Recent content by reffo

i arb in other market, the speed is around 10ms(colo), sometimes i miss the price, but the profit is enough to cover. if i can be faster, i will make more, and if slower, maybe i cannot profit. for globex, i tested with IB (100ms, real money) and anyalyzed the execution in the tick chart , lots...

Should be milliseconds. I connect IB chicago, and from IB chicago to Globex... I dont know. So if I need a 10 ms setup, any option?

hoppla, what's your current setup and what's the average delay? currently i'm using IB api, located in chicago but not in aurora, the delay is around 100 microseconds. My expection is within 10 ms, any suggestion about how to setup? thanks

maybe connect some exchange directly, such as CME, and some exchange through primary broker, such as FOREX, Spot Gold, and some nitch exchanges

Thanks, Robert. I tested IB API, send order from a server in Chicago, and the average time to get the first response from IB Chicago is around 100 ms. It's too slow to trade. I'm curious what kind of connection does these proprietary(HFT) trading firms use? Connect to each exchange...

I wanna find a broker who satisfy the following two requirements: 1. Access to major markets, such as future, equity, currency, metal, etc. 2. Automate trading connection and Co-location service (high availability) Of courese, IB is an option, but I'm not very satisfied with the infrastructure...

Thanks for your suggestion. I rent a VPS in Chicago and connect to IB Chicago. The speed is OK. The PING time is 1 mm. The problem is sometimes the connection will be lost, several times a day, last several seconds every time, and then reconnected. If your have pending orders during the...

OldGoat, Could you share with us which datacenter you choose to connect with IB? My primary interest is also the reliability and stability. Disconnection form IB server makes a lot of trouble for me.