How HFTers overcome this?

Discussion in 'Automated Trading' started by mcgene4xpro, Aug 23, 2010.

  1. Hi,

    I have asked Dukascopy about their execution speed and i got this anser:

    "Good Day!

    Thank You for Your email!


    The entry speed as well as exit execution speed is 400 - 600 mili seconds, there is no difference between exit and entry speed as it is considered as an execution order anyway, the speed may depend on some factors though like slippage, liquidity , market timing etc.

    Should You have any questions, please let me know. I will be very glad to help You."

    As you can see, 500ms is a very long time comparable to what HFTer is doing. So how they could overcome this delay and can execute 100s or 1000s of orders per second.

    please share us with any resources could elucidate this matter.

    Thanks
     
  2. januson

    januson

    You could ask Dukascopy :) It would be interesting to see their answer here as well.
     
  3. Am i question is too stupid to be answered?:( :D
     
  4. Simple, they trade on Hotspot where the liquidity is directly marketable and not a farcical illusion like at Dukascopy.
     
  5. rosy2

    rosy2

    i dont know what dukascopy is but I will assume it is an FX platform. KGB is right, when you trade FX you setup an account with hotspot, currenex, and big banks which all have FIX access now.
     
  6. Thank you all. So the answer is Hotspot/Currenex FIX
     
  7. januson

    januson

    It could still be interesting to hear their answer.
     
  8. Hi ,

    as already said, for HFT you need DMA and not going through a broker.

    Not the same access, not same price to get in.