Robx 

Alvaro, si necesitas tan baja latencia para tus sistemas, lo mejor es que compruebes el timing de entrada de las ordenes en el mercado como ha dicho sam028. Si tu broker comprueba el crédito o cualquier otro tipo de chequeo en la cuenta previo a lanzar la orden al mercado no vas a ganar nada con otro servidor. Necesitaras antes evitar esas comprobaciones o cambiar de broker.

Hola, he hecho chequeos en la plataforma de Rithmic, te permite hacerlos y los resultados muestran 4.000-5.000 micro segundos con mi actual VPS, esto lo he contrastado todo igual pero con un VPS que me vendian como super estupendo a lado del CME en Aurora y sorpresa, tenian la misma velocidad. Quiero intentar rebajar esa latencia, estoy viendo otras posibilidades de servers en Aurora, he visto que AWS y Azure tienen alli.
Tengo todos los timelapse controlados en un log, por eso hilo tan fino. Gracias

Hello, I have done checks on the Rithmic platform, it allows you to do them and the results show 4,000-5,000 micro seconds with my current VPS, I have contrasted this all the same but with a VPS that they sold me as super great next to the CME in Aurora And surprise, they had the same speed. I want to try to lower that latency, I'm looking at other possibilities for servers in Aurora, I've seen that AWS and Azure have them there.
I have all the timelapses controlled in a log, that's why the thread is so fine. Thanks


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Another problem I forgot was that the probes of ping in Rhythmic is that they are done in a controlled environment, the problem comes when there is a fill and you have to return that fill and send the brackets, that's where I want the speed.


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Robx 

Alvaro, si necesitas tan baja latencia para tus sistemas, lo mejor es que compruebes el timing de entrada de las ordenes en el mercado como ha dicho sam028. Si tu broker comprueba el crédito o cualquier otro tipo de chequeo en la cuenta previo a lanzar la orden al mercado no vas a ganar nada con otro servidor. Necesitaras antes evitar esas comprobaciones o cambiar de broker.

Hi @Robx,

Thanks for joining the discussion and helping out, but please only use English in the English-language sections of the forum, so others who do not read Spanish can understand and benefit from your replies.

Bob.

Hi @bobwest

Sure! no problem. It was just a quick tip.
Best,

Alvaro Martinez 

Hello, I have done checks on the Rithmic platform, it allows you to do them and the results show 4,000-5,000 micro seconds with my current VPS,

What does that represent. Just as a reference, looking at the audit trail in Trading Technologies software, it's show the TT latency to be about mostly around 250-300 micros and the exchange latency to be mostly around 150-200 micros. The TT latency is how long it is taking my software to prcoess orders. The exchange latency is how long it takes the exchange to acknowledge an order. Interestingly I can't find anything that shows the time it took to route the order.

SMCJB 

What does that represent. Just as a reference, looking at the audit trail in Trading Technologies software, it's show the TT latency to be about mostly around 250-300 micros and the exchange latency to be mostly around 150-200 micros. The TT latency is how long it is taking my software to prcoess orders. The exchange latency is how long it takes the exchange to acknowledge an order. Interestingly I can't find anything that shows the time it took to route the order.

And at the end, nothing replace real data and real test.
Assuming everyone has a clock correctly synchronized with NTP, the log files (for Ninja it's in traces files) shows the exact timestamp of each step of a sent order.
From what I saw the "advertised latency" is always a bit optimistic.

I was thinking and researching and in the end it may be that the best option, even if it is expensive, is that they make you a program to execute your orders directly to the data feed API, there you save the latency of the platform. I have also seen the cost of connecting directly to the CME API for retail trader and the minimum is $500 per month with 0.50 Mbps and each increase as I have understood is $500 more. If it is already difficult to have Alpha with your strategy, add the extra costs to avoid, if possible, slippages as much as possible.... anyway...

SMCJB 

I'm not familiar with Phillips or Rithmic. Have you tried asking one of them how your orders are routed?

NinjaTrader is an introducing broker. Phillips is one of their two affiliate brokerage firms. Rithmic is a data provider. I believe that is what Alvaro was referring to. I'm a new NT client and have wondered about their latency/routing. Phillips is my broker too but I use ICQ for data. I don't currently trade algo, but occasionally venture into writing strats to backtest.

Alvaro Martinez 

Hello, I have done checks on the Rithmic platform, it allows you to do them and the results show 4,000-5,000 micro seconds with my current VPS, I have contrasted this all the same but with a VPS that they sold me as super great next to the CME in Aurora And surprise, they had the same speed. I want to try to lower that latency, I'm looking at other possibilities for servers in Aurora, I've seen that AWS and Azure have them there. I have all the timelapses controlled in a log, that's why the thread is so fine. Thanks Sent using the NexusFi mobile app

How do you run a check?

BTW, I use TradeStation platform and feed.