Date/Time: Tue, 30 May 2023 12:08:33 +0000
Post From: New Teton Order Routing Service for CME, CBOT, NYMEX, COMEX, FairX, upcoming EUREX
Sierra Chart Engineering - Posts: 104368
We had a look at the latency from when an order is received by the Teton order routing service process, and the response received from the CME. We can only make an estimate of this because we just have the round-trip time. But an estimate, is going to be in the area of about 250 to 300 microseconds. So this is only about one fourth of a millisecond.
So that is excellent latency.
This latency looks improved from when we looked last and this would coincide, with performance improvements that the CME has said they have made with the FIX Convenience Gateway.
And the network latency according to what we are told, across the network that we use to send orders from our server to the CME server, is 2 microseconds.
Sierra Chart Support - Engineering Level
Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-12-29 12:46:47