how do i know my latency using TT xtrader api - Trading Technologies | futures io social day trading
futures io futures trading


how do i know my latency using TT xtrader api
Updated: Views / Replies:868 / 5
Created: by giladbi Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

how do i know my latency using TT xtrader api

  #1 (permalink)
Elite Member
tel aviv
 
Futures Experience: Advanced
Platform: Multicharts, SC
Favorite Futures: es
 
Posts: 34 since Jun 2009
Thanks: 4 given, 1 received

how do i know my latency using TT xtrader api

i found out that TT xtrader api provide only the time stamp when the data entered into mu computer (also with no milliseconds)
what would be best way to measure my latency from the exchange?
thanks

Reply With Quote
 
  #2 (permalink)
Market Wizard
Houston, TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 2,117 since Dec 2013
Thanks: 1,744 given, 3,343 received
Forum Reputation: Legendary

Good question for @patrickrooney

Reply With Quote
The following user says Thank You to SMCJB for this post:
 
  #3 (permalink)
Market Wizard
London UK
 
Futures Experience: Beginner
Platform: CQG
Favorite Futures: Futures
 
xplorer's Avatar
 
Posts: 3,050 since Sep 2015
Thanks: 6,563 given, 4,819 received
Forum Reputation: Legendary



giladbi View Post
i found out that TT xtrader api provide only the time stamp when the data entered into mu computer (also with no milliseconds)
what would be best way to measure my latency from the exchange?
thanks

CQG platforms have a "ping" facility with which you can measure the latency (however I think it's latency from their servers, not from the exchange).

I would imagine TT having a similar feature.

Reply With Quote
 
  #4 (permalink)
 Vendor: tradingtechnologies.com 
Chicago, IL
 
Futures Experience: Master
Platform: X_TRADER, TT
Favorite Futures: ES, NQ, ZN, CL, 6E
 
TradingTech's Avatar
 
Posts: 154 since Feb 2016
Thanks: 71 given, 107 received


giladbi View Post
i found out that TT xtrader api provide only the time stamp when the data entered into mu computer (also with no milliseconds)
what would be best way to measure my latency from the exchange?
thanks

If you register to our developer forum, https://developer.tradingtechnologies.com/, you could get this information from there. Here's a question and answer similar to yours and provides a means to calculate this on your system:

https://tradingtechss.rightanswers.com/portal/app/portlets/results/viewsolution....05905E0E555FEA1A13AC75D0

Question
How do I analyze the time properties of a TTOrderObj?
Answer
Time$: Time the order was sent to the TT gateway. This will remain unchanged throughout the lifecycle, and is taken from the client workstation.
TimeExchange$: Time the exchange received the order. This timestamp is provided by the exchange, although not all exchanges provide it. It should be noted that if the time zone differs from the workstation, a conversion to local time should be done to correctly compare with other time properties.
TimeLocalUpd$: Time the XTAPI received the order. This value will only be available to the originating application, and is taken from the client workstation.
TimeProcessed$: Time the TT Gateway processed the order. This timestamp is taken on the TT Gateway.
TimeReceived$: Time the TT Gateway received the order. This timestamp is taken on the TT Gateway.
TimeRouted$: Time the XTAPI forwarded the order to X_TRADER. This is taken from the client workstation.
Note: When polling the above data there are three different places timestamp data is taken from; the client workstation, the gateway, and the exchange. Take note of this difference when comparing times.

The general order time stamp trail is as follows:
Timestamp taken by the client application before order submission
TimeRouted$
Time$
TimeExchange$
TimeReceived$
TimeProcessed$
TimeLocalUpd$
Timestamp taken by the client application in the acknowledgement notification
Whatís the order round trip time?

Order round trip time = time 8 - time 1

How long did the exchange take to respond to my order?

Exchange delta time = time 4 - time 3

How long did XTAPI hold onto my order before releasing it to X_TRADER?

Holding time = time 2 - time 1

If you have any questions about the products or services provided, please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
The following user says Thank You to TradingTech for this post:
 
  #5 (permalink)
Market Wizard
Houston, TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 2,117 since Dec 2013
Thanks: 1,744 given, 3,343 received
Forum Reputation: Legendary

Is there a similar way to look at this in XTrader?

Looking at the XTrader Logs I see

Start Time ~ Seems to be related to when you start the software
End Time ~ Seems to be related to when you stop the software
Time ~ Seems to be local PC time

and...

Exch Time
Time Sent
Time Processed

which I assume relate to what you linked to but there doesn't seem to be anything to indicate end time.

Reply With Quote
 
  #6 (permalink)
 Vendor: tradingtechnologies.com 
Chicago, IL
 
Futures Experience: Master
Platform: X_TRADER, TT
Favorite Futures: ES, NQ, ZN, CL, 6E
 
TradingTech's Avatar
 
Posts: 154 since Feb 2016
Thanks: 71 given, 107 received

We have solutions for all of this on the way with the TT platform.

Trading Technologies will allow you to monitor exchange latency in real time when we release a new metric for the TT platform in late May.

The Audit Trail in TT already exposes hedge latency numbers for Autospreader hedge orders. This is an internal latency where we show the difference between the time TT receives the fill on a quote order to the time TT releases the hedge order. The metric we will introduce next month will expose exchange latency where users will see the difference between the time TT submits an order and the time the exchange acknowledges the order.

If you have any questions about the products or services provided, please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
The following 2 users say Thank You to TradingTech for this post:

Reply



futures io > > > > how do i know my latency using TT xtrader api

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Do you know your latency? endian675 NinjaTrader 12 October 25th, 2016 03:41 PM
Latency in Easylanguage martingjesus EasyLanguage Programming 5 September 26th, 2015 06:55 AM
Platforms and latency TickedOff Traders Hideout 2 March 11th, 2015 12:08 PM
Latency EthanC Tech Support 4 July 6th, 2014 11:13 PM
Latency,,,really important? kalalex Traders Hideout 13 March 26th, 2012 04:24 PM


All times are GMT -4. The time now is 10:46 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
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.
no new posts
Page generated 2017-12-13 in 0.10 seconds with 19 queries on phoenix via your IP 54.226.113.250