for several years but with the switch to NextGen TT have just had it removed.

https://www.cmegroup.com/trading/colocation/co-location-services.html

ICE is downtown in the Equinix / Cermak Data Center. CME used to be here as well and you can still buy a direct data connection to CME at Cermak. Co-location in prime space here is quite a bit cheaper than at Aurora but still a lot more than you guys are quoting here. There are a lot of options at Cermak though, and as long as you have a good cross connect can probably get some pretty excelleent service. I believe speedyservers has servers at Cermak. (Not relevant but I also just had multiple severs removed from Cermak).

All of this is pointless though unless your server gets it prices from a gateway connected directly to the CME feed, and your order server routes directly to the CME. If the prices, or orders, go through your brokers infrastructure off-site (eg Tradestation, InteraActive etc) then it's not worth the premium.

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 vmodus 
Legendary Systematic Algo Trader
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SMCJB View Post
CME are located in Aurora IL and have their own data center. You can rent space directly from them in that data center, but probably easier to rent from a broker or other infrastructure provider. The space will cost you multiples of what you are quoting in this thread though, and thats just for the space. No computer included. I've had a server at Aurora for several years but with the switch to NextGen TT have just had it removed.

https://www.cmegroup.com/trading/colocation/co-location-services.html

ICE is downtown in the Equinix / Cermak Data Center. CME used to be here as well and you can still buy a direct data connection to CME at Cermak. Co-location in prime space here is quite a bit cheaper than at Aurora but still a lot more than you guys are quoting here. There are a lot of options at Cermak though, and as long as you have a good cross connect can probably get some pretty excelleent service. I believe speedyservers has servers at Cermak. (Not relevant but I also just had multiple severs removed from Cermak).

All of this is pointless though unless your server gets it prices from a gateway connected directly to the CME feed, and your order server routes directly to the CME. If the prices, or orders, go through your brokers infrastructure off-site (eg Tradestation, InteraActive etc) then it's not worth the premium.

Thanks. Do you see an advantage of being this close? For HFT, I can see it, but we are more medium frequency traders.

~vmodus

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 SMCJB 
Legendary Market Wizard
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vmodus View Post
Thanks. Do you see an advantage of being this close? For HFT, I can see it, but we are more medium frequency traders.

I'm currently not trading on Tradestation and would think that most Tradestation users would not noticeably benefit from being that close to the exchange. I think there are very few Tradestation strategies that are that latency dependent. Saying that though, if hundreds, maybe even thousands of people are all sending their "Buy next bar on open" order at the same time, the difference between being the first of those executed and the last could materially effect strategy performance.

While obviously it is true that HFT require that level of connectivity, there are a lot of strategies that do benefit from low latency. One of the obvious, and one I use a lot, are autospreaders. In the speed world co-located autospreaders and such are the Medium Frequency Traders. Tradestation and such are definitely low speed in comparison.

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 vmodus 
Legendary Systematic Algo Trader
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Now running 7 instruments:


CPU Utilization from the Task Manager


A little more CPU info....


...to be continued...

~vmodus

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Prophet85
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vmodus View Post
Thanks, this is useful info.

Weird, when I ping the TS servers, I get a timeout, even though they appear 'Online'. What domain or IP are you pinging? This is what I see in the Network settings of TradeStation:



FYI: The 199.58.59.112 shows up as being in Wichita, Kansas, for whatever that is worth.

~vmodus

I don't know what you use to check the IP but I suggest downloading PingPlotter which is free to use. I'm sure there are other programs similar to it.

The info I got from the TS forum was to use the RT-US IP-address, however all of the IP-addresses as shown in the network settings point to NY as the final destination for me when I check with PingPlotter.



I can add that I used to have a VPS in New Jersey and the latency was 1-2 ms compared to around 28 ms that I have now. So for me that indicates that everything ultimately actually goes through NY. If you get similar end node when checking with PingPlotter please let me know.

Is a latency of around 28 ms decent according to you guys btw? I am not doing HFT. The minimum bar interval I will trade will be 5 minutes but usually I will trade 15 minute bars and up. I can't imagine that around 30 ms latency will have a big impact on my results but I am just asking the forums opinion anyway.

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 vmodus 
Legendary Systematic Algo Trader
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Prophet85 View Post
Is a latency of around 28 ms decent according to you guys btw? I am not doing HFT. The minimum bar interval I will trade will be 5 minutes but usually I will trade 15 minute bars and up. I can't imagine that around 30 ms latency will have a big impact on my results but I am just asking the forums opinion anyway.

Hopefully my wife/trading partner and I can do a side-by-side test this week (one on our VM, one from our regular office) to see if there is any advantage. We use both time and non-time (tick, Renko, range, etc.) bars. The only advantage I expect to see may be a point in slippage here or there. I'll post results if I can run the test.

~vmodus

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 vmodus 
Legendary Systematic Algo Trader
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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

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 SMCJB 
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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.

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 jokertrader 
NYC, NY
 
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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

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 jokertrader 
NYC, NY
 
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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


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 vmodus 
Legendary Systematic Algo Trader
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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

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 vmodus 
Legendary Systematic Algo Trader
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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.



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 SMCJB 
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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.

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 planetkill 
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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


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 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
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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

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 vmodus 
Legendary Systematic Algo Trader
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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.

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Prophet85
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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


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May I ask how many milliseconds in ping you consider as being good/acceptable?

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 SMCJB 
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vmodus View Post
Here is what I do:

Sunday night
...

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.

I did the same. Powered up Sunday, Powered down Friday. When I say logged on, I should elaborated that I meant reconnect to the VM, it was already running. It was on the re-connection that at times it was like it woke up and executed trades that should have been done hours ago.

