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  1. E

    IQFeed vs Polygon.io

    Hi, your website says your average latency is 85 ms. Is this milliseconds or microseconds? Thanks.
  2. E

    which order type is faster, market order or limit order?

    hi, how long does it take to execute an nasdaq order?
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    which order type is faster, market order or limit order?

    thanks. i forgot to mention that it is for liquid stocks.
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    which order type is faster, market order or limit order?

    Generally which order type is filled faster using IB for Nasdaq stocks? Market order or marketable limit order? Thanks.
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    IB order processing/routing latency

    Hi, can you do a test with no "good-after-time" to see what the latency is?
  6. E

    thanks Robert. I briefly looked at Lightspeed's API description that is said for C++...

    thanks Robert. I briefly looked at Lightspeed's API description that is said for C++ programmer. I am an amateur programmer and only know a little about .Net programming such as C#. Does that API offer a .Net interface?
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    low latency quote vendor needed

    by the way, where can I find the info about ranking of exchanges by trading volume?
  8. E

    what is the latency of lightspeed trader for US stocks? Thanks.

    what is the latency of lightspeed trader for US stocks? Thanks.
  9. E

    low latency quote vendor needed

    I only trade one side a time.
  10. E

    low latency quote vendor needed

    do you know what kind of latency the Lightspeed/Lime is, for both quote and execution, for US stocks?
  11. E

    low latency quote vendor needed

    I previously use Smart as destination. Having found bad fills, I tried to use Island. However, the fill is no better. Do you know how to configure Smart to send to the most-volumed exchange?
  12. E

    low latency quote vendor needed

    Actually I haven't. I have been trading on paper account. Slippage on futures is OK, but on stocks is very often bad due to large spread, especially during volatile hours. I am not sure how that behaves in real world. Do you know for NASDAQ stocks, which exchange generally has the best...
  13. E

    low latency quote vendor needed

    I connect to ib using a VPS with latency about 3ms. The strategy breaks if the latency is larger than 50ms. So, I may have to switch to another broker. Please give some recommendations.
  14. E

    low latency quote vendor needed

    ib is a listed company and its commission is quite low. what other brokers do you recommend? Thanks.
  15. E

    low latency quote vendor needed

    for both as I do arbitrage between futures and baskets of stocks. Therefore, I need the e-mini and us stocks data.
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    low latency quote vendor needed

    I don't do HFT, just do some statistical arbitrage. Only around 10 trades per day. Currently, IB's quote feed is not fast enough and I get bad slippage. I guess getting a better feed can make the strategy work.
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    low latency quote vendor needed

    the latency is less than 10 milliseconds from exchange to the program. I can host a VPS in New York or Chicago. Currently its ping to IB server is in 2-3 milliseconds.
  18. E

    low latency quote vendor needed

    Please recommend a low latency quote vendor. I plan to use IB for execution only. My program trades US stocks and E-mini futures. Budget is preferably less than 300 USD a month. Thanks.
  19. E

    please recommend a VPS that is closest to IB server in Chicago

    I previously used Vultr, but felt insecure or hacked due to some surprises. Now Azure gives me a sense of safety. One Azure technical support person says without username and password, he cannot peek into. Hope you can also recommend some secure ones.
  20. E

    please recommend a VPS that is closest to IB server in Chicago

    please recommend a VPS provider that is closest to IB server in Chicago. I tested with Microsoft Azure in northeast US. Its ping to cdc1.ibllc.com is on average 3 ms. Do you know another provider that can be faster? Thanks.
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