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Today's VPS update:
Running 7 strategies, all automated. Everything ran fine. I'm living the dream.
For your amusement....
CPU and Memory Usage
I closed and reopened RDP several times, but I did not experience the shutdown of TS that I had Monday or Friday. I will continue to try to replicate that issue.
What I really want to see whats the hedge latency for my TT setup for an autospreader and the latency between where i am located in TT to the exchange on outright trades
Quick update: simple ping test to trade.tt from across the Globe was 200 ms several times (some were comparable to the US) - so justifies VPC, automation etc even on hosted platforms
Our VM is still running strong, now with 9 automated strategies on TradeStation, averaging 115 round trip entries per day. Averaging 11.3% CPU utilization and memory utilization has been steady at about 50% (4 GB out of 8 GB).
I have also been doing some additional analysis while the strategies have run (new charts, new strategies, performance reports, exports), which you will see as the occasional spikes (also installed Office). It is running just fine.
As it is, this is my last update, unless anyone has any questions. The VM passes our tests and we will use live next week, once we add some additional security. I'm very happy with the results.
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,057 since Dec 2013
Thanks Given: 4,409
Thanks Received: 10,225
trade.tt is their website and not the IP address of their trading infrastructure - or at least the cloud front end. Unfortunately they do not have ICMP (ping) enabled on their network so you can't ping them. Pingplotter does return the route, but doesn't have the time for the last hop.
I believe this is how NextGen TT works.
1/ You have your browser, mobile or desktop and it communicates with TT over the internet.
2/ TTs outward facing infrastructure is cloud based (AWS I think). This is where things like the order book etc are all maintained. It is the middle-ware between you and the trading engines.
3/ The Trading engines are co-located at the exchange.
So if you send an order to buy X, it crosses the internet, hits their cloud structure, then goes to the trading engine. But if you launch an ADL Algo or Autospreader, you send that instruction to their cloud structure, which in turn sends the instruction to the trading engines, BUT the algo actually runs on the trading engine, and does not interact with the cloud structure other than to report relevant information. So the latency on an autospreader is tiny. If you look at your Audit Trail you can see what the claimed latency is. Having been on NextGen TT fully now for several months I am confident that it is substantially faster than my co-located XTrader servers were.
If your outside the US and trading on TT I believe they have alternative on ramps to their network that should be quicker than going across the public network.
Slightly off topic but are you having an trade issues? When I was running Tradestation on an 'AWS Desktop' there were mornings that as soon as I logged on Tradestation would execute a trade and when I checked it should have been executed at some point during the night. It was as if the server or Tradestation had gone to sleep and the process of me logging onto the box woke it up. Didn't happen all the time, but it happened enough to be considered an onging problem.
There were no issues that I could see. There were no gaps in transactions and no stuck or pending orders. However, my process may be a little different. Here is what I do:
Sunday night
Start VM
Launch TradeStation with my trading desktop
Check parameters for all strategies and instruments
Check strategy automation settings
Let it run
Each evening after close:
Check for any problems
Check my reports and look at any interesting metrics
Friday afternoon:
Check to see if my strategies exit their positions at the assigned time
Verify that no positions are open by the close
Generate reports, etc.
Shut down the VM for the weekend
So the VM is never down during the trading week. I can monitor the VM from my Azure dashboard. I usually keep the RDP session running in the background on my PC, but sometimes I just disconnect and let it run. I actually power down my regular PC almost every night now.