Latency and Ticks

Created at 28 Nov 2013, 02:02
Subscribe
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
Hyperloop's avatar

Hyperloop

Follow

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
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
cTrader Ltd offers through its group of companies the cTrader platform. The information on this website is for general informational purposes only and does not constitute financial or investment advice. cTrader does not solicit retail investors. Reliance on this information is at your own risk.