Support Board
Date/Time: Tue, 04 Mar 2025 04:23:17 +0000
LMAX latency question
View Count: 617
| [2021-11-26 09:20:54] |
| User644165 - Posts: 25 |
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Hi All, I have a VPS by UltraFX at Equinix. As far as I know you are using the same provider. I have a latency sensitive strategy using LMAX datafeed. The data flows like this: LMAX Excahnge->SierraChart->DTC protocol->My application->external applications. Originally I wanted to get connected to LMAX directly using FIX but DTC protocol is really awesome and had worked really well in the past and I am willing to sacrifice few milliseconds to save some time. Unfortunately I don't know how the data flows to your server. In theory I should be able to reach your server in 0-5ms and this should apply to LMAX as well. Could you give me an rough estimate of how much latency do I loose this case compared to FIX? |
| [2021-11-26 15:08:32] |
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No we do not use that provider anymore. We had too many issues with interruptions from them. Was a complete annoyance. Even silly things like the ethernet cable for connectivity becoming loose. Our current server for routing to LMAX is in LD4. Not sure how we can check latency to LMAX because their servers probably are not going to respond to a ping. Although we can have a look at our trade activity log on the server and then see how much time it takes for a response for an order submission. We will do that now. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-11-26 17:12:23
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| [2021-11-26 15:53:54] |
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At this time we are only able to check the latency to the LMAX demo trading server and it is approximately 1 ms. Although this is just an estimate.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-26 16:54:18] |
| User644165 - Posts: 25 |
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That is great, thank you. Regarding the DTC protocol, is there any tweak to make it as fast as possible? I have already set the Max Depth Level to 1 and the Real-Time data compression to "no compression" (not sure if the gain can be measured). |
| [2021-11-26 17:13:43] |
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Really if anything compression would more than likely reduce latency not increase it. So we would still recommend using Standard Compression. Otherwise, not sure of anything else you can do to reduce latency with settings. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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