Stock market. Stocks. Speed of trade order execution. - page 5

prostotrader
10736
prostotrader  
Yuriy Zaytsev #:


Apparently, according to the strategy, you should clearly buy as much as stated.

In order to enter a hedge with the same amount of futures volume.

Unfortunately, there is no market order and no IOC fill on the fund.

When you RETURN an order may still remain in the market,

it must be removed and a new order must be set, which is associated with the loss of time and complexity of tracking the order.

FOK filling is worse than RETURN because the required volume may not be there more than once.

In a gem it is important to buy the second leg quickly in full volume.

prostotrader
10736
prostotrader  

Who trades on the real MT-5, Stock Market (preferably Open)

Please post a piece of log for the transaction(it is in the history)

2022.03.08 02:21:21.052 Trades  'ххххх': sell limit 2 GAZP at 125.00
2022.03.08 02:21:21.057 Trades  'ххххх': accepted sell limit 2 GAZP at 125.00
2022.03.08 02:21:21.057 Trades  'ххххх': order #403249172 sell limit 2 / 2 GAZP at 125.00 done in 4.702 ms
2022.03.08 02:21:21.107 Trades  'ххххх': cancel order #403249172 sell limit 2 GAZP at 125.00
2022.03.08 02:21:21.111 Trades  'ххххх': accepted cancel order #403249172 buy 0  at market
2022.03.08 02:21:21.111 Trades  'ххххх': cancel #403249172 sell limit 2 GAZP at market done in 4.504 ms
prostotrader
10736
prostotrader  
Doesn't anyone on the Stock Market trade in MT-5 using a robot or hands on the real?
Replikant_mih
215
Replikant_mih  
prostotrader #:
Doesn't anyone on the Stock Market trade in MT-5 by robot or hands on the real?

I decided to write a log parser so I wouldn't have to get up twice)), since I switched to mt5 for good.


The average speed was around 35 ms on average. On the 22nd and, I think, on the 23rd of February the Open had... problems with mt5, which you can see on the chart as... a small peak after the hundredth transaction)). 35 excluding the peak, of course. Otkritie broker. I am still using my local laptop for testing (real server) and in battle environment it should be better, but maybe it has no effect on measured section. Ping terminal writes 3-4 ms.

On the upper chart the timing is averaged on window 10, on the lower chart the actual values (the section before the abnormal increase in timing).
Files:
165_001.png  136 kb
vt5_002.png  213 kb
prostotrader
10736
prostotrader  
Replikant_mih #:

I decided to write a log parser so I wouldn't have to get up twice)), since I switched to mt5 for good.


The average speed was around 35 ms on average. On the 22nd and, I think, on the 23rd of February the Open had... problems with mt5, which you can see on the chart as... a small peak after the hundredth transaction)). 35 excluding the peak, of course. Otkritie broker. I am still using my local laptop for testing (real server) and in battle environment it should be better, but maybe it has no effect on measured section. Ping terminal writes 3-4 ms.

In the upper graph, the timings are averaged over a window of 10, and in the lower graph the actual values (the section before the abnormal increase in timings).

Afternoon.

Thank you very much, but I need 3-4 lines of the terminal log,

from the moment the order is sent to the transaction.

These are the following

2022.03.09 14:56:32.815 Trades  'ххххх': exchange buy 1 GOLD-6.22 at market
2022.03.09 14:56:32.819 Trades  'ххххх': accepted exchange buy 1 GOLD-6.22 at market
2022.03.09 14:56:32.820 Trades  'ххххх': exchange buy 1 GOLD-6.22 at market placed for execution in 5.083 ms
2022.03.09 14:56:32.826 Trades  'ххххх': deal #110213851 buy 1 GOLD-6.22 at 2057.3 done (based on order #197971513)
Replikant_mih
215
Replikant_mih  
prostotrader #:

Good afternoon.

Thank you very much, but I need 3-4 lines of the terminal log,

from the moment the order is sent, to the transaction.

