Server location

[1245]

My first post to Elitetrader, so here it goes ;-)

I guess that if you're really in the HFT, than nothing is good enough, or just too expensive. But in algorithmic trading too, you may want the fastest execution after your algo decides to take action.

I'm trading the S&P Futures E-mini from Europe on Interactive Brokers. From Europe, I have a ping time to their gateway of around 130ms. When I'm on a AWS instance in North Virginia, it's down to 35ms. So, if a 100ms matters to your strategy, than this could be a usefull investment.

how do you measure that?

 

[Surfeur]

My ping at home is around the same as yours at .3ms, but my colo server to server ping on the same switch is .024ms but this is with 10G using a very fast switch (200-600ns). Consumer routers with home networks cannot compare to high grade datacenter gear so while your numbers are real I think you could be talking apple and oranges when comparing home networks to datacenters.

Hi baglunch,

What is your services provider for your colocation ? and prices ?

 

[baglunch]

For CME we colocate in aurora with CME but we also colocate in 350 e cermak for ICE and CME, there we use telx. Cannot provide pricing as we lease cages and the price is split across many groups but we set up all the servers and switches.

 

[GreedAndFear.eu]

how do you measure that?

Not sure if I get your question right, but just use the commandline tool ping. I'm on Linux, but it's the same on many platforms.

 

[1245]

Not sure if I get your question right, but just use the commandline tool ping. I'm on Linux, but it's the same on many platforms.

Yes you did. Thanks.

 

[ram]

For CME we colocate in aurora with CME but we also colocate in 350 e cermak for ICE and CME, there we use telx. .

If I am in NYC, would there be any advantage to having a remote server when trading TF?

 

[kinggyppo]

For CME we colocate in aurora with CME but we also colocate in 350 e cermak for ICE and CME, there we use telx. Cannot provide pricing as we lease cages and the price is split across many groups but we set up all the servers and switches.

can you comment on the general latency from the 350 E Cermak to Aurora CME, I think they are calling it bulk transport whatever that means.

 

[baglunch]

If I am in NYC, would there be any advantage to having a remote server when trading TF?

The ICE servers are in Chicago at 350 cermac. If you are manual trading, there is not much benefit. But if you are doing algo or automated trading it would be huge because you'd be able to reach to price movements and your own order status much faster and also help avoid over fills if your algo does a lot of order modifications.

 

[baglunch]

can you comment on the general latency from the 350 E Cermak to Aurora CME, I think they are calling it bulk transport whatever that means.

I mentioned that latency on page 2, 300-500 microseconds one way for fiber connection from building to building not including the exchange systems and network. I'll add that it's about 190 microseconds via microwave/millimeter wave.

Never heard of bulk transport, it must just be some marketing term for a shared connection.

 

[kinggyppo]

I mentioned that latency on page 2, 300-500 microseconds one way for fiber connection from building to building not including the exchange systems and network. I'll add that it's about 190 microseconds via microwave/millimeter wave.

Never heard of bulk transport, it must just be some marketing term for a shared connection.

ok thanks.