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Date/Time: Wed, 27 Nov 2024 10:45:01 +0000



Post From: Denali feed slow during news

[2023-09-01 17:39:40]
User61168 - Posts: 403
User61168: I've traded with various software, data feeds, and layouts for many years. Latency is super easy to recognize visually when looking at the order book (DOM).

Reading this and other responses, you guys are reporting "subjective" perception on lags which is not very helpful. Engineering needs the heart beat messages to troubleshoot this further so better to wait for the next news release and follow the instructions provided.

And just to say it respectfully, anyone trading news release on CME from outside the USA should absolutely invest in a dedicated or bare metals VPS server hosted in Chicago.

p.s. At work, my team frequently deals with similar end user issues with browser-based SAAS applications and unless we get detailed http header information from a local browser to our internal servers, troubleshooting becomes very challenging and a complete waste of time. 99% of such issues results in server hops over the internet (or even with WAN-connected corporate networks) BEFORE the request comes to our edge routers in our data center. I can certainly relate as to why SC would chose to lock such threads.

Regarding my experience today, it was acceptable with one exception which seems unrelated to denali. I have a Exit Loss on Candle Close study which usually does not work in fast markets. It exits my trade after several candle closes @ 9:35:17am EST. I just write this off as slippage and cost of doing business. This also happens in market replay at high speed. attaching screenshot

Edit: 9:30:35am ET candle close exit trade at loss worked beautifully with no slippage.
Date Time Of Last Edit: 2023-09-01 17:56:18
imageScreenshot 2023-09-01 103852.png / V - Attached On 2023-09-01 17:39:58 UTC - Size: 4.84 KB - 114 views