Sending in 25 orders per sec w/ the sterling API

Discussion in 'Automated Trading' started by WhiteOut56, May 10, 2011.

  1. I have a program that sends in 100 orders.

    I have tried thing program on probably 8 different computers, and only ONE computer I am able to get sterling to send in 25 orders per second. The other 7 computers it shoots say 5 orders per second.

    Same account / same ip address.
    I have tried to figure this out for about 2 months with no luck. If anyone CAN get there sterling to send 25 orders / sec, would you be able to provide some insight??

  2. wow no one
  3. I think what you want to do is deconstruct every difference along the path of the order that could conceivably make a difference.

    What versions of Excel/Office on Computer A and Computer B.
    What version of .NET on Computer A and Computer B.
    What OS version installed on Computer A and Computer B.
    What network card/settings on Computer A and Computer B.
    Any difference in physical hookup or both going to same router?

    This is tedious but sometimes the only way to get insight on weird differences like that. I realize from before you stated that they are logging into the same Sterling account and the same Sterling IP addresses.
  4. hmmm that's an interesting idea. I do see a difference in version of .net. Let's pray

    Thanks for you help
  5. did that SAME exact versions of .net

    I just got done testing this with a brand new computer windows 7, and it still shoots orders out slow.

    This has to be like the 7th computer I tried, and I only get 1 computer to slam out the orders 20 to 25 / sec.

  6. Sorry none of this is helping.

    If you make a new program that doesn't have your strategy and just sends 100 orders (i.e. limit orders away from the market that won't be executed) -- maybe it is something you can share with others running Sterling and get some insight. I switched away from Sterling a few months ago so I can't test myself.
  7. you can also generally get sterling on the phone, and perform each test when they watch your accounts.

    see if they can tell you more.
  8. bespoke


    i can send over 25 per sec using vb6

    the issues with .net have been discussed here before
  9. What exactly are the issues? Sorry, I missed the thread. I started one in the 'trading software' section hoping to get some insight into how this activeX component works, but no one really commented.

    Whiteout, are you using the XML methods or the regular methods?
  10. B,
    You have a lot more behind the scenes than you think - but you need to get things even.

    First, 7 computers... that's a lot. Start with one computer, fresh build, W7x64, install SP1. If you need a "clean" build you can always uninstall and reinstall SP1 after you remove STI.

    Are you running same versions of .NET and are you installing the lower .NET app or relying on the reverse compatability of a newer version?

    Are you writing and compiling in 2005, 2008 or 2010?

    Are you using the same network cards? Same system memory?

    If you uninstall and reinstall your NIC drivers + your STI version + your Excel + your .NET do you get the same repeat results on the same machine or does each machine vary. Can you duplicate results on the same exact machine time after time or do results vary on the same machine?
    #10     May 11, 2011