Forum: NinjaTrader
March 6th, 2015, 09:33 AM
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Replies: 12
Views: 5,993
Thanks. I see 10 threads with 'latency' in the...
Thanks. I see 10 threads with 'latency' in the title, and have read all of them. None of them appear to deal with specific values for order submission latency. The fact remains that 95ms one-way...
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Forum: NinjaTrader
March 6th, 2015, 09:12 AM
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Replies: 12
Views: 5,993
Do you know your latency?
I have written an NT script to calculate order submission and order cancel latency, and I found the results surprisingly high to say the least. I'm seeing latency from CQG Trading London to Eurex of...
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