Latency and Ticks

Created at 28 Nov 2013, 02:02
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Hyperloop

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Joined 23.10.2013

Latency and Ticks
28 Nov 2013, 02:02

I just have a question regarding incoming ticks and latency.

Let's say our Proxy Latency is 5ms and Server Latency is 10ms.

A tick comes in at a recorded time of 11/27/2013 23:58.567 (UTC). 

Would the true time of the tick be the recorded time - server latency/proxy latency?

So would the actual time of the tick be:

11/27/2013 23.58.557 (using Server Latency) OR 11/27/2013 23:58.562 (using Proxy Latency)

Also, if this is the case, would one use the Proxy Latency or Server Latency? Is it possible to retrieve the latency value real-time?

Many thanks!

@Hyperloop
Replies

Spotware
28 Nov 2013, 12:37

You can use server latency but we cannot guarantee that it will remain so in the future. 

@Spotware

Hyperloop
28 Nov 2013, 20:49

RE:

Spotware said:

You can use server latency but we cannot guarantee that it will remain so in the future. 

Sorry, what do you mean by this statement?

@Hyperloop

Spotware
29 Nov 2013, 12:01

In the future we may provide time stamps at every part of the price path. Deducting server latency from the incoming tick timestamp then would be invalid.

@Spotware

Hyperloop
29 Nov 2013, 20:28

That would be quite helpful for HFT/arb. traders. :)

@Hyperloop
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