Is a full T1 fast enough for direct access trading?

Discussion in 'Hardware' started by disintegration, Sep 16, 2009.

  1. Is it sufficient to keep up with market data? I've been told by a particular brokerage that it isn't.

    Furthermore, wouldn't latency be a more important stat than bandwidth? If you're downloading numbers, those numbers do not take up much space in the pipe, even on a burst. This would seem to favor T1 since there are certainly less hops and sure to be more consistency in performance.
     
  2. rcj

    rcj

    Yes ... latency is real important. Direct hookup to exchange gateway gives you minimal latency. The only people with less lat. are sitting at exchange screens. Broker data broadcast servers
    links to exchange give the other component to latency.

    Amusing to see people buying into retail Zenfire hype(for ex.)
     
  3. cstfx

    cstfx

    Yes, latency is a greater issue than bandwidth. But are you asking about your own personal trading setup, or are you analyzing the setup of your broker? If for you, unless you have an excessive number of level II screens setup on your system, you would not feel the effect of pushing the 1.5 meg limit of a T1 (and if you were, get a bonded T1 line). You would however see a performance improvement than going thru your cable line or your DSL.
     
  4. Thanks for the responses. Yes, this is for my own personal setup.

    I was having some issues connecting to my brokerage and was having the connection dropped occasionally. I was referred to a tech who had me do a speed test hosted by them at both of my locations (T1 and 30mbps cable). Both tests stalled midway through and never completed. Strange.

    Anyhow, we did a different speed test, one not hosted by them, and when he saw the 1.5mbps and I confirmed that it was a T1, he said with much certainty "oh, yeah, the issues you're seeing are definitely bandwidth related. You've only got 1.5--it'll work on 1.5, but we usually recommend 3 or above. You need to upgrade your connection for these problems to go away."

    It felt like an automatic response, as if they know the problem is on their end, but they try to place it on my end. It's frustrating. But, I've since found the performance with their VPN client to be more reliable.

    I told myself that if this brokerage doesn't work out, I'm going to just suck it up and go with Genesis. I didn't want to pay $200/month if I don't have to. I presume that their system/software would be top-notch. Can anybody who's used it comment on that?
     
  5. Why? Because of your ignorance?

    * Zen-Fire is a high quality feed that has a very good reliability record, compared to especially others. THis means I have raw data without interruption ;) Important for archival and backtesting.
    * It is not missing and not lagging. Again, important. Note that some major streams have issues here - which zen-fire does not have. Delays of seconds are not exactly something one wants, even with manual execution.
    * Finally, Zen-Fire offers me extreme fast order clearance and execution. Now, agreed, that makes little sense when you are half the world around.... BUT: you are aware that you can talk to them about colocating your server;)? Zen-Fire "retail through the internet" is just a tad small part of the offering. Naturally this costs, but it is the same technology ;)

    Bandwidth is fine UNLESS you get the unfiltered feed. T1 is great for most things, but... if you ask Zen-Fire for the unfiltered CME feed (as example) expect to get more than the T1 can handle during active times ;)
     
  6. auspiv

    auspiv

    You have a T1. The tech says a T1 isn't always enough. Are you just going to brush that off as an "automatic response"?

    A T1's bandwidth is capped at 1.544Mbps (~200 kilobytes/second), which isn't very much.

    Think about it.. if your broker suddenly tries to send you a whole bunch of information at once, like 4 Mbps for 2 seconds (only one megabyte), your connection can't handle it all so it backs up and becomes delayed.
     
  7. I can understand that a lot of data pushed to me at once would delay and eventually disconnect once sufficiently delayed. And, where I see almost all of my problems is at login into the system, which would likely be a time of heavier momentary transfer. But, I almost always login during Pre-Market hours.

    I'll monitor the traffic on my connection to see if there is a significant or sustained spike. I would be a betting man that there isn't. Besides, "only one megabyte" in that time frame is a veritable boatload of mostly numerical data. Rest assured that my demands on the system are very modest.
     
  8. EvilC0P

    EvilC0P

    Like someone mentionned, depends what platform and HOW many ladders you have up and running.
    the more ladders/charts you got up, the more bandwidth you need.

    What you should do, with your current setup is monitor how much bandwidth goes in from market open to market close.
    Usually routers have such built in tool. or you can simply install a monitoring software on your machine [ like www.bwmonitor.com ]

    You need more d/l bandwidth than upload, that is for sure.
    Constant stream coming in and your orders are a very small packet of info

    Depending on services [from ISPs] offered in your area.
    I would suggest you a cable access with 8-10 mbps [minimum] down and 1mbps [min] up.

    More you have better it is but it costs more too...

    And if a pipe gets filled ~80%+ , you get connectivity issues/high latency, so get enough bandwidth.
    So if you constantly have 3 mbps in, then a 6+ mbps link is required.
    hope this helps.
     
  9. The real question is why you would like to go with a symmetric technology to start with. T1's are year 2000 stuff - technology has developped further.

    I saw offers recently for VDSL based internet for end users with 50mbit down and 10mbit up..... for about 90 USD per month. Capped at 200gb before downgreading to 6mbit/0.5mbit.

    Even "low end" DSL connections these days go to 6Mbit, not mentioning 16Mbit ADSL2+. As you are a typical data consumer (a lot more downstream than ustream).... why even bother with a technology that is symmetric and vastly cost inefficient?

    Get a decent ADSL or cable line and be done with it. It probably is a LOT cheaper than the T1 line.
     
  10. SteveC5

    SteveC5

    T1's usually include service level agreements (SLAs) where the ISP guarantees service. When a T1 goes down, a tech is usually on site within 24 hours. Many "home" service calls and can take days and escalating issues to a customer service rep. vs. an account manager has a big difference as well. It's also not uncommon to read about "home" services have monthly bandwidth usage limits that arent published. Some have even terminated service with customers who download too much.

    I guess in a nutshell most T1 services are more than just speed. Mission critical systems require uptime where a typical "home" service will likely fall short.

    With that said doing multiple services like DSL and cable probably has enough redundancy for those on a budget. You'll get the performance and the other will buy time while you wait for the service techs to work the issue (which could be an outage for days.)
     
    #10     Sep 27, 2009