Hi Traders, i am looking to connect to a trading platform via API that alsoallows connectivity from Frankfurt rather than the US. I want to trade some Eurex products but want to test latency before going live. I know TT has a trading server in Frankfurt but they don't offer a trial on real-time data via an API only through their desktop platform. Can anyone help recommend platform or broker that can offer a trial to connect via an API to their trading server in Frankfurt? Thank you
Testing latency this way doesn't make any sense. Latency at a colo facility depends on many things: 1) care taken on the actual path to the matching engine 2) how your third party execution server is hosted (also usage) 3) the specific third party vendor 4) your own code Assume that 1) accounts for 1-3 mics 2-3) accounts for 40-300 mics 4) accounts for 1-20,000 mics Unless you've taken rather extreme care, only 4 matters so there's really nothing to measure but your own code. If you are actually trying to go fast, 2,3 soon dominate so you have to get rid of them. After 4 is optimized then 1 becomes the real problem. You are attempting to measure 1+2+3+4 and saying that any random 2+3 will do as long as it's a free trial.
Thank you for the knowledge. Do you know of any platform/providers that can provide what I am looking for?
I've asked a very similar question in the past and the best answer I can give you is not the name of a data provider, it's that you're putting the cart before the horse. See the above response for details. Eurex is not a very friendly environment for "DIY HFT."