Co-location Question

OldGoat said:
Thanks, I doubt that my system would get better fills from the improved latency. At least not enough to justify the cost.
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I was not recommending this for you situation, just explaining why someone would want to be in that location, as you asked. There are less expensive location in Chicago. In my opinion, there are better places to trade futures actively than IB. I would prefer an FCM that only does futures and has no trading desk.

1245
 
OldGoat,

Could you share with us which datacenter you choose to connect with IB?
My primary interest is also the reliability and stability.
Disconnection form IB server makes a lot of trouble for me.
 
If the servers to which you are connecting are in CT, consider that the market data you are getting is relatively late and your orders placed in response to that market data are even later. Using your 21ms ping time and the expectation that data from Aurora may take about 15ms to get to CT, your market data is about 25ms old and your orders take about 25ms to get back to Aurora. All in all, an order of yours generated in response to market data you receive this way gets to Aurora about 50ms after others have received the same market data in the Chicago area. Why not open an additional account with an FCM whose systems are located in Aurora or in the Chicago area and rent a VPS there for a month and see if you are more profitable this way?
 
just21 said:
IB do have a server you can connect to in Chicago. Ask their helpdesk how you connect to it. www.speedytradingservers.com are in chicago as is www.chicagovps.net if you want something cheaper.
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Thanks for your suggestion.
I rent a VPS in Chicago and connect to IB Chicago.
The speed is OK. The PING time is 1 mm.
The problem is sometimes the connection will be lost, several times a day, last several seconds every time, and then reconnected.
If your have pending orders during the disconnect session, you will lose the order events.
So, question is how do you guys solve this kind of disconnect issue?
Try other brokers, other co-location services, or program something to auto recover form disconnection?
 
reffo said:
The problem is sometimes the connection will be lost, several times a day, last several seconds every time, and then reconnected.
If your have pending orders during the disconnect session, you will lose the order events.
So, question is how do you guys solve this kind of disconnect issue?
Try other brokers, other co-location services, or program something to auto recover form disconnection?
More...

You might consider using FIX, if your broker will let you connect with it. FIX "engines" can be configured to reconnect automatically, and the FIX protocol guarantees (essentially) that all messages are re-sent upon reconnection. FIX uses sequence numbers, so each side knows if messages need to be resent, as well as the order in which they should be interpreted. Of course, this robustness comes with some cost in terms of effort to get up and running. There are various free FIX implementations on the Internet, as well as a number of commercial implementations.
 
reffo said:
Thanks for your suggestion.
I rent a VPS in Chicago and connect to IB Chicago.
The speed is OK. The PING time is 1 mm.
The problem is sometimes the connection will be lost, several times a day, last several seconds every time, and then reconnected.
If your have pending orders during the disconnect session, you will lose the order events.
So, question is how do you guys solve this kind of disconnect issue?
Try other brokers, other co-location services, or program something to auto recover form disconnection?
More...


Maybe try another vps or dedicated server provider?
 
Why do you even need such things really I highly doubt that it will be done with very correct measurement or will cost enourmous amount of money totally, so what's the point in all that scheme really. Please explain why people need colocol.
 
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