Tag Archives: futures orders

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

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.

 

–0

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).

 

 

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