What is your avg latency to your broker?

Discussion in 'Order Execution' started by Daal, Nov 29, 2011.

  1. To place orders directly with an exchange (like NYSE) you either need sponsored access (someone to vouch for you) or you need to be an exchange member.

    I don't know anything about other exchanges outside NYSE.
     
    #21     Nov 30, 2011
  2. rmorse

    rmorse Sponsor

    Other exchanges are the same. Most platforms use DMA through a member. Sponsored access is less common now with the new pre-trade checks.
     
    #22     Nov 30, 2011
  3. From where to where? I am 50-70ms from Denver to Chicago on Comcast 12 down and 2 up. It's true its less secure but it is encrypted and the hackers don't want me they want bigger fish. A brokerage firm would use nothing less than DS3 or fiber.
     
    #23     Nov 30, 2011
  4. if winston doesnt think he's frontrunning someone he wont trade.

    nice of him to confess
     
    #24     Nov 30, 2011
  5. Daal

    Daal

    I'm in Sao Paulo, Brazil. My cable connection does 155ms. I can upgrade the connection but it seems enough for all my purposes
     
    #25     Nov 30, 2011
  6. Vancouver, Canada

    Hop . IP Address . . . .. . Host Name . . . . . . . . . . . Response Time
    1 No reply from host
    2 64.59.157.209 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 ms
    3 66.163.69.133 . . . rc2bb-tge0-2-2-0.vc.shawcable.net 12 ms
    4 66.163.77.142 . . . rc3wt-ge15-0-0.wa.shawcable.net 15 ms
    5 64.86.123.29 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 ms
    6 64.86.123.22 . . . if-14-2.tcore1.PDI-PaloAlto.as6453.net 74 ms
    7 66.198.127.2 . . . if-2-2.tcore2.PDI-PaloAlto.as6453.net 73 ms
    8 66.198.144.6 . . . Vlan3254.icore1.SQN-SanJose.as6453.net 75 ms
    9 209.58.116.114 . Vlan513.icore1.SQN-SanJose.as6453.net 70 ms
    10 152.63.50.6 . . . 0.ae3.XL3.SJC7.ALTER.NET 34 ms
    11 152.63.20.217 . 0.ge-3-1-0.XL3.BOS4.ALTER.NET 103 ms
    12 152.63.22.177 . POS6-0-0.GW12.BOS4.ALTER.NET 103 ms
    13 208.192.181.62 . . interactivebrokers-gw.customer.alter.net 113 ms
    14 208.245.107.3 . . . gw1.ibllc.com . . . . 110 ms . . . Trace complete
     
    #26     Dec 1, 2011
  7. please explain how providing liquidity is front running?
     
    #27     Dec 1, 2011
  8. things are pretty mucked up right now with the new NICs but that's about the slowest I ever see.

    RTT = round drip time

    [​IMG]

    Once the buffering and cache issues are sorted out it'll drop back down to a fraction of this.
     
    #28     Dec 4, 2011
  9. never said it was.

    thats not how most hft money is made, imo
     
    #29     Dec 5, 2011
  10. Agreed... the make or take game is over & done with... No idea why you have been hating on me for so long then <3 <3 <3
     
    #30     Dec 5, 2011