The best platform for futures?

460 milliseconds? doesn't sound like you're breaking any sound barriors. You asked for figures. I just placed an order.

Attached is the audit trail.

Placed and confirmed an order on the bid: .21 seconds
Cancelled and confirmed the cancel: .19 seconds

Note: I placed the orders from Hong Kong via a TWS on my PC which is connected to the internet via a leased line.
 

Attachments

WRONG AUDIT TRAIL!!!
CME takes at least .25 seconds on their side. They require every ISV to have an Audit Trail that records:

1. When you hit the Workstation Key
2. When the Server sends the order(1+2 = .10 by FFastFill)
3. When the CME Reports the order (3 = CME matching= .25)
4. When the CME Ack message hits the server
5. When the order is on the Workstation. (4+5 = .08 by FFastFill)

If someone is telling they are turniong a trade around in .19 seconds for eminis, they are performing a miracle because by all reports the exchange takes over .20 seconds to match the fricking trade.
 
Originally posted by riskless
To be more precise:

You are showing the first two steps as .21. VERY SLOW!!!!!!!!
More...

WRONG!

riskless,
All I can say is that I sent an order from my workstation. The times displayed are from when I hit my keyboard and rec'd a confirmation on my screen. I call that a round trip.

.21 was from entry to receive from HK no less.

You are intent on stating that you are the fastest. Since you made such a claim which I know is inaccurate, I thought I put out some figures.

I've always contented than an extra few milliseconds is not going to make a difference. Nevertheless, when it comes to speed, IB will fair as well if not better than the rest of them.
 
You are posting an order entry + Acknowledgement only!

True turnaround is:

Order entry + (Acknowledgement + matching + acknowledgement )+ report on Work Station.

Posted is a full transaction and its speed. I hope that this shuts your pie hole. If you want to see it in action: Suite 1716 of the CME Building South Tower!!!
 

Attachments

Aren't your logs showing the order submission and ACK from the CME as taking .28 sec?

18:250
-18:530

I'm not seeing any difference bet .28 and .21 sec that's significant enough to worry about.

The important part in the order is the first part: how fast it gets to the matching engine. There is no difference in speed here.
 
The claim of the professional level trading platorm is some secret access or unusual speed. Its just not there. Its fast, but not super fast.

As long as your network, capacity planning is well funded and your load balancing is well thought out, it doesn't matter if you are aggregating 10,000 retail traders or 500 professional traders.

The latency is going to be similar.
 
Wrong! Look at Line 1 tthough Line 3 and compare that to .21.

07:40:18:250 CME From Client
07:40:18:263 CME To CME
07:40:18:263 CME To Client
07:40:18:530 CME From CME
07:40:18:530 CME To Client
07:40:18:610 CME From CME
07:40:18:640 CME To Client

There is no comparison. I am not going to continue getting into this with DEF, because he is obviously an IB salesman. FFastFill is faster! There is NO DOUBT!

Ask him to show a log that completes a full turnaround with a fill!

If you care about speed, talk to people using FFastFill, not me, because I work there. I am very biased. Audit logs don't lie!
 
You must log in or register to reply here.
Back
Top