Here's a response from Advantage Futures technology team: happy to connect you if you are interested. "Internal testing of sending 1 message to the exchange and receiving back, is roughly 20 micro’s when connected to our 10GB switch. This is not necessarily an accurate answer for his question though because he is asking for receiving market data, parsing it, sending an order back to the cme, and receiving the ack. This means his question is inferring that he is looking for latency number using some kind of software. Latency can vary depending on what software he is using. The biggest delay would be software and exchange latency. From a network standpoint he would be connected as fast as possible, 10GB, and as close to the CME matching engine as possible, DC3 Aurora."
I'm trying understand what is latency of CME matching engine... In the they timestamp time. Because trying adjust my low latency trading system (this is not HFT because trade 300-400 times per day).