Support Board
Date/Time: Wed, 03 Dec 2025 01:09:25 +0000
Post From: How to update on every tick rather than 10mschartupdate
| [2025-10-18 15:59:06] |
| User846910 - Posts: 22 |
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I have thought along the same lines in the past but realized why it is not possible. Hoping to save you some time with the answer below. Consider the physics of what you are asking. Electrons take time to travel even the small distances on a CPU. During bursts of activity, say on the CME, it would be impossible to do that many calculations in the time between ticks. Also, you are receiving your ticks data in batches with Sierra. If you want to receive tick by tick directly from the exchange, you'd have to VPN to an exchange server and use the UDP protocol. It's not cheap and even then, your CPU would not be able to calculate per tick and not lag behind the incoming ticks data during market hours. You can, however, do it on a backtest, that will work. But then one has to consider the practical application because it will be impossible to implement in real-time. HFT firms are the most advanced at processing data quickly and they don't even calculate every tick. Here is an AI response: HFT firms do not run a full suite of complex calculations on every single tick they receive. Instead, they use a highly optimized and streamlined process to react to market data with extreme speed. This process involves pre-computation and simple lookups rather than complex mathematical functions. Here's how HFT firms process market data: Pre-computation: To minimize latency, many firms use lookup tables for critical values. This means they perform complex calculations ahead of time, allowing their algorithms to simply look up the answer in real-time instead of running new math. Trigger events: HFT algorithms are designed to react to specific, predetermined "trigger events" within the market data stream. A tick that matches one of these criteria will initiate a reaction, while others will be ignored. Hope this helps you understand and frees up your mind to figure out other strategies to profit from markets. Date Time Of Last Edit: 2025-10-18 16:01:05
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