What are you transmitting, a high-def music video?
There's a 1 sec delay between pings.
Checking connection delay with IB
- Thread starter Drawdown Addict
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There's a 1 sec delay between pings.
I do not remember the exact millisecond results from a couple of years ago when I was attenpting HFT algo style trading with Tradestation, but consider trying this:
Compare the time you sent the order to the time you get confirmation of that order from your broker (aka “order received “). This is one back and forth, so 2x the time it takes to send order.
Then cancel that order and time how long it takes to receive the cancellation confirmation. Coding this, you can send/cancel hundreds of orders in just a minute. You can try at different times if the day too
If you need faster connectivity, try this:
Setup an Amazon cloud computer (or whatever cloud you thinks best) and try the same thing from it. Likely it’ll be faster than your home connection.
If you need even faster connection, test the different Amazon server locations. I recall Ohio being best for trade station (servers are located in Florida)
Note that I live in Hawaii so I saw notable differences (but only in the hundreds of milliseconds range)
Anyone can PM me for the tradestation code.
Compare the time you sent the order to the time you get confirmation of that order from your broker (aka “order received “). This is one back and forth, so 2x the time it takes to send order.
Then cancel that order and time how long it takes to receive the cancellation confirmation. Coding this, you can send/cancel hundreds of orders in just a minute. You can try at different times if the day too
If you need faster connectivity, try this:
Setup an Amazon cloud computer (or whatever cloud you thinks best) and try the same thing from it. Likely it’ll be faster than your home connection.
If you need even faster connection, test the different Amazon server locations. I recall Ohio being best for trade station (servers are located in Florida)
Note that I live in Hawaii so I saw notable differences (but only in the hundreds of milliseconds range)
Anyone can PM me for the tradestation code.
Thanks, I don't do HFT. I trade on the 5 min timeframe. With my 20ms ping I get about a 90% of the limit orders filled on the best price. Fair enough. The algo just cancel the ones that do not go through immediately, and try again on the next candle. I guess that if you really need an infrastructure for HFT you wouldn't go for IB.