We are trying to see latency from our server to different LPs What we saw is that received quotes have considerable difference between them and with us. We are syncing our server with a SNTP, and we ...
What are good ways of describe observed tick data latency with a view to flagging when something is systematically wrong? For example, we would want to discount outlier ticks so that we do not alert ...
How would I go about evaluating CME data handlers? Looking at:how to define and measure latency Two colo servers should have the same Order to Accept times. If the algorithm to generate the order ...