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 ...
We are building a new system where latency is key. Either commercial or opensource, our goal is to have an easy to implement fix engine where low latency is key.
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 ...