Recent Content by luo8

  1. IB FIX CTCI interface experience

    Thanks. So far, I didn't using tick-by-tick data’s, the Realtime or snapshot data’s were for my strategies sufficient. I'm new in HFT, in my...
    Post by: luo8, Jul 28, 2019 in forum: Automated Trading

  2. IB FIX CTCI interface experience

    Ok, you are right you mentioned before,I didn't catch it. Correct, I didn't implement FIX CTCI so far... therefore comes the question how hard...
    Post by: luo8, Jul 28, 2019 in forum: Automated Trading

  3. IB FIX CTCI interface experience

    Hi You are the first one who I know, which using FIX. Please could share some more info: 1.Which broker do you have? 2.What is the latency? 3.Is...
    Post by: luo8, Jul 27, 2019 in forum: Automated Trading

  4. IB FIX CTCI interface experience

    I trust my strategy, its working well, the problem what I have is in the entry time of order execution. The HFT machines owned Inst. traders are...
    Post by: luo8, Jul 27, 2019 in forum: Automated Trading

  5. IB FIX CTCI interface experience

    Hi, really good question. I'm not sure, but from my point of view the snapshot market datas should not be for all choices. I understand that if...
    Post by: luo8, Jul 27, 2019 in forum: Automated Trading

  6. IB FIX CTCI interface experience

    Hi qlai, definitely I will not get the same results as institutional traders, but I would like to be close as is possible :) Target is below 1ms,...
    Post by: luo8, Jul 27, 2019 in forum: Automated Trading

  7. IB FIX CTCI interface experience

    Related the conenction for using FIX protocol, IB have more possible solutions: 1.Equinix Cross-Connect. Interactive Brokers has a point of...
    Post by: luo8, Jul 27, 2019 in forum: Automated Trading

  8. IB FIX CTCI interface experience

    Hi RB7, thanks, some of open questions will be solve by relocation near CME with better pc and 10GB connection. I don't know to response to thes...
    Post by: luo8, Jul 27, 2019 in forum: Automated Trading

  9. IB FIX CTCI interface experience

    I'm from Europe. I will change the server location near Aurora,IL (near CME), this will decrease latency maybe around 10times, but relocation will...
    Post by: luo8, Jul 27, 2019 in forum: Automated Trading

  10. IB FIX CTCI interface experience

    Hello, instruments are from CME . Holding is a few seconds or few minutes. The API solution is slow,the latency approx. 250ms for order execution...
    Post by: luo8, Jul 27, 2019 in forum: Automated Trading

  11. IB FIX CTCI interface experience

    Hello, I would like setup HFT trading throught Interactive brokers. I don't know if its sufiesent broker for HFT trading. I'm considering...
    Thread by: luo8, Jul 27, 2019, 55 replies, in forum: Automated Trading