Support Board

Date/Time: Sat, 18 May 2024 13:37:56 +0000

Post From: Trading with Sierra and AMP

[2020-07-10 01:18:23] Link To Thread - Link To Post [Go To First Post]
user2837 - Posts: 76
Thanks to both Sierra and ondafringe for getting back. Regarding item 2, I was trying to form a rough idea how the Sierra, TT, broker, and CME servers talk to each other. But I can understand that the information is outside the scope of this board. The round-trip latency is not really a concern. I would believe that the round-trip between a co-located server and CME is of the order of a millisecond in ideal conditions. The TCP/IP stack, over which FIX is layered, is highly optimized in Linux and I would expect that CME, Sierra, TT, and my broker all have servers with low-latency DRAM memory. However, the round-trip latency between my desktop in MI and Chicago is of the order of 25 ms. Latency can degrade significantly when servers are loaded. During RTH, I would be impressed if the round-trip time from a market order leaving my desktop to an acknowledgement of that order arriving back on my desktop is less than 50 milliseconds. Velocity of light alone will contribute several milliseconds. ondafringe: thanks for all your tips. I am already set up with AMP and have been playing with Sierra for more than a month. I will make sure that I am not signed up for "lower trading margin."