Execution performance
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
Replies
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
Lgon
11 Oct 2013, 14:54
RE:
Or at least please provide us the following latencies:
@Lgon