Algo-Sniffing - page 7

[Renat Fatkhullin]

The processes are going well, don't worry.

[St.Vitaliy]

Renat:
The processes are going well, don't worry.

I would like to believe it...

I made a bet on MT5, and when it will be able to really trade stocks (orders will be broadcast to the exchange and not CFD) I will have an advantage compared to most of the participants.

I asked questions in branch "flickering orders", which are also relevant to this topic:

-for the speed of Getway (the average time of data exchange between the server of the broker who received the limit order from the client, before the appearance of it in the stock exchange),

-history server (how quickly the information about the deal will receive the history server, process it and send it to the client),

-When is the planned appearance of the "feed"/table of all deals,

-what does Getway connect to, Plaza?

It would be great if a number of speed tests on exchanges that have been certified were formalized in the form of an article (I can do it myself for nothing + add this Quick Response for RTS and UX), rather than collected in bits and pieces on the entire forum.

[Vasiliy Sokolov]

St.Vitaliy:

Promised two brokers in August, two months later not even a demo. Waiting for new facts.

Everything is already implemented. Feel free to use it.

[Yedelkin]

C-4:
Everything has already been implemented. You are welcome to use it.

"MetaTrader - for working inthe FOREX market". And the question, as far as I understand, was about the exchange. ...That's why I have to learn from these guys about Quick:(

[St.Vitaliy]

Yedelkin:

"MetaTrader - for working inthe FOREX market". And the question, as far as I understand, was about the exchange. ...That's why I have to learn the Quick from these guys:(

Exactly... I want to give my son 100,000 shares of Sbera (or BAC) bought with MT5

[GaryKa]

On topic

I recently came across the following sentence

Almgren-Chriss order-splitting algorithm & generalizations are now part of the standard toolkit that execution brokers offer to clients

It turns out there is a whole family of optimal execution strategies I hadn't even heard of. A quick search returns a few papers (careful with a lot of maths). I think many will be interested.