Now I know I cannot improve further my LAN connection and my hardware configuration is already good, at least without spending a small fortune for a direct T1 direct line. Thanks to all for your replies.
so what? you're already stated this isn't a run-unattended system, the latency from colo to broker is irrelevant. what matters is the latency from your finger on the Panic button to your colo. and that would be far faster without the slow windows networking "stack".
I cannot explain it any more clearly than I have. There are a million things you can do speed up a program, but ping times are only half my need. I know of people that have even written their own drivers for a network card so they could put orders on the wire as fast as possible. I don't need a "panic button" whatever that is. My systems run by themselves, there is no human intervention. I just monitor them for data problems etc. For the one system that is a human/computer synergy where it presents opportunities, there would be something to be gained from running a faster TCP/IP stack, but I have already explained why I cannot use anything other than windows. Do a search on nitro and TCP and stack and you will see that I was talking about this stuff two years ago. I think you must be talking about one thing and I am another and I don't have the patience to figure out what you are talking about since I know what I do is 100% essential. nitro
I'm not a software systems guy but 10ms seems awfully long. 10ms is 10 milliseconds (.001 seconds). Today's PCs are clocked in the gigahertz range so the cycle time would be the reciprocal of a gigahertz or 1/1,000,000,000 or .000000001 seconds. Perhaps the rate Damir is referring to is 10 microseconds. Seems slow compared to the clock rate but as I said I'm not a software systems type.
no, it's 10 milliseconds. it's not a hardware limitation, it's a Windows limitation - linux running on the same platform has a 1ms system time slice. one of the reasons Suns are still around is they provide a secondary clock to the system that allows slicing in the microseconds. the 1ms measured claim for an XP hooked up at colo is bogus, and even if it were true it would be meaningless because the system itself cannot run with that kind of resolution.
sorry, forgot, this setup doesn't actually do trades, it only collects data. for that, i agree, the panic button is not nearly as important.
going through a retail broker it simply doesn't matter whether or not an order gets "on the wire" 1/100 of a second faster. before that order goes out the other side of the broker's system, it has to be verified for margin, etc. yes, it happens automatically and fast, but it doesn't happen at anything resembling line rates. this entire line of enterprise is a dead end unless there are no intermediaries between the box and the market. it doesn't matter how fast and quick a retail hookup is, if you can see the data, it's already stale.
Sorry, what do you mean exactly for >> it doesn't matter how fast and quick a retail hookup is, if you can see the data, it's already stale. >> Thanks.