CME threatens to fine me $2000

[killthesunshine]

that wipe out a wholes year's profit would it?

 

[Lucky]

Quote from bali_survivor:

do you never notice that when there is a sudden flury of activity your order execution takes longer?

I have noticed slowdowns before, but exactly what is going on at the exchange would be speculation on my part. When I have inquired, it usually turns out to be unspecified technical difficulties at the broker.

Are you that unobservant?

flame wars aren't really my thing

do you know why that is happening?

I'd really like to know why you think you know exactly what is happening in the exchange's computer system.

Well my dear chap, that is because the databases cannot keep up. These databases log the trades, check the margin requirements etc etc.

If the databases can't keep up, maybe the exchanges should stop to ponder what their primary function is and invest a little into their infrastructure. Considering that they can handle their seat member's order flow, or their official market makers' flow, they seem to be aware of what it takes.

You are pushing the physical limits of all hardware in the exchange and at the brokers. It is physically impossible to have these databases copes with that high a number of changes.

Yes, of course, that's the explanation.
And you know the "physical limits of all hardware in the exchange" due to your elite computer skills, I'm sure.

This adds up with the 20 - 50 Mb updates from Micro$hit every month to about 1400 Mb.

You may think that is not a lot in comparison to what the picture downloaders do and what the dvd downloaders do

I don't think it's a lot because it isn't.

but if we start channeling all those 16K updates to price into the exchnage then I can garantee you that it will overload.

the problem is currently 10 updates per order. let's take this one step at a time.

Perhaps I am fortunate to have some more indepth and inside knowledge in these matters on what happens at the exchange.

Please share your "indepth" knowledge.

So it may pay not to "assume" and try to ride piggy back for free on all those who
pay and have only an average < 10 updates per trade.

I've never considered providing liquidity and making a market to be "piggybacking for free" on other traders.

Or have you forgtotten we live in a "user pay" society?

Well we definitely seem to have "forgtotten" how to spell. Maria, obviously English ain't your first language, but for Christ's sakes, EliteTrader underlines misspelled words for you in red as you type.