Support Board
Date/Time: Mon, 24 Feb 2025 06:22:46 +0000
Post From: From TT: We are currently investigating order routing issues for CME
| [2021-02-22 18:42:13] |
| User236347 - Posts: 21 |
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@TopDog From my obs (having used CQG on Sierra/Tradovate/TD)... if you watch the DOM ladder all day (for 12+ hours a day...), I would say the lag is noticeable, 100ms + and it can be much worst at times. There is a pretty apt comparison between gamers and input/monitor lag, it might not make the difference for a casual gamer, but for a "professional" it can matter.. Considering the execution ability of algorithmic/HFT, the discrepancy/lag is most visually noticeable around high volume bottlenecks (NY open after gap up), liquidation breaks, and reversion trade levels (stop loss triggered/stop hunt) ... I would say the range of error is something like 1-3 ticks usually (10-12% of the time) , with the rare 1-2 point freezes mixed in (2-3% of the time). (The notes above are for ES/MES.) |