Stock market. Stocks. Speed of trade order execution. - page 15
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
The speed on the Stock market is generally poor.
The order is set at the maximum price in the book, the deal is checked first by force, 2x50 ms,
and then with each tick 3 times 50 ms.
The video shows this embarrassment of execution on the Fund
As for the cup cycle - this will only work for low-liquid ones, otherwise the speed is not enough. I wrote my scalper with speed squeeze, with asynchronous sending, avoiding heavy operations, working with string and without access to history as much as possible. But still, with my ping of 10-12 ms it can not keep up with the glass.
Hmm, it's not that bad when the market is calm. You can live. But this is on futures, not on the fund.
The speed on the Stock market is generally not good.
The order is set at the maximum price in the book, the deal is checked first by force, 2x50 ms,
and then with each tick 3 times 50 ms.
On the video you can see this disgrace with execution on the Fund
Example of 1 trade today (real). CTrade class from the standard library is used for entering.
Experts tab
Log (Entry) tab
Entry time in the example is the longest for today, usually the numbers are about the same as in the output below
Log tab (out)
ping 12ms to server
Why do SPBE and SMLT not support
Do all other stocks support?
After all, SPOT should be banned everywhere, as they said in the opener.predictable on them, otherwise)
but bought almost all the major
TF crap. in purchase, the app went right down.
the app itself went down.
, bought at a higher rate, let it hang.Example 1 trade today (real). The CTrade class from the standard library is slightly modified for entry.
Experts tab
Log tab (Entry)
Entry time in the example is the longest for today, usually the numbers are about the same as in the output below
Log tab (out)
Ping 12ms to the server
Stressed the time difference in logs and ticks. Since the liquidity is small, decided to see/check how these trades appeared in the tick history
For the futures:
And then for the stock - there is more liquidity and there are duplicates
Conclusions:
1) Time in logs and ticks time - do not coincide, which is logical, but I never thought about it before. IMHO, it is not quite correct to measure runtime by terminal logs.
2) Knowing the time of the tick with the accuracy of milliseconds (at the price of which the order is sent from the terminal), you can then (using the history of low-liquid instruments) know the actual "time of execution".
"time_execution_time" = "time_in_the_market_who_called_the_transaction_in_the_terminal" - "time_the_market_of_your_transaction".
This time will include all network delays from exchange to terminal and back (via broker) + processing time of deal execution on exchange +processing time of tick by expert
I will report about results later.
Andrey Miguzov You are getting into the kitchen after all...
there are no market orders in the stock market
Andrey Miguzov You are getting into the kitchen after all...
there are no market orders in the stock market
https://www.moex.com/a2798
:)
there are no market orders in the stock market
How long have they been gone?
;)
Example 1 trade today (real). The CTrade class from the standard library is slightly modified for entry.
Experts tab
Log tab (Entry)
Entry time in the example is the longest for today, usually the numbers are about the same as in the output below
Log tab (out)
Ping 12ms to the server
Today, both terminals real
Futures
13 ms
Stocks
26ms and 28ms respectively
Added
Reverse trades
Futures
7 ms
Stocks
26 ms and 27 ms respectively