Big Mike's Trading Forum

Big Mike's Trading Forum (https://www.bigmiketrading.com/)
-   Brokers and Data Feeds (https://www.bigmiketrading.com/brokers-data-feeds/)
-   -   Dealing latency with ZenFire & NT (https://www.bigmiketrading.com/brokers-data-feeds/1061-dealing-latency-zenfire-ninjatrader.html)

NickA January 10th, 2010 12:59 PM

Quote:

Quoting zoltran (Post 22249)
Guys .. just be careful, and re-read Sam's and my posts.
You cannot do anything to fix latency... it's a physical location/distance thing that can never ever be fixed by tweaking some registry setting.

All these tuning tools do is adjust how much data is sent per window, and how quickly your TCP stack will recover if there's an error on the line. That's it.

As zoltran points out you can not really improve latency (assuming that you haven't got actual faults anywhere) but you can often improve real world application performance, by tuning the transport layer to better accomodate the higher level process (client) to process (server) communications.

Tcp Acknowledge Frequency does make a difference in certain types of application (those that are also handling 'handshaking' at the application layer for example) especially if actual latency is already high. This is particularly true if the application is unaware exactly what the transport protocol is doing. It almost certainly will be. Most software engineers write to the appropriate windows API with little understanding of what is going on 'further down the stack'. Completely understandable thats the whole point of a layered protocol stack you don't have to worry about managing stuff at lower levels.

Worth mentioning ping is not a useful tool here as it operates at the network layer, so below this stuff. To test you would probably want to write some ninjascript to place and cancel an orders outside the market and record the time taken in a log file. Depends how far down the rabbit hole you want to go :)

Andrew January 10th, 2010 01:07 PM

Nick,

Where to know more about it ?

Krgds,
Andrew

Quote:

Quoting NickA (Post 22270)
but you can often improve real world application performance, by tuning the transport layer to better accomodate the higher level process (client) to process (server) communications.


NickA January 10th, 2010 02:39 PM

Quote:

Quoting Andrew (Post 22272)
Nick,

Where to know more about it ?

That's kind of tough to answer. Like others here who already know, my experience came from working in the industry.( Mind you when I started out telegraph circuits where common and X.25 was state of the art. )That doesn't help you really. Wiki tells you a bit about TCP/IP and what various 'layers' do, all good background knowledge. it is worth understanding that framework as things make much more sense when you know what each layer does - it isn't going to help you directly though.

Andrew January 10th, 2010 02:46 PM

Nick,

Thank you a lot.
I will go to Wiki and read about TCP/IP.

P.s. I just used to not wait while champions remain on their places, but train a lot in order see results growing.

Krgds,
Andrew


Quote:

Quoting NickA (Post 22283)
That's kind of tough to answer. Like others here who already know, my experience came from working in the industry.( Mind you when I started out telegraph circuits where common and X.25 was state of the art. )That doesn't help you really. Wiki tells you a bit about TCP/IP and what various 'layers' do, all good background knowledge. it is worth understanding that framework as things make much more sense when you know what each layer does - it isn't going to help you directly though.


Andrew January 10th, 2010 03:25 PM

Nick,

Also small p.s. on example of music players for computer.
I like to listen music at hi quality level (if not hi-end)
so, some 10 years ago, one friend of mine advised me one music player for computer and told : check it out, when I will install it and play you will think you've changed sound card, however I never used "bad or weak" computer at those times.
So, I did what he advised and...I was shocked difference between usual Media Player and that music player, even without it upgrade to its pro version.
Well, I used that for year and enjoyed it was like, say, Teac, but then a few months ago, don't remember what I've searched for, I found just amazing music player, when I played music with it I got impression I listen NAD which provides my favorite conception of sound.
The same with all other, if one is not searching for better or never did that or stopped do that, so the result will be.

Krgds,
Andrew

steve2222 February 14th, 2010 09:50 PM

ZenFire Latency - can be measured
 
See my post here: https://www.bigmiketrading.com/elite-circle/2347-zenfire-web-beta.html#post26622

Big Mike June 19th, 2010 10:47 AM

Quote:

Quoting dankoo (Post 21606)
Here you go, i found 5 IP addresses at 7ticks (who hosts zenfire) that responds to ping.
This is not their order or maket data server.. but this is the closest we may be able to reach by ping.

64.202.118.1
64.202.118.2
64.202.118.3
64.202.118.4
64.202.118.5

I got an average of 33ms from New York City, NY
Can you guys try to ping and post your results here...please include your location(city and state) and ping time.

Thanks!

root@echelon:/home/mike# ping 64.202.118.5
PING 64.202.118.5 (64.202.118.5) 56(84) bytes of data.
64 bytes from 64.202.118.5: icmp_seq=1 ttl=251 time=1.47 ms
64 bytes from 64.202.118.5: icmp_seq=2 ttl=251 time=1.62 ms
64 bytes from 64.202.118.5: icmp_seq=3 ttl=251 time=1.34 ms
64 bytes from 64.202.118.5: icmp_seq=4 ttl=251 time=1.59 ms
64 bytes from 64.202.118.5: icmp_seq=5 ttl=251 time=1.40 ms
64 bytes from 64.202.118.5: icmp_seq=6 ttl=251 time=1.58 ms
^C
--- 64.202.118.5 ping statistics ---
6 packets transmitted, 6 received, 0% packet loss, time 5007ms
rtt min/avg/max/mdev = 1.346/1.504/1.629/0.109 ms

Averaging 1.5ms from the BMT server in Chicago... :)

Mike

aslan June 19th, 2010 06:35 PM

Quote:

Quoting Big Mike (Post 46474)
Averaging 1.5ms

Ok, I need to wipe the drool off my keyboard!

I averaged 35ms to all of the listed hosts, which is pretty good considering it is just a DSL line. Where I live, DSL is the best I will have for quite some time, but it has been good enough.

pepelucho August 13th, 2010 03:04 AM

BMT server ?
 
Mike,

what is this BMT server ? Is it a hosting solution ?
I'm getting 33ms from my hosted server in Toronto and would love the snappier response time for my bots.



Pinging 64.202.118.5 with 32 bytes of data:
Reply from 64.202.118.5: bytes=32 time=33ms TTL=248
Reply from 64.202.118.5: bytes=32 time=32ms TTL=248
Reply from 64.202.118.5: bytes=32 time=32ms TTL=248
Reply from 64.202.118.5: bytes=32 time=32ms TTL=248

Ping statistics for 64.202.118.5:
Packets: Sent = 4, Received = 4, Lost = 0 (0% loss
Approximate round trip times in milli-seconds:
Minimum = 32ms, Maximum = 33ms, Average = 32ms

pepelucho August 13th, 2010 03:13 AM

mirus virtual machine hosting
 
Btw everybody,

Mirus futures sells virtual machine hosting in 3 different packages ranging from $350-$550/month and claim a response time of less than 1ms since their servers are co-located with the exchange and beyond the DMZ.

I currently pay $60/month for a windows VM which does perfectly fine for trading 4-5 TF contracts (no slippage), but my goal is to be trading 20 contracts eventually and at that point I suspect a better response time might be more suitable for my 6 to 15 tick scalping bots.


All times are GMT -4. The time now is 10:08 PM.

Powered by vBulletin®
Copyright ©2000 - 2014, Jelsoft Enterprises Ltd.
SEO by vBSEO ©2011, Crawlability, Inc.
Copyright © 2014 by Big Mike Trading. All information is for educational use only and is not investment advice.


Page generated 2014-04-20 in 0.12 seconds with 15 queries on phoenix via your IP 54.205.242.179