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Direct MessagesDate/Time: Fri, 19 Apr 2024 05:39:11 +0000
Latency test of Sierra Chart Futures Order Routing and Denali Exchange Data Feed
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| [2020-02-04 04:40:47] |
| User106180 - Posts: 88 |
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Hi SC. I was looking to test the latency of both the Sierra Chart Futures Order Routing and Denali Exchange Data Feed, to a number of different servers. I believe they are both located in the CME Aurora Data Centre. What web addresses/IP addresses should I test to? Thanks. |
| [2020-02-04 06:26:17] |
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You should only use Server 2 (Aurora) as the Primary server when trading the CME group of markets. The backup server should be Server 1. We are going to be putting out a technical notice about this soon explaining what servers to choose. And we may actually just be removing the London and Singapore servers. What Exchanges are you going to be trading ? 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: 2020-02-04 06:26:30
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| [2020-02-04 06:30:25] |
| Acro - Posts: 436 |
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Why would you be removing the Singapore server ? Surely if one has a very low latency to Singapore then that would be preferable to using a Chicago server ? I just don't understand this decision |
| [2020-02-04 07:32:06] |
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What exchanges are you trading?
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 |
| [2020-02-04 07:39:08] |
| Acro - Posts: 436 |
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Chicago ones
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| [2020-02-04 10:11:02] |
| User106180 - Posts: 88 |
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Thanks for the reply SC. What Exchanges are you going to be trading ?
CME GroupThe Denali feed originates from Chicago so I would assume no matter where I am located it is best to choose Server 2 (Aurora) as the Primary server. I would also assume that the order routing for CME Group trades goes to Aurora as well. If I wanted to run a DTC server off site and check the latency of it to the data feed and order routing, what web addresses/IP addresses should I test to? |
| [2020-02-04 10:48:06] |
| User196369 - Posts: 41 |
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Please do not remove the London server. I'm in UK and if I connect to server 2 Aurora I have worse latency and more packet loss than using the TT infrastructure via the London server. Making users outside of USA use retail infrastructure to connect to CME makes no sense |
| [2020-02-04 11:09:26] |
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Let us explain why the Aurora server is really the only server that should be used for CME trading when you are using server-side bracket orders. Those types of orders are managed on the server that you submitted the orders to. If you are using the London server, you can be adding about 100 or 200 ms of additional latency with the management of those orders rather than the management being sub- millisecond. If I wanted to run a DTC server off site and check the latency of it to the data feed and order routing, what web addresses/IP addresses should I test to? 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: 2020-02-04 11:10:05
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| [2020-02-04 11:18:04] |
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The other thing to be aware of, on the Aurora server we are going to set up a direct cross connect to TT in the Aurora data center. So this is going to reduce latency further, in the microsecond range, and it will not be affected by any Internet outages/interruptions within the data center. We have never had a problem with an interruption but it is just an extra layer of safety.
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 |
| [2020-02-04 11:29:25] |
| User196369 - Posts: 41 |
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That all sounds great but please don't drop London as an option Just this morning a connection to Server 2 is giving me a 90% packet loss caused by Zayo (retail infrastructure) on the UK-US hop I get 0 packet loss to Server 6 and I have my faith that TT are pros and have a reputation to keep |
| [2020-02-04 13:06:05] |
| Acro - Posts: 436 |
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Ditto please don't drop Singapore. Reasons include: 1. packet loss to Chicago 2. Round trip ping from where I am to Chicago will never be as quick as via Singapore using TT's infrastructure from Singapore to Chicago |
| [2020-02-04 16:46:48] |
| Chad - Posts: 231 |
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I'd like to know how to determine the IP addresses of your London and Singapore servers, so I can do a latency check from AWS Lightsail instances in those two locations. This would be for when I deploy other instances of Sierra to trade Euro and Asia markets, respectively.
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| [2020-02-04 19:00:43] |
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You can see the IP addresses by setting Sierra Chart to use the Sierra Chart order routing service as explained in the steps here: https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions You do not need a trading account to do this. So skip the steps related to that. And then you connect with File >> Connect to Data Feed. The IP address will be shown in the Message Log for the Primary server you set Sierra Chart to use. You can switch among different primary servers and reconnect to the data feed. 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: 2020-02-04 19:01:28
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| [2020-02-04 20:08:21] |
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2. Round trip ping from where I am to Chicago will never be as quick as via Singapore using TT's infrastructure from Singapore to Chicago 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 |
| [2020-02-05 06:57:51] |
| Acro - Posts: 436 |
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My issue is from the West Coast of Australia I have to traverse to Eastern Australia and then to the West Coast and then on to Chicago. This is in contrast to a direct route from Western Australia to Singapore. If the Singapore server is removed I will have look at other brokerage avenues |
| [2020-02-05 22:36:09] |
| Sierra_Chart Engineering - Posts: 14006 |
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Ok, we will keep the Singapore server. We can add another option to the Singapore server where the order activity is just forwarded to the Chicago server directly instead of through TT.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-02-21 20:26:54] |
| Chad - Posts: 231 |
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@Sierra Chart Engineering, can you comment on a 'generality' of whether latency for orders routed through your TT Order Routing Service to Primary Server 6 (TT London), for markets on mainland Europe exchanges (e.g. Eurex) would be "significantly" higher than routing through P.S. 3 (TT Frankfurt)? I'm talking on the level of 10 ms being minimal significance. As for Euronext and ICE EU futures, I assume that routing through London is best. |
| [2020-02-22 23:08:04] |
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We really do not know for sure because we have not tested this. If you want to trade EUREX, you should use the server in Germany. You can just install another instance of Sierra Chart and have it connect to that server. So you can have different instances of Sierra Chart to trade different exchanges. Yes we would think London is best for Euronext and ICE Europe. 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: 2020-02-22 23:08:26
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