dedicated server hosting close to CME area

[Nilats]

Dorman(Ninjatrader) gives you a position/margin report at the end of

It just dawned on me, I can start calling these cheap VPS providers and start asking for screenshots of ping times and traceroutes. Of course, with real money on the line, you would want a specialist with guarantees.

Are you trying to host something too?

Btw VPS is not good idea for R Trader Pro in my opinion.
I need to learn data flow when Rithmic and a Broker are involved. No clue right now.

Maybe worth checking fdcservers.net I think they have chicago locations

 

[xandman]

Sounds like your going after HFT. Unfortunately, I know zero in that domain. Have Rithmic explain trade routing and performance standards/expectations. I am sure they are quite proud of theirs. People say they are faster than CQG/Continuum.

Not right, now. I would like to host my platforms remotely as I need to collect data 24/7. VPS is really more of a convenience factor. You would be running the same strategies that would work from home or office. Similar to a really fast mouse clicker.

What is your holding time? Analyzing tick resolution?

 

[Nilats]

I am not doing HFT at least to my understanding. My algo buys and sell ES with a several points price difference under different conditions. It can also do SPY etf...I have good result on back testing engine we have coded..so we coded the algo into R Trader Pro, in between excel and VB.

I want to try to roll out a test with real capital, so I can see any issues and get more details...

So, I want to get a dedicated box in Chicago I am guessing to be close to platforms servers...

Once, I prove algo and get all the details that I need...I will have the algo redone on a better Platform, so I dont have heavy Windows, R Trader app plus freaking Excel )))

Forgot to answer re: holding time... it varies I don't close positions everyday... only once desired price is reached... my capital distribution is designed to handle pretty large gaps in price if necessary, i can hold and accumulate positions...

 

[i960]

If you haven't already proven out the algo - why are you looking into implementation details revolving around latency of access? There's no way you'll have a significant edge in any space that involves latency being a limiting factor.

 

[xandman]

Makes sense. A friend started his work on Rtrader and is now trying to move his strategies over to TTrader using ADL.

I am more worried of Excel/VB being able to handle sudden bursts of activity. You should start to monitor and log activity before going live. But there are guys doing portfolio trading in Excel via IBKR api, successfully.

 

[Nilats]

If you haven't already proven out the algo - why are you looking into implementation details revolving around latency of access? There's no way you'll have a significant edge in any space that involves latency being a limiting factor.

I have proven the algo to a point that im okay with rolling it into a real account.
I still need to figure out details as I go..

Reason that I research latency and access because I am pretty confident that things will work out and I will need to select a platform and location for the server that's most advantageous for access speed. I guess I am doing some home work in advance...

 

[Nilats]

Makes sense. A friend started his work on Rtrader and is now trying to move his strategies over to TTrader using ADL.

I am more worried of Excel/VB being able to handle sudden bursts of activity. You should start to monitor and log activity before going live. But there are guys doing portfolio trading in Excel via IBKR api, successfully.

That's what I am going to be able to see how that cluster performs under "pressure"...
I may not selected the best out there, but what can i do - i gotta start somewhere )

 

[xandman]

Don't forget to talk to the Rithmic sales/support folks. Make several calls and get several people. I am sure they have heard of all the possible implementations and load levels for their product.

 

[Nilats]

Don't forget to talk to the Rithmic sales/support folks. I am sure they have heard of all the possible implementations and load levels for their product.

Very good point, thanks
In fact I am in process of getting a hold of someone out there.. each time i call a girl picks up and promises someone to call back )

 

[volpunter]

why would the order not go through AMP pre execution given AMP is your FCM? Who runs pre-trade risk checks?

Please bear in mind that the broker connection is the least time critical part of the futures trade cycle. Exchange to FCM has many hoops and hurdles that go way back. It is mostly position reporting and margin calcs. I think Dorman still has EOD batch reporting in it's process.

Your trade goes thru
VPS(Rtrader)===>Rithmic===>Exchange===>AMP====>Rithmic====>VPS(Rtrader)