Support Board
Date/Time: Sun, 24 Nov 2024 04:40:45 +0000
Where to see per-FCM trade latency with Teton?
View Count: 232
| [2024-06-21 20:08:12] |
| User100912 - Posts: 104 |
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Hello, thanks for Teton which is a great solution for those coming from established frontends. I'm looking to work out my (average) latency from click to fill between two different FCMs. I've placed ~600 orders through FCM 1 this month and will be switching to FCM 2 next week. Is the information I need somewhere in the trade activity log, and could someone tell me a little about how Teton order routing works all the way to the FCM's risk module and on to the exchange? |
| [2024-06-21 20:13:09] |
| User100912 - Posts: 104 |
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09:45:40.322872 Sell 2024-06-04 09:45:40.322871 Open Limit 09:45:40.416387 Sell 2024-06-04 09:45:40.416383 Filled Limit This suggests ~100 millisecond latency between placing my (marketable) order and when the exchange timestamps the fill? Or is the second timestamp when Teton (remote server or my SC instance?) receives the fill notification? |
| [2024-06-24 14:40:22] |
| Sierra_Chart Engineering - Posts: 17154 |
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When using Teton order routing the timings are the same no matter what clearing firm is being used: I'm looking to work out my (average) latency from click to fill between two different FCMs.
It is difficult on the client side, to look at the Trade Activity Log for precise timings. In general, order routing is below 1 ms. When an order is received, the exchange will have it in about 250 µs. Teton order routing does not at all connect with any clearing firm risk management. Teton order routing has its own risk management that is controlled by the clearing firm. 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: 2024-06-24 14:41:07
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