Quote from PocketChange:
Outside of expanding the DOM to 10 slots a side what else have they changed?
Quote from Pippi436:
Last october they effectively doubled the trade-ticks they transmit. They unbundled ticks that were previously aggregated into single transactions. See:
http://www.cmegroup.com/globex/files/EquityFuturesEnhancements.pdf
CME speaks about 20% increase in bandwith utilization, but it was more likle 50%. I can see how software, that is already on the edge performance-wise, can run into problems.
Quote from PocketChange:
Outside of expanding the DOM to 10 slots a side what else have they changed? Still 70 TPS 14ms updates as far as I know, at least that is what is required for certifying platforms to globex. I know ICE updated recently to 200 TPS 5ms updates... but they were long over due.
The issue with Ninja and virtually all windows based platforms are the speed of updates are approaching Windows Messaging Limits. 700 messages per second is about the maximum the o/s supports and a single app gets throttled to about 200 total updates / second in a perfect world. Smarter feeds send batch updates in single message and the less efficient feeds require you to subscribe to each piece of data where you may eventually hit the messaging wall.
I agree, it was more like 50% or even more as there was definitely a very noticeable difference.Quote from Pippi436:
Last october they effectively doubled the trade-ticks they transmit. They unbundled ticks that were previously aggregated into single transactions. See:
http://www.cmegroup.com/globex/files/EquityFuturesEnhancements.pdf
CME speaks about 20% increase in bandwith utilization, but it was more likle 50%. I can see how software, that is already on the edge performance-wise, can run into problems.
Quote from jeb9999:
That 14 milliseconds for Globex has to be outdated. As far as I know the Globex data update rate is faster than the Globex trade matching rate.
From the Globex Fact Sheet (September, 2009): "We execute customer trades in under 7 milliseconds on average, with some markets trading in 2.5 milliseconds"
What are all the platform developers going to do when the Globex trade time (and data update rate) goes under 1 millisecond?
Quote from maxima120:
Pocket I am curious. You said the price is output at almost max rate for a message pump..
Obviously you are talking about UI. My question - what are you going to display with rate of 700 messages / sec? What user can possibly need at that speed? What is the point to display it if no human brain can process it? Dont you think that beyound 25-50ms threshold there is nothing to explore in terms of UI?
The other question - 700 messages/sec - is it limit of one pump or as a total for all pumps in Windows? I mean - you can start another window with separate pump. Will it duplicate the limit?
Quote from maxima120:
are you reffering to this?
"The number of times that a single topic can be updated seems to be limited by the number of times that Excel checks for Microsoft Windows® messages, which is at most 700 times per second. Since some of the messages have higher priority than RTD does, Excel effectively gets about 200 updates per second."