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Direct MessagesDate/Time: Sat, 27 Apr 2024 06:26:43 +0000
Sierra Chart Order Routing Service Latency Test
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| [2019-10-30 19:03:28] |
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We performed a test to see how long it takes from when a Sierra Chart order routing server receives a single order to when it goes out to TT. For a single order, this came in at ~70 µs (micro seconds). And TT says they route to the exchange at a timing of 150 µs. We are routing to TT within the Aurora data center but through an Internet connection. We are not sure of the timing of that. We are looking to see if we can do a direct cross connect to TT at a reasonable price. At these speeds, our servers can handle ~14,000 orders a second at a sustained rate. And Sierra Chart also has order matching functionality, full exchange functionality, so therefore as an exchange, the performance will be at these speeds as well. The order matching is done on a background thread in parallel. To be clear, exchange functionality is not used in any way, for order routing. It is just another project we have been working on in our available time. 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: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation 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: 2019-10-30 19:26:46
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