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Search: Posts Made By: Koepisch
Forum: Traders Hideout February 17th, 2014, 01:05 PM
Replies: 66
Views: 28,346
Posted By Koepisch
Thanks a lot gomi. You can help me out with the...

Thanks a lot gomi. You can help me out with the Win7 code, if you are willing to share it. Now it's family time, so i will look into the code at later time. But i'm looking forward to do it. I think...
Forum: Traders Hideout February 17th, 2014, 12:36 PM
Replies: 66
Views: 28,346
Posted By Koepisch
No not anymore. NTP is out of the game. I can...

No not anymore. NTP is out of the game. I can achieve much more precision with doing it myself and i can keep control. Adjusting the timer frequency is one part of the game. I want to send a UDP...
Forum: Traders Hideout February 17th, 2014, 12:10 PM
Replies: 66
Views: 28,346
Posted By Koepisch
gomi: You wrote "I you choose to go with the...

gomi: You wrote "I you choose to go with the hardware way, it's better to use a legacy serial port, which has a direct IRQ access to the CPU, than going through the full serial over usb stack."

My...
Forum: Traders Hideout February 17th, 2014, 12:00 PM
Replies: 66
Views: 28,346
Posted By Koepisch
Thanks, now i've got it!

Thanks, now i've got it!
Forum: Traders Hideout February 17th, 2014, 10:28 AM
Replies: 66
Views: 28,346
Posted By Koepisch
gomi: I haven't grasb it yet. You said "we use a...

gomi: I haven't grasb it yet. You said "we use a sliding convolution window of 1 second, and we try to see which starting time of the window captures the maximum ticks" - is that related to the...
Forum: Traders Hideout February 17th, 2014, 09:21 AM
Replies: 66
Views: 28,346
Posted By Koepisch
Thanks a lot gomi for your contributions. I have...

Thanks a lot gomi for your contributions. I have to re-read your post a few times and look into the NT code. Till now i haven't had an idea to utilize NT for that issue due to lack of exchange time...
Forum: Traders Hideout February 17th, 2014, 02:30 AM
Replies: 66
Views: 28,346
Posted By Koepisch
Thanks GOMI, thats exact my current way to solve...

Thanks GOMI, thats exact my current way to solve this issue. In the meantime i've received all things to build my own stratum 1 GPS based time source (with PPS of course). To overcome windows time...
Forum: Traders Hideout February 3rd, 2014, 05:26 PM
Replies: 66
Views: 28,346
Posted By Koepisch
Too make some further practical contribition to...

Too make some further practical contribition to the VPS topic, i've contrived another test bench:

Question: How big is the delta time of an round trip when an UDP packet going into Win7 vs. Win7...
Forum: Traders Hideout February 3rd, 2014, 05:02 PM
Replies: 66
Views: 28,346
Posted By Koepisch
Big Mike, artemiso: I have to mention that i'm a...

Big Mike, artemiso: I have to mention that i'm a little bit annoyed, that the first source code isn't easily readable for no reason. For the EXE we have no source code, so we can't control how this...
Forum: Traders Hideout February 3rd, 2014, 04:55 PM
Replies: 66
Views: 28,346
Posted By Koepisch
Sorry to repeat me again and again. Time...

Sorry to repeat me again and again. Time measurements in windows are a complex issue. You have to code it plattform dependent to get some reliable results. The windows timer ticks with 15.6ms at...
Forum: Traders Hideout February 3rd, 2014, 04:02 PM
Replies: 66
Views: 28,346
Posted By Koepisch
artemiso: Why do you scramble your code with the...

artemiso: Why do you scramble your code with the DEFINEs?
Forum: Traders Hideout February 3rd, 2014, 07:26 AM
Replies: 66
Views: 28,346
Posted By Koepisch
You are welcome. For my tests i can only do the...

You are welcome. For my tests i can only do the following to reduce context switches:

1. Stripe down / disable OS Services
2. Test program is attached to one cpu core and thread
3. Switch cpu...
Forum: Traders Hideout February 3rd, 2014, 03:42 AM
Replies: 66
Views: 28,346
Posted By Koepisch
I don't want to discuss the pro + con of using...

I don't want to discuss the pro + con of using VPS here - thats obvious and it's mentioned many times at BM. It's a thread about measuring latencies with the emphasis of getting the most accurate...
Forum: Traders Hideout February 1st, 2014, 04:15 PM
Replies: 66
Views: 28,346
Posted By Koepisch
I've searched i view hours today about NTP and...

I've searched i view hours today about NTP and local time sync. Fortunately i've found an excellent solution for that (also defined as stratum 1 source). You can use an Raspberry PI + GPS module and...
Forum: Traders Hideout February 1st, 2014, 10:00 AM
Replies: 66
Views: 28,346
Posted By Koepisch
Thanks, excellent document! Well designed system.

Thanks, excellent document! Well designed system.
Forum: Traders Hideout February 1st, 2014, 09:52 AM
Replies: 66
Views: 28,346
Posted By Koepisch
In fact +/- 10% isn't an issue and would not...

In fact +/- 10% isn't an issue and would not justify the efforts for doing it otherwise. For other reasons i wanted to switch to R|API too, so i can antedate this and make my measuring. Then the most...
Forum: Traders Hideout February 1st, 2014, 09:30 AM
Replies: 66
Views: 28,346
Posted By Koepisch
Big thanks at all of your input and i will look...

Big thanks at all of your input and i will look into the links provided. BigMike Comment No. 1 is also my understanding. Only 2 timestamps are important , first exchange time (is settled) second my...
Forum: Traders Hideout February 1st, 2014, 05:06 AM
Replies: 66
Views: 28,346
Posted By Koepisch
NTP was my first idea ("Internet clock...

NTP was my first idea ("Internet clock adjustment"), but Fat Tails mentioned that there will be still an 100ms latency. But i think if i use the nearest NTP server the time is pretty precise. I don't...
Forum: Traders Hideout February 1st, 2014, 02:42 AM
Replies: 66
Views: 28,346
Posted By Koepisch
Fat Tails, thanks for your answer. I've done a...

Fat Tails, thanks for your answer. I've done a lot of research of VPS and trade routing, so your answer is welcome but targeting not my intension. I don't want to measure the latencies with snapshots...
Forum: Traders Hideout February 1st, 2014, 02:08 AM
Replies: 66
Views: 28,346
Posted By Koepisch
I don't want to play games - i won't make manual...

I don't want to play games - i won't make manual trading faster and simpler. MS + Sony designed controller to offer excellent game control, vendors like KeybordTrader designed keyboards for traders....
Forum: Traders Hideout January 31st, 2014, 02:20 PM
Replies: 66
Views: 28,346
Posted By Koepisch
Thanks Mike, i will check that issue with...

Thanks Mike, i will check that issue with ninjatrader directly next week. But i think the API approach is the only way to get thrustworthy comparisions. But that means that i have to pay for the feed...
Forum: Traders Hideout January 30th, 2014, 03:57 PM
Replies: 66
Views: 28,346
Posted By Koepisch
How to measure data feed latencies between continents?

Hi,

i want to make a test to compare the data feed latencies between a neuropean hosted system and an us based system (VPS and or Colocation). Both accessing us exchanges and are running...
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