Super weird question on CPU GHz and Cores

[GipsyMonkey]

Hey all,

I was told by a company that my latency can be affected by CPU GHz and Cores.

I think it make sense that my code compiles faster with higher GHz and Cores, but how faster are we talking about? Does it really makes an impact? How many ms can GHz and Cores affect my order execution?

DISCLAIMER: if I don't care about e.g. 0.1 ms vs 0.3 ms difference, I wouldn't ask this question, therefore, if you are going to reply something like "what do you care? 0.2 ms it doesn't matter" save your breath

 

[Girija]

Hey all,

I was told by a company that my latency can be affected by CPU GHz and Cores.

I think it make sense that my code compiles faster with higher GHz and Cores, but how faster are we talking about? Does it really makes an impact? How many ms can GHz and Cores affect my order execution?

DISCLAIMER: if I don't care about e.g. 0.1 ms vs 0.3 ms difference, I wouldn't ask this question, therefore, if you are going to reply something like "what do you care? 0.2 ms it doesn't matter" save your breath

Ghz doesn't but number of cores or more cpus can make a difference in multi processing. Differences are hard to measure since it depends on how software algorithms are written. Generally the slowest in terms of latency is writing to files or databases and network comm.

 

[d08]

Both frequency and number of cores matter, even if your application is single core, it's hardly the only operation for the CPU. If many are competing for the same core, things are slower. Frequency is a poor measure because it depends on the architecture of the CPU, this is why during the frequency wars in the 2000s, Intel had a much higher frequency while having less performance. But if you take the same CPU, overclock the frequency then of course you will get better performance. How much? It all completely depends on your CPU and what you're doing with it.

 

[trend2009]

i doubt the cpu makes much difference unless you process a large number of tickers

 

[virtusa]

i doubt the cpu makes much difference unless you process a large number of tickers

Years ago I was trading Tradestation 2000I. In high volume markets, the CPU could not manage the amount of data and everything was lagging. I was only trading the ES, nothing else.
I changed to a 4,3 Ghz CPU and the problem was solved. Tradestation 2000I runs on only 1 core. That was the problem. I used no tick data, just minute and daily data.
So the CPU can cause problems.

 

[Raheel Shaikh]

IMO the CPU specs don't matter while execution in the market
it could be because of the WIFI or order execution delay in the live market itself
but if there is a lag and choppy data on the screen and data feed then it could possible because of the CPU GHz and RAM

 

[Girija]

Why do you think traders are by defacto comp Sci nerds? Posting these types of questions in a hardware forum will give you the most convincing reply.

 

[dholliday]

The amount of data sent over the wire is trivial for today's computers/networks. You can receive every tick for every symbol for every market and your computer would not blink. That said, parsing that data is the largest CPU burden and if not done somewhat efficiently could be a problem. The calculations for your system code won't even be a blip on your CPU usage. So, if you keep the number of systems you are running to <= 1000 of the largest daily volume stocks your CPU usage will be small. Maybe 5 to 10%. I currently am running on an old Acer i7 6700 CPU with 16 gigs of memory and onboard graphics. At one time I ran on an i7 laptop running at 1.7 Hz. Worked fine.
So why is your computer laggy even if you have a decent computer?
I have always had a problem with Windows slowing down over time. Clean it up or reinstall. Add a SSD.
Many trading programs were written to show pretty charts by people who are unfamiliar with real-time graphics solutions. This is a big problem. It does not take many charts to slow things way down. Maybe a faster CPU and/or high-end graphics card would help.
Many programs were not conceived and written to use multiple threads. Find a different trading platform.
Reading and writing to disk. Very slow. If you have to do it either offload it to another computer or get a SSD.
Some trading apps are really poorly written. And then they just morph over time. Find a different trading platform.
If I were to buy a computer today I would buy one with a Ryzen 7 CPU (8 core, 16 thread) with 16 gigs of memory and a SSD + HD. The last one of these I bought several months ago cost around $700 and has onboard graphics. I use that machine for development.

 

[userque]

Hey all,

I was told by a company that my latency can be affected by CPU GHz and Cores.

I think it make sense that my code compiles faster with higher GHz and Cores, but how faster are we talking about? Does it really makes an impact? How many ms can GHz and Cores affect my order execution?

DISCLAIMER: if I don't care about e.g. 0.1 ms vs 0.3 ms difference, I wouldn't ask this question, therefore, if you are going to reply something like "what do you care? 0.2 ms it doesn't matter" save your breath

Another factor could be whether the CPU is properly tuned/optimized. A CPU that's thermal throttling could really hurt performance.

 

[trend2009]

The amount of data sent over the wire is trivial for today's computers/networks. You can receive every tick for every symbol for every market and your computer would not blink. That said, parsing that data is the largest CPU burden and if not done somewhat efficiently could be a problem. The calculations for your system code won't even be a blip on your CPU usage. So, if you keep the number of systems you are running to <= 1000 of the largest daily volume stocks your CPU usage will be small. Maybe 5 to 10%. I currently am running on an old Acer i7 6700 CPU with 16 gigs of memory and onboard graphics. At one time I ran on an i7 laptop running at 1.7 Hz. Worked fine.
So why is your computer laggy even if you have a decent computer?
I have always had a problem with Windows slowing down over time. Clean it up or reinstall. Add a SSD.
Many trading programs were written to show pretty charts by people who are unfamiliar with real-time graphics solutions. This is a big problem. It does not take many charts to slow things way down. Maybe a faster CPU and/or high-end graphics card would help.
Many programs were not conceived and written to use multiple threads. Find a different trading platform.
Reading and writing to disk. Very slow. If you have to do it either offload it to another computer or get a SSD.
Some trading apps are really poorly written. And then they just morph over time. Find a different trading platform.
If I were to buy a computer today I would buy one with a Ryzen 7 CPU (8 core, 16 thread) with 16 gigs of memory and a SSD + HD. The last one of these I bought several months ago cost around $700 and has onboard graphics. I use that machine for development.

Do you think it is necessary to buy computer with Xeon processor with ecc memory?