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Am not familiar with GS Trader, but does it write some sort of trace file (or log file) locally to your machine which records all events, and their timestamps? Or does the platform provider keep such a log of all communication with your platform? If so, you could review (ask to review)...

Don't know which NinjaTrader version you are using. If it's 6.5, then go to http://www.ninjatrader.com/support/forum/showthread.php?t=5349

Between 09h30 - 10h30 EST, I took several more measurements. These measurements suggested 40 - 90 ms as a reasonable estimate of how quickly my order is handled by my broker and delivered to the Exchange Matcher. Thanks to the contributors for your help with this.

Sorry to be thick, but what is BATS? (... other than the nocturnal flying rodent variety)

If I have understood correctly, the above time will be equal to [2A + B + C] (or strictly speaking probably 2A + B + 2C, or even 2A + B + B’ + 2C! ... but that doesn’t matter here ...). Therefore, for an order routed by my broker to ARCA (sent at 04h30 am EST) using new (i.e...

Thanks for your help in getting to the bottom of this ... The measurement of [2A+B+C+D] was derived from the difference between timestamps on my computer's log ... 2010-08-03 15:56:59:312 (MBTrading) Cbi.Order.Submit: Order='.....' Name='Exit on close' 2010-08-03 15:57:01:609...

A preliminary measurement suggests [A, from my trading PC] = 118 ms [A, from co-located server] = 1 ms [B+C+D] = 2061 ms So I could shave 5+% off Total Execution Time. What do you think of this measurement I am getting for [B+C+D]? How does it compare to what is available to...

Thanks. Very helpful.

Fair enough. If I have understood you correctly (my apologies if I have not!), you are saying: Execution Time = Network Travel Time [A] + Broker Processing Time [B] + Broker to Exchange Matcher Time [C] + Other [D] For the time being, I am assuming I will stay with my...

Apologies if this causes any confusion, but this post followed another thread ( http://www.elitetrader.com/vb/showthread.php?s=&postid=2913622#post2913622 ) which seemed to have died ... but then came alive again as soon as I posted here! If you are interested in viewing, or contributing to...

If I want to measure: 1) how long it takes quotes from my broker to reach my trading computer, and 2) how long it takes my orders to travel from my trading computer to my broker’s order servers ... how do I do this? Is it a question of "pinging" the IP address/addresses of my...

Thanks. I am pretty sure there is also another way to measure network "distance" using the DOS "ping" command. I'll post on the ET Hardware Forum, and see if I can get instructions how to do this there ...

If I want to measure how long it takes my orders to travel from my trading computer to my broker’s servers, how do I do this? Once I know how, I’ll then investigate how much better I could do by co-locating nearer my broker ... Perhaps, this isn’t the right place to ask this...

Thanks

I autotrade US stocks/ETFs intraday with NinjaTrader. I want to investigate what I can do to improve the net prices I get filled at in my trading. Below are my initial thoughts on areas I could look at. I'd be grateful for comments on this list (e.g. which areas are most material, and...

I use NT6.5 (for intraday stock trading), and think it’s great; and I’ve every confidence that NT7 will – in time – surpass 6.5. (Sure, 6.5 has its foibles, but they’re known and well understood; and certainly not a barrier for what I need from the software; also, IMHO the NT...

Also www.pitrading.com

There will be many others to chose from as well, but you can get several years of historical data for various instruments from www.pitrading.com.

Works fine for me ... Check your DNS.

AD, Thank you for the prompt and full response; there is much for me to chew over here … “PF” is “Profit Factor”; from investopedia PF is “defined as the gross profit divided by the gross loss (including commissions) for the entire trading period. This performance metric relates...