TT autospreader latency, etc

Discussion in 'Trading Software' started by zen, Apr 18, 2010.

  1. zen


    Hi everyone,

    Just curious if anyone is using the Autospreader strategy engine (server-based, colocated) from TT and have monitored/measured the latency between A and B:

    A: receiving order update (and assuming the update trigger a new order to be sent)
    B. time when an order is put on to the wire

    (I think this is called tick-to-trade?)

    any ballpark figure from your experience would be much appreciated

    On a separate note, does anyone has any anecdotes of speed ups from writing their custom autospreader (hiring a very competent programmer) vs the TT autospreader straight out of the box?

    I saw many people raved about CQG autospreader while Rithmic claimed their tick-to-trade is 250us. Any strong opinions about who's the best in trading high-frequency?

  2. zen


    No one has any idea/experience/opinion/advice? That's disappointing...
  3. You're new to E'trader (two posts) but probably you've been on other boards, and are aware that bumping is bad behaviour?
  4. zen


    Hi Rodney,

    No I did not know that. My apologies.
  5. Thank you for your polite reply (really).

    I mean -- bumping amounts to "I'm mad that I didn't get the attention I wanted right away, so I'm going to have a tantrum." It's the way 2-year-olds think. Adults can and should do better.