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I have written an NT script to calculate order submission and order cancel latency, and I found the results surprisingly high to say the least. I'm seeing latency from CQG Trading London to Eurex of ~190ms average. The connection is from a server <1ms ping from the CQG connection IP.
Do you know your latency, and would you be willing to share it?
Can you help answer these questions from other members on NexusFi?
Thanks. I see 10 threads with 'latency' in the title, and have read all of them. None of them appear to deal with specific values for order submission latency. The fact remains that 95ms one-way latency for a journey of 475 miles is pretty appalling. The idealised latency is around 2ms for that sort of distance.
I can fully understand the worries of @endian675. I will have a similar setup to trade eurex from europe. Currently i'm waiting till Sam has everything in place. Using CQG with a dedicated server near london SHOULD be the fastest way to eurex (for retailers). The 190 ms average is unacceptable. The execution path should be kept in europe (that is what CQG stated).
Did you ask CQG about that topic?
Where do you have your Server/VPS installed?
Are you sure that your measurements are correct?
Can you see the datafeed delay in CGQ Client Application?
