What is your avg latency to your broker?

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

  1. I do intraday swing trades in ES and VERY little scalping. The speed seems quite adequate to me but I have no real feel for what is good or unacceptable for my type of trading. I would like to know how this stakes up and if I should seek a better connection if I intend to scalp more regularly.

    Here are the numbers: min=27ms, max=109ms, av=47ms. Comments please.
     
    #31     Dec 6, 2011
  2. jjw

    jjw ET Sponsor

    Telco rule of thumb:
    1 millisecond per 100 miles.
     
    #32     Dec 6, 2011
  3. 94ms from The Netherlands
     
    #33     Jan 2, 2012
  4. there are various ways to place direct orders and I don't know all of them - you can be a member, have sponsored access and a bunch more - it all depends on the exchange and your broker
     
    #34     Jan 3, 2012
  5. Thanks, I'll try to find more info on this subject.
     
    #35     Jan 5, 2012
  6. larssan

    larssan

    Using a server in Chicago about 1ms
     
    #36     Jan 5, 2012
  7. wonghang

    wonghang

    I am very new to here. Just google and I found here.

    I am using IB and has about 20ms from my home while 2ms from data center.
    But I think the network latency is not a main issue, it can always be solved by placing your machine to data center.
    However, some latency are not controlled by us.

    I would like to ask if any one has some statistic on the latency of placing a LIMIT order / modify a LIMIT order to IB?

    Thanks.
     
    #37     Jan 25, 2012
  8. Queue priority.
     
    #38     Jan 27, 2012
  9. Approx 200ms including ack time.
     
    #39     Jan 27, 2012
  10. aripplet

    aripplet

    <10ms from FIOS in NYC.

    not sure if it's good enough for IB.
    Is <1ms at IB useful?

    [​IMG]
     
    #40     Mar 8, 2014