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Topic: Latency between GainCapital and COMEX (4 messages, Page 1 of 1) |
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ASeregin2068 Posts: 2 Joined: Apr 21, 2016 |
Hi all!
Does anyone know about average latency between COMEX and GainCapital? Is it possible to create HFT using OEC API? Alexander Seregin
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CMicciche902 Posts: 367 Joined: |
Latency will vary from user to user, and is dependent on your internet connection, computer hardware, geographic location, the market and exchange traded, time of day a trade is placed, etc. I cannot quote a specific lag for your connection, but you could verify this with timestamps in our order details. Most domestic customers on average may see lags around 40 ms and international customer a few hundred milliseconds. If you reside overseas, you may want to consider using a virtual machine located in the US to reduce your lag, if this is important to you.
It is certainly possible to create HFT with our API, in fact many users do. Chris M
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ASeregin2068 Posts: 2 Joined: Apr 21, 2016 |
Thanks for your answer!
I meant latency not between my machine and broker, but latency between broker and COMEX. I mean, how many time can it take for price to move from COMEX to broker, which transfers this data through API? Alexander Seregin
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CMicciche902 Posts: 367 Joined: |
The latency between our data center and the exchange is minimal. The number of times you receive a tick from us from the exchange varies on the contract traded. We do not have a filtered data feed and we do not bundle ticks. You will receive data as trades occur at the exchange. Review the tick stream window in OEC Trader developer or review: http://www.gainfutures.com/api/api/html/4e2865e8-7ac9-457e-8d5a-6d930f3408a8.htm#SecTicks
Chris M
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