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Search: Posts Made By: Big Mike
Forum: Traders Hideout February 3rd, 2014, 05:40 PM
Replies: 66
Views: 28,330
Posted By Big Mike
Yup, worked. This is a extremely simple...

Yup, worked. This is a extremely simple VirtualBox 4.1.18 VM using Windows 7 x64 on Debian Wheezy, Kernel 3.13.1. It has also some charts running in the background with Sierra Chart, plus the...
Forum: Traders Hideout February 3rd, 2014, 05:19 PM
Replies: 66
Views: 28,330
Posted By Big Mike
For fun I tried to run the EXE. ...

For fun I tried to run the EXE.

Unfortunately, no joy. I don't have gcc or g++ installed on the box and it is a requirement looks like, the EXE is not stand-alone.
...
Forum: Traders Hideout February 3rd, 2014, 04:19 PM
Replies: 66
Views: 28,330
Posted By Big Mike
Just zip it first for exe. Let me know when you...

Just zip it first for exe. Let me know when you are ready.

Mike
Forum: Traders Hideout February 3rd, 2014, 01:31 PM
Replies: 66
Views: 28,330
Posted By Big Mike
I haven't run it on a VPS. The only VPS that I...

I haven't run it on a VPS. The only VPS that I use is Windows based and I don't have g++ installed.

Mike
Forum: Traders Hideout February 3rd, 2014, 11:47 AM
Replies: 66
Views: 28,330
Posted By Big Mike
Running on a production machine with a high load...

Running on a production machine with a high load right now in the middle of the cash session, so keep that in mind:

http://screencast.com/t/xEOgDQXsD

http://screencast.com/t/jJpfavAP1iLZ

Mike
Forum: Traders Hideout February 3rd, 2014, 01:41 AM
Replies: 66
Views: 28,330
Posted By Big Mike
I don't have all the libraries installed, post...

I don't have all the libraries installed, post compiled code for Windows and x64 linux and I'll post my results from a VPS vs dedicated.

Mike
Forum: Traders Hideout February 3rd, 2014, 01:38 AM
Replies: 66
Views: 28,330
Posted By Big Mike
Post some details. Mike

Post some details.

Mike
Forum: Traders Hideout February 3rd, 2014, 01:29 AM
Replies: 66
Views: 28,330
Posted By Big Mike
VPS is good for someone with a tiny budget. ...

VPS is good for someone with a tiny budget. Anyone who is somewhat latency sensitive won't mind spending $150 a month to get a full dedicated Xeon box at Equinix with Steadfast (etc). Anyone who is...
Forum: Traders Hideout February 1st, 2014, 09:34 AM
Replies: 66
Views: 28,330
Posted By Big Mike
Ping is good enough based on my understanding of...

Ping is good enough based on my understanding of your requirements.

Say ping shows 150ms to your broker, it is extremely unlikely this would vary more than +/- 10% or so from a proper test using...
Forum: Traders Hideout February 1st, 2014, 09:05 AM
Replies: 66
Views: 28,330
Posted By Big Mike
Output from ntpq peers, using Steadfast NTP, from...

Output from ntpq peers, using Steadfast NTP, from one of my Equinix datacenter servers:


ntpq> pe
remote refid st t when poll reach delay offset jitter...
Forum: Traders Hideout February 1st, 2014, 08:59 AM
Replies: 66
Views: 28,330
Posted By Big Mike
Steadfast is a stratum 1 source (GPS): ...

Steadfast is a stratum 1 source (GPS):

https://support.steadfast.net/Knowledgebase/Article/View/103/0/ntp-time-servers

Mike
Forum: Traders Hideout February 1st, 2014, 08:58 AM
Replies: 66
Views: 28,330
Posted By Big Mike
I am not one to usually disagree with Fat...

I am not one to usually disagree with Fat Tails... but...

1) Yes you can measure latency with millisecond and even microsecond accuracy. It is trivial when using any API that sends the Exchange...
Forum: Traders Hideout February 1st, 2014, 05:40 AM
Replies: 66
Views: 28,330
Posted By Big Mike
Let me try again The easiest answer is to...

Let me try again

The easiest answer is to just use ping. Ping your broker/data feed. That will probably get you 98% there in terms of latency and takes about 1 second of your time to implement...
Forum: Traders Hideout February 1st, 2014, 05:37 AM
Replies: 66
Views: 28,330
Posted By Big Mike
High Frequency Trading and the True Value of Time...

High Frequency Trading and the True Value of Time - Victor Yodaiken's blog - The Trading Mesh (http://www.thetradingmesh.com/pg/blog/victoryodaiken/read/127205)

That article also mentions PTP...
Forum: Traders Hideout February 1st, 2014, 05:28 AM
Replies: 66
Views: 28,330
Posted By Big Mike
If you are referring to post #5 in this thread,...

If you are referring to post #5 in this thread, the 100ms he is talking about is the speed of light delay between your location and Chicago. Nothing to do with NTP.

NTP will use server pools...
Forum: Traders Hideout February 1st, 2014, 05:26 AM
Replies: 66
Views: 28,330
Posted By Big Mike
I strongly disagree on 100ms latency with NTP. ...

I strongly disagree on 100ms latency with NTP. Perhaps he was talking about Windows Time, which is not very efficient and loosely based on NTP.

NTP can easily obtain 1ms precision, usually in...
Forum: Traders Hideout February 1st, 2014, 02:51 AM
Replies: 66
Views: 28,330
Posted By Big Mike
Unless you are wanting microsecond precision, I...

Unless you are wanting microsecond precision, I think using NTP is sufficient instead of GPS.

You need a server in Chicago. Depending on your budget I would say either sam028 which uses Steadfast...
Forum: Traders Hideout January 31st, 2014, 10:33 AM
Replies: 66
Views: 28,330
Posted By Big Mike
If you use IQFeed it is pretty simple. They...

If you use IQFeed it is pretty simple. They provide the Exchange timestamp, then just compare it to local time. I imagine that other API's do this as well. AFAIK however, NinjaTrader does not give...
Showing results 1 to 18 of 18

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