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Search: Posts Made By: gomi

Forum: Traders Hideout

February 17th, 2014, 01:51 PM

Replies: 66

How to measure data feed latencies between continents?

Views: 28,344

Posted By gomi

Here's the Win7 code. To make it work with good...

Here's the Win7 code. To make it work with good precision, the code will compute a corrective scale factor for performance counter frequency, using an EMA(100) of measured values.

Be prepared to...

Forum: Traders Hideout

February 17th, 2014, 12:52 PM

Replies: 66

How to measure data feed latencies between continents?

Views: 28,344

Posted By gomi

I didn't really think to use a network stack as...

I didn't really think to use a network stack as my GPS card was serial ;-)

Using a serial port is easy, you just set up a mask
SetCommMask(hPort, EV_RLSD | EV_ERR | EV_RXCHAR);

An wait for...

Forum: Traders Hideout

February 17th, 2014, 12:19 PM

Replies: 66

How to measure data feed latencies between continents?

Views: 28,344

Posted By gomi

If I understand you will be building a dedicated...

If I understand you will be building a dedicated NTP server on PI box ?
In this case, you will need some way to discipline your local PC clock (make it slew faster/slower)

Since you're on a LAN...

Forum: Traders Hideout

February 17th, 2014, 11:12 AM

Replies: 66

How to measure data feed latencies between continents?

Views: 28,344

Posted By gomi

Suppose you have a constant latency of 150 ms. ...

Suppose you have a constant latency of 150 ms.
Then the measured latency should be equally distributed between 0.150 s (ticks happening at mm:ss.000, timestamped mm:ss ), and 1.150 s (ticks...

Forum: Traders Hideout

February 17th, 2014, 09:11 AM

Replies: 66

How to measure data feed latencies between continents?

Views: 28,344

Posted By gomi

If your clock is correctly set up, you can use...

If your clock is correctly set up, you can use GomTimeMeasureV2 to watch time distribution on tick arrivals

3 tick modes : Last, BidAsk, All (Hotkey Space Bar)

This allows to check if the...

Forum: Traders Hideout

February 16th, 2014, 02:43 PM

Replies: 66

How to measure data feed latencies between continents?

Views: 28,344

Posted By gomi

You can also watch OS latency and check for rogue...

You can also watch OS latency and check for rogue drivers using latencymon
137504

Forum: Traders Hideout

February 16th, 2014, 12:26 PM

Replies: 66

How to measure data feed latencies between continents?

Views: 28,344

Posted By gomi

Just a few off topic points on clock management...

Just a few off topic points on clock management in Windows with (or without) NTP.

I made a lot of tests with NTP and my conclusion is that
* I requires symmetrical latency ( not available on...

Showing results 1 to 7 of 7

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