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Date/Time: Thu, 25 Apr 2024 00:58:44 +0000



Post From: Trade Intensity/Pace of Tape indicator for SierraChart?

[2013-04-12 07:46:05]
Marmany - Posts: 303
Spent time on another platform looking into high speed trading. Based in UK with highest speed broadband available it was taking 200 msec to receive CME data from Chicago. If you plan to follow these trades and act on them then it is necessary to have your software hosted on a cpu in the exchange.
My solution was to place stop market entries directly on exchange (via TransAct).
This either gets you ahead of the HS traders or you simply pull the order if they fail to strike.