Support Board
Date/Time: Thu, 28 Nov 2024 19:48:11 +0000
Teton Order Routing
View Count: 576
| [2023-03-31 17:11:00] |
| User987654 - Posts: 69 |
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I have switched some trading over to Teton from Interactive Brokers API recently. I did it to try to get better execution. I have my servers at 350 E Cermak. Couple of observations, when I was testing with 4 different contracts (CME only), Teton was consistently better than IB. Now that I am trading 16 contracts (CME only), it appears that Teton is missing more trades than IB (historical averages). When I look at the average difference between Entry Time and Last Activity Time (for filled orders) since I started trading 16 contracts with Teton vs when I was trading 4 contracts, it is now higher. I used the same settings for the IB trading as for Teton. I am not saying this is a Teton issue, I understand market conditions could have changed over the last few days and there are fewer liquidity providers. Does this sound like I'm being fooled by noise or can having too many instances (17) connected to Teton slow things down. My CPU usage during high volume periods is around 11%, spread across 16 logical cores. I am willing to pay for priority or faster response times. |
| [2023-04-03 15:05:29] |
| Sierra_Chart Engineering - Posts: 17206 |
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We are not sure exactly what you are analyzing. Teton is very low latency. It has to be faster than Interactive Brokers. It does not matter how many contracts you are trading. That has no relevancy to Teton. You also at cannot accurately measure latency from your side. There are too many additional variables involved. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-03 18:12:40] |
| User554649 - Posts: 1 |
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i have an APM future account? Can i choose Teton?
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| [2023-04-03 18:42:45] |
| Sierra_Chart Engineering - Posts: 17206 |
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Yes. Please contact them about this.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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