Order execution timing...

Discussion in 'Index Futures' started by cohvi, May 30, 2006.

  1. cohvi



    The following questions regards future contracts traded on CME from the Middle East using RCG servers with Strategy Runner:

    1. Can you say how long it will take for an order to get into the stock exchange book from the second I click it in my house? and from a big investment house (M.E.-> RCG server -> CME)?
    2. What is the time delay until I see the updated data coming from the exchange (CME -> RCG server -> M.E.)?

    I'm asking this because I'm developing a fast trading system for trading futures and the timing is crucial.