Support Board
Date/Time: Wed, 27 Nov 2024 13:08:20 +0000
Latency Performance between "Simulated Futures Trading Service" vs Teton Order Routing
View Count: 354
| [2023-08-03 11:19:17] |
| linuxfro - Posts: 2 |
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Hello SierraChart Support Team Is there any guidance/documentation that describes the latency performance of "Simulated Futures Trading Service" vs Teton Order Routing? I am currently testing my Futures (\ES) scalping strategy via your "Simulated Futures Trading Service" and I wanted to know how much faster (latency) Teton Order Routing would provide vs what I currently see on "Simulated Futures Trading Service" servers. If no documentation/guidance exists, can you please provide any insight of what latency difference/improvement I would get once I start live trading with Teton Order Routing? To avoid any confusion, i'm referring to the latency between SierraChart and exchange servers - noting that Teton Order Routing can potentially submit orders at less than 250 micro-seconds. (referencing: Teton Order Routing Order Latency Clocked at 250 µs!) Any insight is appreciated. -linxufro |
| [2023-08-03 21:52:31] |
| Sierra_Chart Engineering - Posts: 17191 |
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With the Simulated Futures Trading service orders are filled according to the market data. And that could have a delay as much as 20 ms. Or it could be closer to 100 ms at times. In the case of live order routing with Teton, orders are going to get to the exchange in under a millisecond once received by the server. 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 Date Time Of Last Edit: 2023-08-03 21:53:02
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| [2023-08-04 12:01:31] |
| linuxfro - Posts: 2 |
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Thank you for the insight. Can I kindly ask a follow-up question? Can you please explain the following log lines? I'm trying to understand when exactly is the order filled in the Simulated Trading Service - is it on "order accepted" or when "filled"? as it has massive timing differences. I'm attaching an example trade - Trade Activity log for your review. thank you in advance.. |
Attachment Deleted. Private File |
| [2023-08-08 08:59:30] |
| Sierra_Chart Engineering - Posts: 17191 |
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When the activity type is "Fill", that is the actual fill and then you need to look at the Transaction Date-Time for the exact time of the fill. That will be based upon the server time. Your computer's clock could have a different time and can that can account for timing differences. 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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