Hi everyone,
Just curious if anyone is using the Autospreader strategy engine (server-based, colocated) from TT and have monitored/measured the latency between A and B:
A: receiving order update (and assuming the update trigger a new order to be sent)
B. time when an order is put on to the wire
(I think this is called tick-to-trade?)
any ballpark figure from your experience would be much appreciated
On a separate note, does anyone has any anecdotes of speed ups from writing their custom autospreader (hiring a very competent programmer) vs the TT autospreader straight out of the box?
I saw many people raved about CQG autospreader while Rithmic claimed their tick-to-trade is 250us. Any strong opinions about who's the best in trading high-frequency?
Thanks!
Just curious if anyone is using the Autospreader strategy engine (server-based, colocated) from TT and have monitored/measured the latency between A and B:
A: receiving order update (and assuming the update trigger a new order to be sent)
B. time when an order is put on to the wire
(I think this is called tick-to-trade?)
any ballpark figure from your experience would be much appreciated
On a separate note, does anyone has any anecdotes of speed ups from writing their custom autospreader (hiring a very competent programmer) vs the TT autospreader straight out of the box?
I saw many people raved about CQG autospreader while Rithmic claimed their tick-to-trade is 250us. Any strong opinions about who's the best in trading high-frequency?
Thanks!