Iv noticed an issue with my route to IB about 6 months ago. Up until mid april this year I pinged a nice 12-14ms to the gateway at IB from Canada. Then there was a sudden change where my ping increased to 25ms. A lot of you are probably thinking that 11-13ms increase isn't worth talking about, when it comes to automated systems competing against other automated systems it makes a difference. Enough so that I'll spend a day coding new data structures to reduce my application's reaction time by 0.5ms or less. I emailed my ISP and they said the node which caused the increase in ping time belongs to Verizon who they not affiliated with. They suggested I email IB because they are Verizon clients and will have a better chance of causing action (interactivebrokers-gw.customer.alter.net). Then have them lodge a complaint about the node in question directly with Verizon. Four months have passed and I haven't heard anything back from IB. Maybe Verizon 'upgraded' hardware and it isn't actually a solvable problem, maybe IB thought the ping change wasn't significant enough to look into. So here I am posting at ET hoping someone here has more knowledge in this area than me and might be able to suggest some path to a solution which I havnt thought of. Or if anyone knows someone who works at Verizon in this area. tracert from kingston ON. 6 26 ms 25 ms 27 ms GigabitEthernet3-1.GW2.CHI13.ALTER.NET [63.65.18.153] 7 25 ms 25 ms 25 ms 0.so-2-1-0.XL2.CHI13.ALTER.NET [152.63.71.218] 8 57 ms 57 ms 57 ms 0.so-7-0-0.XL2.BOS4.ALTER.NET [152.63.0.221] 9 63 ms 56 ms 57 ms POS7-0-0.GW12.BOS4.ALTER.NET [152.63.22.181] 10 61 ms 61 ms 62 ms interactivebrokers-gw.customer.alter.net [208.192.181.62] tracert from ottawa ON. 6 0.so-0-0-0.XT1.MTL1.ALTER.NET (152.63.133.45) 3.666 ms 3.841 ms 3.508 ms 7 0.so-6-0-0.XL1.BOS4.ALTER.NET (152.63.16.129) 20.968 ms 20.927 ms 20.794 ms 8 POS6-0-0.GW12.BOS4.ALTER.NET (152.63.22.177) 20.649 ms 20.697 ms 20.629 ms 9 interactivebrokers-gw.customer.alter.net (208.192.181.62) 25.431 ms 25.679 ms 25.076 ms As you can see from the two trace routes the hop coming into the BOS4.ALTER.NET adds significant latency regardless if its coming from Montreal or Chicago. I also had someone from California do a tracert and they found the same problem at the BOS4.ALTER.NET node. This could be due to a hardware change at the site, a hardware issue at the site, or simply a byproduct of the geographic location of Boston and is unsolvable. I am hoping that since I did have a latency time of 12ms before, it is solvable. It seems that most internet traffic going to IB's gateway gets routed through Boston so I'd imagine that this ping increase has effected most of their north american clients. Id be interested in seeing if anyone else using IB sees this problem also. You can see your path to IB by running the command 'tracert gw1.ibllc.com' in command prompt. Feel free to post snippets of the route that might shed some light on the situation.
Sorry, I don't know how to help you. However, your ping times are making me jealous. If I could complain about 24ms ping times I would be happier than I currently am.
normally I wouldn't complain about 25ms latency. But I have a feeling my profitability has decreased since the change so I am beating my head against a wall trying to fix it. Also I know IB might not be the scalpel of a tool im trying to use it as. But I love their wide selection of products for r&d purposes and it is not realistic for me at this point to have direct connections to exchanges and liquidity pools. If anyone in Toronto trades at this level / has these connections, feel free to message me, I'd be interested in working with people who are better situated in the market than I am. And iv been fighting against the latency to market / commission barrier to entry enough to consider working with others.
walterjennings, Please directly contact the following 2 geniuses at IB who both make over $1M. Mr. Milan Galik , age 41 Sr. VP of Software Devel. $ 2.63M Mr. Thomas A.J. Frank , age 52 Chief Information Officer and Exec. VP $ 1.13M e.g. TWS = WHAT A JOKE! http://finance.yahoo.com/q/pr?s=IBKR
There seems to be a logical disconnect in your behavior. You care about milliseconds... But you are trading through IB and an ISP over public internet lines? Through retail IB???? The people you are competing with... Are buying off-the-shelf sub-one-millisecond systems from Reuters... Using leased circuits, direct access to exchanges, etc. Starting at 5 figures/month for a connection (that's > $10,000/month). Basically... Either pay up and go all the way to < 1 millisecond... Or trade something where latency is not a big issue.
As much as I would love to be running my software on leased circuits and systems hosted at exchanges, as I said before, that is just unrealistic at this point. As far as your suggestion of pay up or do something else, I dont think throwing away a profitable system which I have spent a large amount of time on is the best idea. It might make more sense to try to make the system work better within my current means. i.e continue using IB, try to shave off milliseconds where I can, start threads on ET on subjects that can have profound effects (like this thread) and try to slowly increase the profitability until the point I can make the jump to 'paying up' for professional level integration. On the plus side when it comes to the point where I am running on < 1 millisecond infrastructure, my systems which are designed to be profitable on retail level connections might be able to run circles around the systems I am currently competing with. Wishful thinking Thanks for your thoughts though.
Off the shelf product: http://about.reuters.com/productinfo/informationmanagement/material/Reuters_DataFeedDirect.pdf Also standard solutions for routing orders to exchanges in < 1 ms... But very expensive.
Sounds too good to be true (not that this would be a smart purchase now) Distances from Chicago to New York = 719~ Miles Speed of Light = 186,282.397 miles per Second = 186.282397 miles per Millisecond Time for light to travel from Chicago to New York = 719 / 186.282.. = 3.859~ Milliseconds so I guess they dont support data from cbot and nyse both at < 1ms?