We are trying to see latency from our server to different LPs . For that we are checking sendingtime value (from them) and current clock in our server. What we saw is difference of +-20ms between ...
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 ...