Using high-frequency robots - how do brokers and DCs react? - page 2
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
Standard plugins everyone has - expansion of stopleaves at the most savoury moments, large slippage, trades execution around 200ms. Shutdown of servers at the moment of news release. Yes, yes, all this still exists and successfully cuts off a thin layer of profitable systems :)
Yes, you're right! But if there is an agreement with the DC management, all these gadgets can be reconfigured quickly...
The arrangement for what? For them to give you their money? You should have seen the management of DC )) I, for example, personally communicated )
That's what I mean by these very arrangements....
Beneficial to the VChT DC is one thing to talk about.
If it's not profitable - then it's not a conversation...
What are high-frequency robots? Do you know what indicative quotes are?
Share some useful information.
IT'S NOT GOING TO WORK.
An indicative quote implies requotes.
You should have seen the management of this brokerage company). You should have seen the management of brokerage companies )) I, for example, personally communicated )
100500) I've been fighting with some for over a year now for $700 in profits that they brazenly and sneakily took from me. The company is a sponsor on a very large trader's forum.
So there I did not violate the regulations and the deals were, those with profit, for 6-15 minutes each.
First, the broker must either support their own API or work with a FIX-type spreader.
And so there is no conflict of interest this is a direct entry to the exchange. Like CME or LMAX (or true esn with stack and limit orders).
I can tell you that LMAX will be happy to see you. Execution inside about 3.5ms.
LMAX used to have an mt4 with approximately 70-110ms execution and gave it on request from 1k on balance.
I don't know now. I've been on .NET API for a long time now.
First, the broker must either support their own API or work with a FIX-type spreader.
I thought it would be a respectable price ) And there should be no conflict of interest. Like CME or LMAX (or true ESP with glass and limit orders).
I can tell you that LMAX will be happy to see you. Execution inside about 3.5ms.
LMAX used to have mt4 with approximately 70-110ms execution and was given on request from 1k on balance.
I don't know now. I've been on .NET API for a long time now.
Why is mt so slow in processing orders? It turns out it is the slowest terminal available.
For Lmax it's 1k and more? You can hardly find anything there on the site.)
Not quite so
In this case, on the mt4 server everything does not end like in "many brokerage companies", but the order is retransmitted further to the exchange core and do not forget about the way back.
If you want to minimize all that increases the time for order processing, it's ideal.
I read about implementing HFT even on FPGA boards with crossconnect to the exchange core.
I have not yet reached this level myself).
10 milliseconds of trading in Merck Corporation shares:
Visualisation is slower than real time by a factor of about 40,000.