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Thanks. So far, I didn't using tick-by-tick data’s, the Realtime or snapshot data’s were for my strategies sufficient. I'm new in HFT, in my group nobody trade HFT...I found some relevant discussion on this forum, therefore I was submit my questions here.. I feel that the tick-by-tick datas is...

Ok, you are right you mentioned before,I didn't catch it. Correct, I didn't implement FIX CTCI so far... therefore comes the question how hard the implementation is. a. If it is enough to proceed registration with IB and make functional through the IB Gateway or using IBC or IbStarter, with...

Hi You are the first one who I know, which using FIX. Please could share some more info: 1.Which broker do you have? 2.What is the latency? 3.Is hard to implemented? 4.Did broker charge you for some additional cost? Thanks

I trust my strategy, its working well, the problem what I have is in the entry time of order execution. The HFT machines owned Inst. traders are far away from my current entry time of order execution. Some of the trading strategies are not so critical in time execution, my strategy is simple...

Hi, really good question. I'm not sure, but from my point of view the snapshot market datas should not be for all choices. I understand that if I will choose realtime datas for particular exchange I will get realtime datas not snapshot datas. The question is in which period is real time datas...

Hi qlai, definitely I will not get the same results as institutional traders, but I would like to be close as is possible :) Target is below 1ms, aprox. 500 µs Do you trade HFT? Do you use IB? Luo

Related the conenction for using FIX protocol, IB have more possible solutions: 1.Equinix Cross-Connect. Interactive Brokers has a point of presence in Equinix datacenters in the US (CH4). 2.Extranet Providers....Radianz and/or TNS. 3.Dedicated Leased Line. Telco providers...AT&T, Verizon, and...

Hi RB7, thanks, some of open questions will be solve by relocation near CME with better pc and 10GB connection. I don't know to response to thes points e,f,g ...I think that are related to connection solution, threfore I found out that the most apropiate solution for decreasing latency is to use...

I'm from Europe. I will change the server location near Aurora,IL (near CME), this will decrease latency maybe around 10times, but relocation will be still not sufisient for HFT. Therefore I would like to go to FIX CTCi. I found servers below as possible relocation. Do you have experiences with...

Hello, instruments are from CME . Holding is a few seconds or few minutes. The API solution is slow,the latency approx. 250ms for order execution is really painful for my strategy. Luo

Hello, I would like setup HFT trading throught Interactive brokers. I don't know if its sufiesent broker for HFT trading. I'm considering throught FIX CTCI connection. Do you anybody experience with IB FIX CTCI connection? I would like to have some questions: 1. What is the possible (best)...