I always wondered how fast it takes the CME matching engine to take up by order via IB. Now I know. I hit a bid (emini S&P) in a slow moving market and it seemed that right after I hit transmit, I saw my trade scrolling across the quote.com livecharts. I was in shock. I wrote down the time and looked at my fill report and that was my order. It seemed to be in the order to 100 to 200 milliseconds.
Yes, it's blindingly fast. I have come to believe that most delays are due to my ISP connectivity and not IB. Today, for instance, my globex limits actually showed up blue for a fraction of a second before going green. Yesterday, they went green so fast that I never got to see the blue. But who wants to argue of a fraction of a second anyway
My ping time to the IB servers is abt 90ms with no server being faster than the other (gw1 to gw4). That's a fairly good latency. The only improvement would be to go the private line route and get that latency down to 10 or 15ms. (somewhat expensive) I wonder if just upgrading my dsl would give my outgoing traffic a higher priority and reduce latency?
Per your upload remark, yes if you increase your upload bandwidth your information will get tranmited at a better speed.... Are you currently @ 256k? Cheers, comp
Since the packet/s which contain the order are so small the difference is speed won't matter, but it is the priority of my traffic that I'd like to improve on. I'm wondering if the higher speed service will result in less aggregation with other users and better routers handling my message.
would pertain to how many hops you must go through. did you find out how many when you pinged IB? Comp
Hmm. tracert gives me 13 hops (from the midwest). I thought the servers were in CA? It goes to Chicago, then NY then Boston.
Yes. ? It takes 50ms to ping the Chicago router and 90ms (total) for the ping to IB. I thought the latency to Chi alone would be much less.