Your Account  •  Become a Member  •  Help  •  Search    
    Forums ›› Technically Speaking ›› Automated Trading ›› IB TWS API Speed  


Post A Reply
    Page 2 of 2:   1   2  
Maharaja
 

Registered: Feb 2004
Posts: 373

 

11-04-09 12:55 AM


Quote from dcraig:

I think you misunderstand what nice is intended to do. It really means "be nice to others". ie if you have a process that is hogging CPU increase the nice value so that other processes get more of a fair go.

As for Java performance, you might try a server JVM. I think that they are more inclined to do the JIT thing after fewer code iterations than the workstation variant. Garbage collection is significantly different though.

In any case does 10ms really make much of a difference? It is likely to be swamped by internet latencies, broker latencies (margin checking, order routing etc) and exchange processing etc.



From "info nice":

"A niceness should not be confused with a scheduling priority, which lets applications determine the order in which threads are scheduled to run. Unlike a priority, a niceness is merely advice to the scheduler, which the scheduler is free to ignore."

I guess it doesn't hurt to turn the nice value negative through right?

I can try the server thing and maybe even experiment with some GC settings.

The funny thing is you are right. 10ms doesn't make a huge difference, it's merely an obsession thing. I want the program to be the best I can make it, nothing less.

    Edit/Delete Quote Complain
Maharaja
 

Registered: Feb 2004
Posts: 373

 

11-04-09 12:57 AM


Quote from TrailingStop3:

Hi Maharaja,

I have not recognized any new lag in speed of the TWS, but I use C++ to access the TWS interface. To speed up the over-all-performance I have put the complete communication from and to the TWS in a separate thread with non-blocking read and write access to the socket. This turns out to be the right way since I never run into any speed problems related to the interface to the TWS. Since IB provides only 'snapshots' of the market the latency is not a big issue. The number of quotes to transfer will not increase that much as it does for other providers in fast markets.

Daniel



Is there a configuration or setting somewhere to dictate the snapshot frequency? Do you know where IB describes the details of how it is taking and forwarding these snapshots on through the API?

    Edit/Delete Quote Complain
dcraig
 

Registered: Jun 2003
Posts: 1558

 

11-04-09 01:11 AM


Quote from Maharaja:

Is there a configuration or setting somewhere to dictate the snapshot frequency? Do you know where IB describes the details of how it is taking and forwarding these snapshots on through the API?



There is no setting - you have to take what they give.

    Edit/Delete Quote Complain
Fractals 'R Us
 

Registered: Aug 2008
Posts: 1276

 

11-04-09 04:06 PM

If I might ask, what editors are available to edit that xml file?

    Edit/Delete Quote Complain
auspiv
 

Registered: May 2006
Posts: 300

 

11-04-09 05:16 PM

you can use any text editor to edit .xml files.

super simple solution:
1) start notepad (start -> accessories -> notepad)
2) open the xml file
3) edit

    Edit/Delete Quote Complain
    Page 2 of 2:   1   2  
Post A Reply


Receive an email whenever a new post is added to this thread by subscribing to it.
Rate This Thread:

Forum Jump:
 

 

   Conduct Rules    Privacy Policy Copyright © 2009, Elite Trader. All rights reserved.    
 
WHILE YOU'RE HERE, TAKE A MINUTE TO VISIT SOME OF OUR SPONSORS:
Alpari (US)
US Forex Trading Services
AMP Trading
Futures and FX Trading
Bright Trading
Professional Equities Trading
Cyborg Trading
Gray-Box Trading Tools
CTS
Futures Trading Software
ECHOtrade
Professional Trading Firm
Equity Trading Capital
Equity & Option Training
eSignal
Trading Software Provider
Global Futures
Futures, Options & FX Trading
Go Futures
Online Futures Trading
Interactive Brokers
Pro Gateway to World Markets
Interbank FX
Foreign Currency Trading
JC Trading Group
Direct Access Trading
Keystone Trading Group
Prop Trading Firm
MadScan
Trading Software Provider
MB Trading
Direct Access Trading
Mirus Futures
Commodity Trading Services
NinjaTrader
Trading Software Provider
OneChicago
Electronic Futures Exchange
Questrade
Brokerage for Canadian Traders
Rithmic
Futures Trade Execution Platform
SpeedTrader
Direct Access Trading
SpreadProfessor
Spread Trading Instruction
thinkorswim
Direct Access Trading
TickQuest
Trading Software Provider
TradeMaven
Software and Education
TradersStudio
Trading Software Provider
TradeStation
Direct Access Trading
Trading Technologies
Trading Software Provider
Trend Following
Trading Systems Provider
Velocity Futures
Derivatives Trading Services
Zumo
Futures and Options Trading