+1k. ES Minis contracts per day

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

  1. rb7

    rb7

    Correct.
    I was referring to day trading using short time frame.
    And that's what this thread is about if I'm not mistaken.
     
    #21     Dec 7, 2022
    SimpleMeLike likes this.
  2. Your RTT should be 0-30ms. Normal volume should be around 0ms and max 30ms during surge volume (fed events, etc.) Platform, internet connection, hardware (router/switch) or something else?
     
    Last edited: Dec 7, 2022
    #22     Dec 7, 2022
    DevBru likes this.
  3. Databento

    Databento Sponsor

    If it's only minimizing cost you're after, folks on my team have had pretty good past experiences with (in alphabetical order):
    - ABN Amro
    - FC Stone
    - Wedbush Futures

    around the order of 10~100k ES contracts per day. They're all ISV-independent, so you can pick your choice of colocation, extranet provider, data feed vendor, execution gateway vendor that best achieve your latency goals.
     
    #23     Dec 7, 2022
    coplii and BehindTheTicker like this.
  4. Hello rb7,

    Thank you for understanding. Makes sense
     
    #24     Dec 7, 2022
    rb7 likes this.
  5. virtusa

    virtusa

    Tradovate? $199 per month; no commision to pay.
     
    #25     Dec 7, 2022
  6. rb7

    rb7

    Nice try, but not for ES future contract.
     
    #26     Dec 7, 2022
    coplii likes this.
  7. Ironbeam

    Ironbeam Sponsor

    At that level of trading volume you should at a minimum be leasing an exchange membership, if not purchasing one in addition to exploring colocation and other methods of decreasing latency.

    Ironbeam is a CME Group clearing member firm and FCM. We can assist with exchange membership as well as offer extremely competitive rates for high volume traders like yourself. Feel free to reach out to me if you have any questions.
     
    #27     Dec 7, 2022
    BehindTheTicker likes this.
  8. Databento

    Databento Sponsor

    Do keep in mind that cost and latency can be competing optimizations. If you acquire an exchange membership or create a tag 50, you might suddenly be subject to a host of data license fees that you were previously able to avoid.
     
    #28     Dec 7, 2022
    easymon1 likes this.
  9. Ironbeam

    Ironbeam Sponsor

    Sorry - Every trading account has a unique tag 50 no matter the account structure. Can you elaborate?
     
    #29     Dec 7, 2022
  10. DevBru

    DevBru

    Exactly, i am at <20ms with Rithmic connecting to the Frankfurt server.

    For some reason OP (unless OP didn't read my question yet) doesn't seem to be willing to provide any additional information about the actual latency, location, server location, data provider or software, so it's hard to give any useful feedback.
     
    Last edited: Dec 7, 2022
    #30     Dec 7, 2022
    BehindTheTicker likes this.