Latency

Discussion in 'Networking and Security' started by TinFoilHat, Sep 21, 2022.

  1. SunTrader

    SunTrader

    Did I say it was? You mentioned last time you checked it was 5 mbs upload with Comcast. I informed you it was no longer - at least for my area. That is all.
     
    #11     Sep 21, 2022
  2. MrMuppet

    MrMuppet

    It absolutely doens't matter what you're doing on your end. The entire setup is shit.

    - The datafeed comes from your provider and let's just asume you have a fast one that doesn't bunch up ticks. Exchange sends to provider, provider sends to you -> you already have a delay here.

    - Your computer compiles all this stuff to display it on to your screen -> delay
    - Now you have monitor input lag of about 30ms -> delay
    - You click to send an order, which goes to your broker first -> delay
    - Broker performs risk check-> delay
    - Broker approves and sends order to exchange -> delay


    I asume in between the orderbook/price update that happens on the exchange and triggers your trade and your order actually hitting the exchange we're talking about 1-3 seconds of latency here.

    There is absolutely no way to compete against machines on a tick by tick basis with a classic client based trading system. Zero chance, even if you had the fastest internet connection in the world. Your order goes through so many hops it doesn't matter how fast your connection or your desktop machine is

    If your system depends on speed, you need to automate it, rent at least a virtual machine next to the exchange and run your execution software on the server.
    If not, work with limit orders or stops that already are at the exchange when the price update happens.

    Besides that, I hope you trade Chicago markets and not some overseas stuff. If you trade EUREX products, the order would still go through AMP before they are sent to the exchange as well as the fill confirmations. You lost the battle before you even wire money to the account
     
    #12     Sep 21, 2022
    spy, TinFoilHat and SunTrader like this.
  3. Overnight

    Overnight

    You never mentioned what your latency IS.
     
    #13     Sep 21, 2022
  4. ET180

    ET180

    Sorry, I misunderstood. You have one of the higher tier plans. Maybe they raised the cap.
     
    #14     Sep 21, 2022
  5. kroxobor

    kroxobor

    That's why trade crypto! Lots of trading inefficiencies, direct connection, less competition. Can't understand why people still tend to choose so crowded places for trading as for example US equities.
     
    #15     Sep 22, 2022
  6. maxinger

    maxinger


    I recommend lumber futures for you.
    It is absolutely not crowded.

    By comparison, crypto is rather crowded.

    You will love lumber futures
     
    #16     Sep 22, 2022
    MarkBrown, wartrace and rb7 like this.
  7. MrMuppet

    MrMuppet

    Lumber for the win...but please, not for beginners. That stuff is so illiquid that you'll carry inventory for weeks when you have size on
     
    #17     Sep 22, 2022
    MarkBrown likes this.
  8. MarkBrown

    MarkBrown

    when your latency is 5ms or less then that's pretty good and will indicate fiber carrier.

    latency more than 150ms is very sad and indicates copper or coax carrier.

    5ms to 150ms pretty average i am guessing.

    also has to do with hops, you can specify a central office fiber connection in a city. so say i am in texas but i trade chicago, i can be connected from my office directly to chicago central office. so when you trace me it shows my location is in chicago not texas. this is possible with a dedicated commercial fiber account. to me this makes more sense than co-locating a server in chicago. m
     
    #18     Oct 11, 2022
    birdman likes this.
  9. Overnight

    Overnight

    Cisco cybersecurity is on the phone, they'd like a word with you...:)

     
    #19     Oct 11, 2022