Quant opinion: What is your latency on CME futures orders?

(Last Updated On: November 8, 2011)
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Quant opinion: What is your latency on CME futures orders?

I’m trading through an API provider (similar to TT X_Trader but someone else), and getting around 11ms between issuing an order and it appearing in the market. Personally I feel this is very slow, as I have a direct CME connection. What latency are other people able to get down to?

time between issuing an order and it appearing in the market should be easily less than 2ms.



My last order took about 9 ms.

Should I yell at someone?


We see 4 – 8 ms but CME will not even discuss the range of internal latency. Does anyone know even a ballpark latency for the CME internal processing?

We are trying to determine the latency in different areas of our system and without the CME latency benchmark it is difficult to know what we are shooting for (lowest possible latency exclusive of CME).



NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs