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Date/Time: Thu, 25 Apr 2024 19:46:22 +0000

Post From: Feedback Requested Regarding Data Feeds and Order Routing Systems

[2020-02-29 17:15:53] Link To Thread - Link To Post [Go To First Post]
IconBob - Posts: 61
Friday 2/28/2020 during the first half-hour I had a problem with the Denali order service routing keeping up with the S&P 500 emini (ES) market. I was on a collocated server at 350 E. Cermak Road The server CPU was operating at 50%.capacity. Switched to Denali with Rihimic order routing the same problem. Measured latency with CME 2 ms. In my opinion, it wasn't a data feed problem but a Sierra Chart software issue where the data input was faster than SC could handle. Not the fault of SC but just a limit to how fast software can handle extremely high rates of input. I also tried another software package and the same problem or even worse. Most of the day I had zero slippage on orders and SC performed very well. I frequently use order entry and exit algorithms with SC-based code and they executed flawlessly once SC kept up with the market. Also, I am keenly aware of SC CPU usage efficiencies and set my charts to execute at 10 ms although some charts get above 10 ms and as high as 20 to 25 ms at times. My latency to my server is 10 to 11 ms. ALL software is on the server. Date Time Of Last Edit: 2020-02-29 18:08:40