FORTS long delays in order execution - page 7
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
I have a different IP.
I'm the one who wrote nonsense - it's my IP))
:)
Renat, with all due respect, it's hard to believe that at 21-00 o'clock the stock exchange registers
order for illiquid instrument (there are few bids in the ticker, therefore there is no queue) for 388 ms.
What does it mean to believe?
You know that there is a whole world of execution behind the walls of MT5, where all the work takes place. MT5 itself works with zero load (even if we gather all the stock traders in Russia, the server won't even notice the load) and all the potential load variation is outside our limits.
Why do you think the pipe (which doesn't even theoretically have variation latency, as there is no subject to braking) is introducing delays and not the exchange itself? And you see in other trades that it is a real pipe with no intelligence that simply broadcasts trades at top speed.
Who works with external liquidity (writes gateways, uses them, even without linking to MT4/MT5), knows that there are always "inexplicable" lags in execution speed. 90% of the time everything flies perfectly at a speed close to a double ping, but sometimes the runtime jumps ten times higher than normal. And not even on the news.
What does belief have to do with it?
You know that behind the walls of MT5 there is a whole world of execution where all the work goes on. Otkritie's MT5 itself runs with zero load (even if you gather all the stock traders in Russia there, the server wouldn't even notice the load) and all the potential load variation lies outside our borders.
Why do you think that the pipe (which does not even theoretically have variation latency, as there is no subject of braking) is causing delays, and not the exchange itself? And you see in other trades that it is a real pipe with no intelligence that simply broadcasts trades at top speed.
Who works with external liquidity (writes gateways, uses them, even without linking to MT4/MT5), knows that there are always "inexplicable" lags in execution speed. 90% of the time everything flies perfectly at a speed close to a double ping, but sometimes the runtime jumps ten times higher than normal. And not even on the news.
Are you hinting at bugs in the exchange itself that are so easily reproducible? Indirectly, this can be refuted by the absence of such complaints from high-frequency traders via Plaza.
The exchange forums would "eat" the exchange at once for such brakes. It's not the exchange that is slowing it down, that's for sure.
Hinting at bugs in the exchange itself that are so easily reproducible? Indirectly, this can be refuted by the absence of such complaints from high-frequency traders via Plaza.
The exchange forums would "eat" the exchange at once for such brakes. It's not the exchange that's slowing it down, for sure.
You cannot assume that you are playing a game with your computer, which is strictly deterministic in its actions and response speed. The method of comparison through "public lack of complaints" is inappropriate in this case. Not only that, but those who write their integrations have had enough of interesting effects, have taken it for granted and no longer discuss it in public. We, on the other hand, don't write our complaints about some gateways in public forums, even though we sometimes encounter absolutely unnecessary things.
In order to get an accurate answer on the timings, you must correctly form a request, ask a specific question on the specified trade to the broker's support service and ask for a log of the execution of the specific trade. For only the broker has accurate execution logs all the way around. It is important to ask the right question so that it is not seen as excessive and generic.
It is irrational to ask these kinds of questions in a forum knowing that the other side does not have these logs.
You cannot assume that you are playing a game with your computer, which is strictly deterministic in its actions and response rate. The "public no complaints" comparison method is not appropriate in this case.
In order to get an accurate answer on the timings, you need to properly form a request, ask a specific question on the specified trade to the broker's support team and ask for the execution log of the specific trade. For only the broker has accurate execution logs all the way around. It is important to ask the right question so that it is not seen as excessive and generic.
It is irrational to ask these kinds of questions in a forum knowing that the other side does not have these logs.
I will take the liberty, on behalf of all those trading on the exchange via MT5 EAs, to ask you to look into the specific cases (logs are given) and give a reasoned answer here, what are the brakes and who is really behind them? I'm not the only one stressed by this. Take the suspicion away from the platform, confirm the reputation of the highly qualified developers of the "pipe". The answer now very much resembles a typical arrow transfer (forgive me for my Phranusian).
Ok, on Monday we'll ask for the logs for these transactions ourselves and post the result of the checks. Of course, if Mikalas does not mind.
Ok, we will ask for the logs for these transactions ourselves on Monday and will post the result of the checks.
Thank you for your understanding! To dispel the suspicions of MT5 sceptics on latency, it would be useful to provide statistical data on execution speed with a certain periodicity. Give a graph of the latency distribution minus the double ping.
I suggest that everyone who is longing to develop a single open-source parser of MT5 logs that would collect statistical data on specified dates for analysis. And share these statistics publicly in a separate thread. By working together we may be able to solve many delicate problems.
Ok, on Monday we will ask for the logs for these trades ourselves and will publish the result of the checks. Of course, if Mikalas does not mind.
Of course I don't mind, I am a very interested trader (listing of 20.11.2014).
Only how will we check, because in OrdersLog there is the time of placing the order by the exchange and not the time of its receipt.