wondering if there is any nxcore user here? if yes can you please check the latency between exchange and end client. I guess their quote/trade does provide exchange timestamp to check this? many thanks
For stocks, it's about 2ms (time difference between exchange timestamp and nxcore timestamp). For an AWS-Northern Virigina add about 11ms to receive/process incoming data (excluding your own algo time). Could probably get a closer server, but that is fine for my use.
That's pretty accurate. We tell customers 2-3ms out of the gate in NY2, then any additional latency depends on the Internet connection to the customer.
