I have 100% got the correct setup, correct TWS versions, tried gateway (which IS faster) and tws, which I need for the options etc. Execution via NT's own brokerage is far, far quicker than via IB. I am talking about noticeably different, i.e. submit order, see it go orange, wait up to 1 or 2 seconds via tws sometimes, and then it's working. MUCH faster and less problematic via ib gateway, but otherwise same setup, and again, a noticeable upgrade in speed when sending orders via nt/dorman. I'm not however changing my broker setup just yet. I'd prefer to improve it. Latency is important to me. I scalp. 1 second delays are detrimental to my wealth!
I'm guessing the majority of people may not notice / be as performance centric as I am, but perhaps someone that uses IB / has noticed this? Perhaps someone has workaround? Over the years, I tried all the known performance tweaks etc.
Perhaps NT might comment if they have profiled the expected performance of the various broker api's? Maybe ib tws is known to be slower (via it's java api, then back through another gateway) than the more direct interface that nt brokerage might use, etc.
Point for the post - The difference in time to get an order from NT8 working at the exchange is very, very much slower via IB tws, bit faster via IB gateway, and bit faster still (acceptable even!), via NT broker/dorman. If anyone knows of a way to improve execution times via IB tws api / NT, or things to check, please share.
Thanks!
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