Fast trade exeuction

[darnelds]

Iggy,
Have you looked at www.tradebullet.com?

 

[Iggy_Type_R]

Quote from FutureScalper:

Well, if you're TWS as the mediator, and not FIX then I could suggest you run TWS under the Java Server VM for higher performance. Also, if you're on Windows, adjust the scheduling so your client and TWS have equal priority. I imagine you're well beyond these details, but just fyi.

Just in case you're interested, here's a .bat file to run TWS under the Server VM in Windoze.

REM Works ONLY if Java Server VM is installed, which can be obtained from the JDK
c:\WINDOWS\system32\java.exe -server -Dsun.java2d.noddraw=true -Xbatch -XX:+UseConcMarkSweepGC -XX:+ForceTimeHighResolution -XX:ThreadStackSize=256 -XX:CompileThreshold=250 -XX:+AggressiveOpts -XX:CICompilerCount=2 -XX:+UseBiasedLocking -XX:+CMSIncrementalMode -XX:MaxGCPauseMillis=75 -XX:+RelaxAccessControlCheck -XX:-TieredCompilation -XX:MaxInlineSize=128000 -XX:-DontCompileHugeMethods -XX:+UseFastAccessorMethods -Xss192k -Xms300m -Xmx300m -Xnoclassgc -XX:+DisableExplicitGC -XX:ThreadStackSize=128 -XX:+AggressiveOpts -XX:+UseFastAccessorMethods -cp jts.jar;pluginsupport.jar;hsqldb.jar;jcommon-1.0.12.jar;jfreechart-1.0.9.jar;jhall.jar;other.jar;riskfeed.jar;rss.jar jclient/LoginFrame \jts

Java is much faster than most people think !!

Thanks again for the replies! This is very interesting, I will look more into this.

I need to read up on FIX a bit more as I am not familiar with it, although I have seen it mentioned previously.

I have optimised my code to run down the execution of orders form 8 minutes to 2 minutes, so getting there... may be with FIX I can cut it down to under a minute.

Yeah I didn't think of adjusting the priority either as yet because I have a dedicated server on a backbone ready for execution once testing is complete.