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How to avoid the latency problem?

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    How to avoid the latency problem?

    Hello everyone,

    In my trades it's important to me to avoid as much as possible the problem with latency. Ideally, 1ms is what I am looking for but, right now, from where I am located, I get 39ms. Who knows a reliable source from whom I can rent a VPS that offers a better latency, as I've said, ideally 1ms?!

    #2
    i smell that somebody will give you a beautiful solution.
    how do you define latency? latency in network connection? latency in NT data processing? or... anyway... let's hear the bells and whistles below....

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      #3
      Originally posted by timko View Post
      i smell that somebody will give you a beautiful solution..
      LOL... I hope you are right timko

      What I mean by latency is: if I send a signal to complete an order, this signal should get to the CME as fast as 1ms (this would be the ideal condition) but right now, I can reach the CME servers at 39 ms, my orders could get stuck and enter at the wrong time, causing me to loose money in this process. I believe I can set up a server somewhere in Chicago and this would resolve my problem, but since I've never done this before, I would like to know who is the best provider for this. I am thinking the CME itself, but other than that, what are my options?

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        #4
        Eddie De Meira , a 1 millisecond two-way travel time to the exchange is effectively impossible. While light technically travels that fast in a vacuum, in reality, many things will contribute to a slower realized speed. A 39 millisecond round-trip travel time (so 20ish milliseconds one-way travel time) is actually quite good. To elaborate further, this round-trip latency represents the time it takes the order to leave NinjaTrader, reach your broker, reach the exchange, then the exchange to send a confirmation signal back to your broker who then sends it to your NinjaTrader.

        You're correct to say that physical proximity to the exchange is better in general. The difference between being in the CBOT building versus within the city of Chicago, in general, is likely negligible. The scale at which this would typically matter would be if you were physically located in Singapore and wanted lower latency with the exchange in Chicago. With that said, we do have some VPS vendors we could point you towards if you're looking for such a service. Please reach out to my colleagues via email at info[AT]ninjatraderecosystem[DOT]com if you'd like more information.
        Last edited by NinjaTrader_PatrickG; 04-08-2021, 11:19 AM.

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          #5
          NinjaTrader_PatrickG , thank you so much for your reply Patrick. The reason I mentioned 1ms is because I saw some advertisement indicating this as travel time, I was a little suspicious myself with this value, but since there is more than one vendor advertising the same, I gave them the chance of belief (with my foot looking backwards...LOL...). Time is something primordial for my strategy and I can not afford orders getting stuck in the process and entering the system in a later time, someone who works with me had this experience in the past and noticed that we need to work on this issue to avoid this problem. I am a developer who is just starting with the trading technology and so far I love NT platform. I will email your colleagues and discuss about the possible issues I may have with time delays and best locations to host our strategies.
          Thank you so much for the reply, my experience with this Forum and the Tech support is one of the reasons I am pushing hard to use NT for our business solutions.

          cheers,
          Eddie

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