Why is it that ALL brokers do not understand true latency?

[nitro]

I have a very open mind and value all persons experience. I just can spot those that know a millon times more than I do on a subject, and those that know a million times less than I do on a subject, from a mile away

nitro

Quote from sigsegvboogman:

"And by the way, I resent Nitro dismissing this thread as silliness. I think it is the mark of arrogance to dismiss, as silly, that which one doesn't understand. I think we all profit when we try to understand other viewpoints, even if they might be wrong, rather than belittle other viewpoints."


I agree 100%. It's just that kind of thinking that is the problem. I have alot of respect for Nitro (and still do) because I know he has worked hard to get where he is. If I can give him and any like him advice: Always be open to the fact that no matter how good you are at something, there is always more to learn and the moment one is most vulnerable is when they feel they have it down and when the arrogance comes through.

 

[Raystonn]

Quote from sigsegvboogman:

Nitro, here you go:

You run PTP connections. This means you are high-speed trading. This also means you have a really fast machine. Let's say newer hardware dual or quad and can do super number crunching. Great. What is the sleep to wake time on your Kernel? Do you know?

Why are you randomly picking a single small part of total system latency and asking someone else to give this number? Proper system optimization involves performance analysis at a higher level, and slowly drilling down until you find the small pieces that cost the most performance.

Your question serves nothing other than to try to make it seem that you are clever. Those who insist on showing the world how clever they are... rarely are.

 

[nitro]

I agree with most of what you say. But unless you want to go through life taking little tiny leaps instead of giant leaps to really learning something, I suggest you learn who to listen to, not just here on ET, but in the real world. In programming and computer sciences in particular, one good programmer or IT person can be worth 100 average ones.

Internet anonymous sites have very little content. Sites about trading have way less than that.

nitro

Quote from jimrockford:

I agree that I am not affected by the technical issues raised by this thread's originator.

I never said I was affected by them. I also, quite frankly, lack the technical knowledge to determine whether it is you who is right, or him, as to whether his technical issues are valid. My concern was the retail broker industry-wide mediocrity of equity order routing algorithms, which do affect lots of traders, and which seem to arise from the same political-organizational issues as do the specific technical issues he was raising (assuming his technical issues are valid).

I am quite sure that I disagree with your dismissing his concerns as silliness. This type of attitude runs counter to the purposes of a discussion board. I think you can express disagreement with a person, or demonstrate that he is wrong, without being so disrespectful and humiliating, and without trying to make a show of how superior you are. If he really is so silly, you still have nothing to gain by saying so, unless you enjoy insulting people.

 

[jimrockford]

Quote from nitro:

I have a very open mind and value all persons experience. I just can spot those that know a millon times more than I do on a subject, and those that know a million times less than I do on a subject, from a mile away

nitro

The second sentence contradicts the first sentence.

 

[nitro]

I assure you it won't affect me. Rewriting my program to use more efficient algorithms would get me 10 to a 100 times the returns than worrying about that. You are talking microseconds now when you deal with issues about kernel speedups. This is even more silly than the internet latency posts.

nitro

Quote from sigsegvboogman:

Nitro, here you go:

You run PTP connections. This means you are high-speed trading. This also means you have a really fast machine. Let's say newer hardware dual or quad and can do super number crunching. Great. What is the sleep to wake time on your Kernel? Do you know?

 

[nitro]

Quote from jimrockford:

The second sentence contradicts the first sentence.

Not in my experience in this very narrow highly specialized subject area.

You can tell a persons experience very easily on these matters.

nitro

 

[jimrockford]

The point I am trying to make is that I would like to see who is really right. I don't want to read about who is smarter or better. I don't want to hear these two guys talking about each other. I don't want to read a debate about who is silly. I want each guy to explain the technical aspects as to why he is right, so I can compare the two viewpoints, and form my own tentative viewpoint. Namecalling accomplishes nothing. So can we resume this debate at the technical level, and stay away from the personal criticisms? I would very much appreciate this.

Nitro, here is your chance to provide some of that content that is missing from anonymous trading websites. Don't complain about the lack of content. Please, do something about it.

 

[jimrockford]

Quote from nitro:

This is even more silly than the internet latency posts.

Sigh.

 

[nitro]

You will have to decide from what I have posted so far who is right. All that I willing to say on the subject for free I have already stated and the content is there. If you would like to hire me as a cosultant I would be more than willing to discuss the real issues with you.

Calling something silly is perfectlly reasonable assesment!

nitro

Quote from jimrockford:

The point I am trying to make is that I would like to see who is really right. I don't want to read about who is smarter or better. I don't want to hear these two guys talking about each other. I don't want to read a debate about who is silly. I want each guy to explain the technical aspects as to why he is right, so I can compare the two viewpoints, and form my own tentative viewpoint. Namecalling accomplishes nothing. So can we resume this debate at the technical level, and stay away from the personal criticisms? I would very much appreciate this.

Nitro, here is your chance to provide some of that content that is missing from anonymous trading websites. Don't complain about the lack of content. Please, do something about it.

 

[dcraig]

Quote from sigsegvboogman:

Nitro, here you go:

You run PTP connections. This means you are high-speed trading. This also means you have a really fast machine. Let's say newer hardware dual or quad and can do super number crunching. Great. What is the sleep to wake time on your Kernel? Do you know?

I'll have to agree with Nitro. This is getting silly. Common sense says that if modern *nix machines can easily fill a good portion of a gigbit ethernet with FTP transfers then you are kidding yourself looking at this sort of stuff when dealing with T1 or E1 speeds at around 0.1% of gigabit ethernet speed.

And yes I know the purpose of sleep and wakeup and have even written a Unix device driver some years ago - for a network adapter no less.

Some facts starting with the performance of exchanges would be educational at least and provide a baseline when discussing latency. I would certainly be interested in seeing that But just bashing brokers for 1 msec delays, RH7 or whatever is ridiculous without putting it in context of overall performance.