These are the following

GL 0 21:30:53.544 Trades 'xxxxxx': exchange buy 2 AFLT at market

CF 0 21:30:53.552 Trades 'xxxxxx': accepted exchange buy 2 AFLT at m arket

HN 0 21:30:53.554 Trades 'xxxxxx': exchange buy 2 AFLT at market placed for execution

LE 0 21:30:53.570 Trades 'xxxxxx': order #196883029 buy 2 / 2 AFLT at market done in 27.250 ms

MF 0 21:30:53.576 Trades 'xxxxxx': deal #109541514 buy 2 AFLT at 55.74 done (based on order #196883029)


What are you looking at, if it's not a secret?) The number after "done in" is not representative?

prostotrader
10736
prostotrader  
Replikant_mih #:

GL 0 21:30:53.544 Trades 'xxxxxx': exchange buy 2 AFLT at market

CF 0 21:30:53.552 Trades 'xxxxxx': accepted exchange buy 2 AFLT at m arket

HN 0 21:30:53.554 Trades 'xxxxxx': exchange buy 2 AFLT at market placed for execution

LE 0 21:30:53.570 Trades 'xxxxxx': order #196883029 buy 2 / 2 AFLT at market done in 27.250 ms

MF 0 21:30:53.576 Trades 'xxxxxx': deal #109541514 buy 2 AFLT at 55.74 done (based on order #196883029)


What are you looking at, if it's not a secret?) The number after "done in" is not representative?

Thanks, I'm looking at the time a trade is done in the Stock Market.

The log shows that the trade is done in 32ms, which is 10 times faster than in Quick,

which is very nice, thank you very much again.

Is this the real log?

Replikant_mih
215
Replikant_mih  
prostotrader #:

Thank you, I am looking at how long it takes to execute a trade on the Stock Market.

The log shows that the trade was done in 32 ms, which is 10 times faster than in Quick,

which is very nice, thank you very much again.

Is this a real time log?

I think I may well be guided by the ms from the"done in" string, probably if asynchronously sent - will closely approximate the total time to that figure. Just parse from one line somehow easier, especially in the first line oder Id does not appear.


Got it, well x10 is very decent speed. I thought, on the contrary, bad speed compared to your log by urgency.

The account is real (not demo), yes.
prostotrader
10736
prostotrader  
Replikant_mih #:

I think I can get thetotal time from"done in" line, maybe if I send it asynchronously, it will come close to that figure. Just parse from one line somehow easier, especially in the first line oder Id does not appear.


Got it, well x10 is very decent speed. I thought, on the contrary, bad speed compared to your log on urgency.

The account is real (not demo), yes.

Thanks a lot again.

prostotrader
10736
prostotrader  

I don't "get it"...

Is it a glitch of the demo server or I don't understand something?

If I set the execution to PENDING, the order is not executed, it is put in the window :(

And if I set DEAL, everything is OK.


I even set the price as 206.00.

Pipe.out_data.pipe_com = P_BUY_SPOT;
  Pipe.out_data.spot_trade_lot = 1;
  Pipe.out_data.spot_trade_price = 206.0;
  if(Pipe.WriteData(Pipe.out_data) == true)
  {
    if(Pipe.ReadData() == true)
    {
      Print("Result: ", EnumToString(Pipe.in_data.pipe_com));
      Print("Price: ", Pipe.in_data.spot_pos_price);
      Print("Lot: ", Pipe.in_data.spot_pos_lot);
    }
  }

But it is bought

2022.03.10 16:35:45.811 FutPipeClient (GAZR-3.22,M1)    Клиент инициализирован успешно.
2022.03.10 16:35:45.816 FutPipeClient (GAZR-3.22,M1)    Result: P_DEAL_DONE
2022.03.10 16:35:45.816 FutPipeClient (GAZR-3.22,M1)    Price: 250.0
2022.03.10 16:35:45.816 FutPipeClient (GAZR-3.22,M1)    Lot: 1

And it should be 205.70

Wonders....