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 vmodus 
Legendary Systematic Algo Trader
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SMCJB View Post
I did the same. Powered up Sunday, Powered down Friday. When I say logged on, I should elaborated that I meant reconnect to the VM, it was already running. It was on the re-connection that at times it was like it woke up and executed trades that should have been done hours ago.

Weird. Yeah, I don't know about that. I'll let you know if I see problems with order execution.

~vmodus

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 vmodus 
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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.

Okay, here is my (shaky) solution:
  1. Get my IP address for my office (it is dynamic, unfortunately)
  2. Login to Azure
  3. Go to my VM
  4. Click Networking
  5. Go to the Inbound Port Rules
  6. Click the RDP
  7. Add source (see screenshot): IP Addresses
  8. Add IP address (I can add more than one)
  9. Configure the rest as shown below
  10. Click Save
  11. Test connecting from another IP address to verify connections are being rejected from the 'foreign' IP

Azure VM -Secure Remote Desktop by IP Address


I call this solution shaky because as soon as our IP address changes, we will need to update the RDP rule in Azure. Our IP does not change too often, but it is a concern at most and a nuisance at least. I consider this above a temporary solution. However, it is free and easy to setup and change.

Permanent solutions, from cheapest and easiest, to most and expensive difficult:
1) Get a static IP from my internet provider (not an option for residential, so cost is unknown)
For me this would require upgrading to business class internet at home. This may make sense, as I trade professionally and can classify the internet as a business expense. I run a VPN server from my office, so even as we travel, we can get to the VM through our network.

2) Use a third party VPN and get a dedicated IP address (~ US$6 per month using NordVPN, our current VPN provider)
I would connect to VPN using my dedicated IP, the add the IP to the rule shown above. This will probably be our failsafe and solution while we travel.

3) Setup a Virtual Network and add VPN service in Azure; then connect to RDP via that VPN server (~US$20 month).
We are billed on usage of the VPN, but we can have 10 active connections going at the same price. I won't go into details because I am just starting to understand it.

Right now, as a trading organization, we are in growth mode, so cost is a concern and we want to keep our monies focused on operations, not back office. As we continue to mature, those costs will be easier to absorb into the business. I am balancing cost and complexity, with security being paramount.

The current solution works for now. If anyone have a better or more elegant solution, I would love to hear it.


~vmodus

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  #45 (permalink)
 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
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Posts: 1,054 since Feb 2017
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Okay, I have a cool thing to share about Azure. I can monitor and start/stop the VM from my phone. This is a pretty important feature. I can see CPU utilization and a few other stats. Pretty cool stuff.

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  #46 (permalink)
 planetkill 
New York City + NY/United States
 
 
Posts: 240 since Sep 2018
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Have you considered the azure JIT rdp service?
vmodus View Post
Okay, here is my (shaky) solution:
  1. Get my IP address for my office (it is dynamic, unfortunately)
  2. Login to Azure
  3. Go to my VM
  4. Click Networking
  5. Go to the Inbound Port Rules
  6. Click the RDP
  7. Add source (see screenshot): IP Addresses
  8. Add IP address (I can add more than one)
  9. Configure the rest as shown below
  10. Click Save
  11. Test connecting from another IP address to verify connections are being rejected from the 'foreign' IP

Azure VM -Secure Remote Desktop by IP Address


I call this solution shaky because as soon as our IP address changes, we will need to update the RDP rule in Azure. Our IP does not change too often, but it is a concern at most and a nuisance at least. I consider this above a temporary solution. However, it is free and easy to setup and change.

Permanent solutions, from cheapest and easiest, to most and expensive difficult:
1) Get a static IP from my internet provider (not an option for residential, so cost is unknown)
For me this would require upgrading to business class internet at home. This may make sense, as I trade professionally and can classify the internet as a business expense. I run a VPN server from my office, so even as we travel, we can get to the VM through our network.

2) Use a third party VPN and get a dedicated IP address (~ US$6 per month using NordVPN, our current VPN provider)
I would connect to VPN using my dedicated IP, the add the IP to the rule shown above. This will probably be our failsafe and solution while we travel.

3) Setup a Virtual Network and add VPN service in Azure; then connect to RDP via that VPN server (~US$20 month).
We are billed on usage of the VPN, but we can have 10 active connections going at the same price. I won't go into details because I am just starting to understand it.

Right now, as a trading organization, we are in growth mode, so cost is a concern and we want to keep our monies focused on operations, not back office. As we continue to mature, those costs will be easier to absorb into the business. I am balancing cost and complexity, with security being paramount.

The current solution works for now. If anyone have a better or more elegant solution, I would love to hear it.


~vmodus


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  #47 (permalink)
 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
vmodus's Avatar
 
Posts: 1,054 since Feb 2017
Thanks: 2,287 given, 2,201 received


planetkill View Post
Have you considered the azure JIT rdp service?

I looked at JIT with Azure, but our connection may be open at least 120 hours per week. That is over 70% of the time.... I would much rather restrict by IP or Azure VPN. If cost were no issue, I would deploy Azure VPN and be done with it. Maybe later this year.

~vmodus

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  #48 (permalink)
 vmodus 
Legendary Systematic Algo Trader
Somewhere, Delaware, USA
 
Experience: Intermediate
Platform: TradeStation, MultiCharts
Broker: TS Securities, OANDA
Trading: Energies, Grains, Fixed Income
 
vmodus's Avatar
 
Posts: 1,054 since Feb 2017
Thanks: 2,287 given, 2,201 received

Okay, I said I was done, but I did discover a useful tool for our Azure VM (and other services, presumably): the Azure app. I can check my VM's when I am out and about, and do some basic things like stop, restart, and monitor system resource utilization.

As far as trading is concerned, we are live (as in live trading) as of last night and everything is executing perfectly. I'm a very happy customer to this point.

~vmodus

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