Average pings to
gw1.ibllc.com 252ms
hdc1.ibllc.com 110ms
ndc1.ibllc.com 250ms
zdc1.ibllc.com 270ms
mcgw1.ibllc.com.cn 260ms
gw1.ibllc.com 252ms
hdc1.ibllc.com 110ms
ndc1.ibllc.com 250ms
zdc1.ibllc.com 270ms
mcgw1.ibllc.com.cn 260ms
I got pretty similar ping results on my computer. My network connection consists of a 100 Mbps optic fibre line, and wifi from the router to my computer. fast.com tells me that the resulting speed is 53 Mbps.
From a 1 Gbps AT&T fiber link:
gw1.ibllc.com 23 ms
hdc1.ibllc.com 231 ms
ndc1.ibllc.com 23 ms (Apparently this is where TWS connects for me)
zdc1.ibllc.com 107 ms
mcgw1.ibllc.com.cn 221 ms
My algos do struggle with getting orders in quickly. Takes up to 1,200 ms to get a confirmation back that my order made it to the exchange. This isn't exactly speedy service. No clue what they are doing during that time.
For margin and other order checks?
You would assume, but why does it take so long? When looking at the exchange timestamps for the order execution (on a marketable limit order that executes "immediately") it varies from 200 ms to 1,200 ms. This may seem like splitting hairs until you look at algo trading and fast moving stocks. An awful lot happens in 1,200 ms and you can see it directly in the trade data from the exchange. The result is that retail algo traders end up at the back of the line. This disadvantage needs to be quantified and brought into the light.
You would assume, but why does it take so long? When looking at the exchange timestamps for the order execution (on a marketable limit order that executes "immediately") it varies from 200 ms to 1,200 ms. This may seem like splitting hairs until you look at algo trading and fast moving stocks. An awful lot happens in 1,200 ms and you can see it directly in the trade data from the exchange. The result is that retail algo traders end up at the back of the line. This disadvantage needs to be quantified and brought into the light.
If you really need that speed, then you want to run your algo off of a server closer to the exchange. Otherwise, for chart trading, that lag should not matter.