+1k. ES Minis contracts per day

Discussion in 'Index Futures' started by Deva, Dec 7, 2022.

  1. MarkBrown

    MarkBrown

    you need some help on:
    • best hardware
    • best software
    • best data
    • best connectivity
    • best clearing
    like others have said "never" use "wireless" anything - it takes time and money to figure all this out get to it.

    when i manually trade i use a game controller it's 10x faster than a mouse.
     
    Last edited: Dec 7, 2022
    #11     Dec 7, 2022
    coplii, beginner66, CALLumbus and 2 others like this.
  2. Thank you for responding.

    Will I have this issue if I use limit orders and stop orders to enter the trade, rather than market orders?

    I am sorry, but I am not understanding why duration of time is so important. I am just enter trading and exiting trades. What does it matter the time it takes for order to reach broker? It is something I can not control, right?
     
    #12     Dec 7, 2022
  3. DevBru

    DevBru

    Of course not, since limit orders are sitting at the exchange until being filled.

    For stop orders, it depends if the orders are held locally on your device or on a server on the brokers side.
     
    #13     Dec 7, 2022
    SimpleMeLike likes this.
  4. Hello rb7,

    Maybe I am confused, sorry, but what is wrong with the order being received in 250 milliseconds? Is that not fast enough to fill a 1 to 1000 ES contract order?
     
    #14     Dec 7, 2022
  5. Hello DevBru,

    Thanks for responding.

    So if limit orders fixes the issue with speed of fill concerns, why not just limit orders to when trading if speed of fill is a trader's concern?
     
    #15     Dec 7, 2022
  6. DevBru

    DevBru

    Because that isn't always an option.
     
    #16     Dec 7, 2022
  7. CannonTrading_Ilan

    CannonTrading_Ilan Sponsor

    We have specific set ups for high volume traders like you. I personally will set up either with CQG or Rithmic and explore CME membership or leasing a seat. Happy to assist personally if you like via PM.
     
    #17     Dec 7, 2022
    theanalyst likes this.
  8. rb7

    rb7

    There's nothing wrong with that. I don't know why you assume this.

    And the 250 ms is not the time the order being received, but the whole round trip response time between sending the market order and receiving the fill.
     
    #18     Dec 7, 2022
    SimpleMeLike likes this.
  9. rb7

    rb7

    The order type is irrelevant for the time it takes for the order to reach the exchange.
    In fast moving market, you want your order to reach the exchange as fast as possible in order to reduce slippage.
     
    #19     Dec 7, 2022
    SimpleMeLike likes this.
  10. DevBru

    DevBru

    This is true, only if you want to open a position right away, aka buying with a limit above current market price.

    If you have a limit order resting on the exchange there will be no slippage.
     
    #20     Dec 7, 2022