Auto Trading? Set your Time Server to this.

Discussion in 'Automated Trading' started by adadadog, Sep 27, 2010.

  1. rosy2

    rosy2

    you can set your time to the exchange's time itself
     
  2. How? Thanks
     
  3. http://www.cmegroup.com/globex/files/SDKNetworkingGuide.pdf

    Appendix C: Network Time Protocol
    Overview
    Network Time Protocol (NTP) is a protocol designed to synchronize the clocks of computers over a network. CME Group uses NTP to synchronize time inside its Globex and Clearing systems. Our time source is derived from several highly accurate and precise radio time sources in several locations. As a service to our customers, we provide three gateway time servers for time synchronization. These servers provide the same precision level as we use internally.
    The IP addresses for the CME Group Gateway Time servers are: 209.133.24.7 65.164.7.70 65.164.7.71
    Effective time accuracy from these servers depends on several
     
  4. I think I have a full picture of a time server for auto trading now.
    You need two things:

    1. an authoritive source of time, time server such as time.nist.gov
    2. You also need to adjust how often the time is updated, the default is one week for windows, which is too long for auto trading. I adjusted it to half day with a good tool.

    http://www.worldtimeserver.com/atomic-clock/
     
  5. promagma

    promagma

    NTP is the best because it will correct clock drift in real time.
    If you have Window, Meinberg NTP runs as a service.
     
  6. This is exactly what I experienced...THEY DIDN'T SYNC with each other. I tried one, then another....and kept on going.
    Will the REAL NTP SERVER please stand up ????
     
  7. Which time sync application are you running? Is the computer windows, linux, bsd, or ??? Were you trying them one at a time or all at once? Is there a firewall between you and the internet?

    PM me with the details, I don't want to hijack the OP's thread.
     
  8. telozo

    telozo

    Why do you guys agonize over this? Every tick of data has a time stamp from the exchange, so where does the computer's own clock comes into picture? I can see a problem with low volume stocks at the beginning and end of the trading day, but other than that...
     
  9. I use JSystemTrader which requires IB and pc timer in sync.
     
    #10     Sep 28, 2010