Execution performance

Created at 11 Oct 2013, 02:48
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LG

Lgon

Joined 22.04.2013

Execution performance
11 Oct 2013, 02:48


Hello,

If you have a good internet connection or co locate your cAlgo platform in Equinix you can get a latency of 1.5 - 10 ms.

My question is: although all this lightning speed it seems that cAlgo takes more than 250-500 ms to process a request (measured from the request to the position).

What's the reason for this extra time? Is it the time for a "last look"?

Do you have any solution for ultra low latency executions?

Thanks

 


@Lgon
Replies

Lgon
11 Oct 2013, 14:54

RE:

Or at least please provide us the following latencies:

  • "trade (order) execution latency" (time between the receipt of an order arriving at the edge of your systems, and the order confirmation leaving your systems)
  • "internal latency" as the time it takes for the order to be processed through your “matching engine” software.

 


@Lgon

kricka
21 Oct 2013, 17:41

Hi Lgon,

that is a very interesting question that you put forward for Spotware to answer to, namely what is the "thinking time" for the platform to process a request . 

To my knowledge MT4 has around 100ms. In reality when trading it will give you a 105ms latency if you have a VPS (5ms) executing the requests. 


@kricka

Spotware
22 Oct 2013, 10:41

RE:

 

If you have a good internet connection or co locate your cAlgo platform in Equinix you can get a latency of 1.5 - 10 ms.

My question is: although all this lightning speed it seems that cAlgo takes more than 250-500 ms to process a request (measured from the request to the position).

What's the reason for this extra time? Is it the time for a "last look"?

Do you have any solution for ultra low latency executions?

We've investigated this case: Orders are filled for 1.0 - 1.5 ms on liquidity provider side. Since all brokers have different liquidity providers execution time depends on broker and symbol you trade. In order to get information on execution delays on LP side you need to contact your broker.


@Spotware