Support Board
Date/Time: Wed, 27 Nov 2024 21:36:58 +0000
Post From: Teton Routing service and appropriate VPS wit lowest Ping!
| [2023-01-11 14:12:17] |
| BillsSBC - Posts: 38 |
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They are always straight through to a CME iLink session. It does not involve any clearing firm systems at all. The clearing firm sets the risk parameters ahead of time through Teton. Risk controls are managed by Teton after that.
I've pursued a VPS within both Aurora and Cermak and having mixed results on order speed for my algo trading MES. Is the proper way to test with live orders and comparing the DateTime and TransDateTime while allowing SC to modify/update the computer's system time? Cermak gives a difference of 18-24ms consistently but have occasionally seen 7-9ms. Aurora is mixed between 16-24ms or 4-7ms for market orders. Times are always faster for stops. These numbers line up reasonably with 1+1's analysis for Teton/Denali. And clearly the Aurora VPS gives better results but is there any reason for the major difference is speed other than when, say, where in the Denali data buffer process an order is placed? That said, can SC Engineering comment on suggested buffer/compression/update settings to use for a VPS that is colocated with their servers? |