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Date/Time: Sun, 29 Dec 2024 14:12:33 +0000



Post From: SC loopback latency

[2016-05-04 19:10:35]
User754985 - Posts: 109
Hi, SC,

I am using IB Gateway with SC to trade FX. 3 instruments with 1min bars, charts are built from True RT 5sec bars.

Looking at Perfmon, I normally see IBGateway->127.0.0.1 latency of 0-2 ms; same for 127.0.0.1->SC connection.

However, occasionally ( once in 1-2 min) 127.0.0.1->SC loopback connection latency would increase to 5-10ms, for 5-7 seconds and then come back to 0-1. And this seems to delay Order placement.
There does not seem to be any associated spike in IB Gateway <-> IB servers latency.
CPU/memory/storage are not a bottleneck. Using WinServer 2012R2 on CommercialNetworks VPS.
used TCP profile assumes DelayedAckFrequency=1, TCP window AutotuningLevelocal=Normal.

1. Why could there be such spikes in loopback latency?
2. Is there a way in SC to NOT get all T&S/bid-ask data and only get IB's True RT 5-sec bars?

A WinServer 2012 capability seems applicable, just wondering if it is utilized.
https://blogs.technet.microsoft.com/wincat/2012/12/05/fast-tcp-loopback-performance-and-low-latency-with-windows-server-2012-tcp-loopback-fast-path/

Thanks a lot
H.