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7 votes

What is the fastest tick-to-trade possible time without FPGAs?

That will depend on the protocol you are using for market data (UDP, FAST, MDP, ITCH, etc.) and order routing (FIX, OUCH, etc.). For example, the latency to parse a UDP tick and to place a FIX order ...
rdalmeida's user avatar
  • 519
4 votes

What is the fastest tick-to-trade possible time without FPGAs?

It is pretty easy to get down to 50us tick-to-trade measured from start of MD packet on wire at switch to start of trade order at the switch, at the 99th percentile. 10us takes user-space networking, ...
experquisite's user avatar
  • 1,182
3 votes

Where can I get a dependable data stream of stock prices?

Cheap, accurate, fast: choose two. IQFeed is the cheapest broker-neutral feed that I know of for this and they have reasonable accuracy. Otherwise, brokers often package in a data feed for free. ...
elleciel's user avatar
  • 239
3 votes

Where can I get a dependable data stream of stock prices?

If you don't have strict low latency requirements and don't care if the provider is conflating tick data, then I would recommend using a broker's market data feed. Many electronic brokers offer access ...
jharonfe's user avatar
2 votes

FIX latency and clock syncronization

It is normal. The finance industry is seeing a lot of incompetence. You can NOT realy on the sending party having a highly accurate timestamp - I have seen discrepancies up to more than a second ...
TomTom's user avatar
  • 151
1 vote

What is the benefit of having proximity to the Bloomberg datacenter?

It is possible that they are getting "news", but what I feel these firms are doing is connecting to EMSX offered by Bloomberg which is an electronic trading platform. Which is why they would probably ...
Rads's user avatar
  • 80
1 vote

What is the fastest tick-to-trade possible time without FPGAs?

I do not understant your question. In terms of latency, you have your distance to the exchange the network latency the tcp/ip layer your operation system the speed of your code If you just talk ...
lehalle's user avatar
  • 12k
1 vote

What latency should I use for backtesting a high-frequency strategy?

To make it properly you should have: historical data streams per instrument and backtest engine is synchronizing those into one GlobalMarket object (instant quote representation after each tick). ...
Nikolai Zaitsev's user avatar
1 vote

What latency should I use for backtesting a high-frequency strategy?

I would say the average latency for most data providers ( level 1 CTA feed ) is between 100ms-450ms. This also varies when there are spikes in trade volume, eg: Market Open/Close.
Quinton Pike's user avatar

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