Discussion of high-frequency trading on MT5 - page 63

 

On a site (if you mean a provider), it averages up to 40 ms for an application. (different sites by the way, for some it is cool even 500 :)

The MT purely takes ~100 ms for itself.

 
sergeev:

If you have a site (if you mean a proverb), it averages up to 40 ms for an application. (different sites by the way, for some it is cool even 500 :)

The MT purely for itself takes ~100 ms.

Meaning the name of the site.

What is the MT? 4 or 5 ?

 
Risk:

What kind of MT ? 4 or 5 ?

I'm not announcing the platform. the testing was closed. the only thing I will say is that their servers are in Equinix (although this is not particularly relevant, practically everything is there).

~100 is MT5.

MT4 takes a bit more on itself. about ~150 for a full order cycle.

I remind you that this does not include transportation costs.

 
sergeev:

MT4 takes a bit more on itself, about ~150 per full order cycle.

My numbers are much higher. Setting it on Live via FDK gets numbers around 15ms, on MT4 ~ 450ms. Of course, ping is zero.
 
sergeev:

The only thing I will say is that their servers are in Equinix (although this is not particularly relevant, almost everything is there).

~100 is MT5.

MT4 is a bit more expensive. about ~150 for a full order cycle.

I'll remind you that that's not including transport costs.

The "testing was closed" - fell down, how much pathos. closed from what ? why ? ;)

"In MT4 a full order cycle" - what a FULL CYCLE, there's one function and you have to measure the speed of its execution and that's it ! Full fucking cycle.

"excluding transport costs" - you'd also say electron transit time. Learn the word ping.

OK, it all makes sense.

 
hrenfx:
My numbers are much higher. Setting it on Live via FDK gives me figures around 15ms, on MT4 ~ 450ms. Of course, the ping is zero.
Fuck, not 15ms.
 
Risk:

"excluding transport costs" - you'd also say electron travel time. Learn the word ping.

Will you also measure the speed of sending 1 Gb of traffic as a ping?
 

Snegovik:

Alex_Bondarwondered if someone took hrenfx's advice and prescribed in the FDK itself a way to save the history, so that it is saved as on Dukas, in a single file, not a bunch of small archives.

If I'm not mistaken, on Dukas you can only download tick history for a day? There used to be "from" and "to" tabs.

Wrong, if you want a simple instruction on how to do it I can send you in person. However, level2 is not there, I should warn you right away, but if you want, as far as I understand Alex_Bondar, only total volumes, separately for bids and offers for the previous unit, it's easy. The breakdown by price and unprocessed orders is not there. If you are planning something smart with a market, you will have to pray for hrenfx, or learn C#. By the way, 99.999% of it will do you good and it is a universal cross-platform language, C-like by the way, 90% of algorithms for exchanges are written in it. I myself also plan to find time for it.
 
hrenfx:
on MT4 ~ 450ms.

it's a little strange.

MT4 server + terminal are local. i.e. like you have 0 pings.

my pings are really ~150 - it's pure MT time how long it takes from receiving data from the terminal to sending it to the gateway

up to 400 - this is taking into account already sent to the gateway. i.e. to send and execute on the check will be 150-200. depending on the number of return packets and ping.

 
Risk:

"The test was closed" - fell flat, so much pathos. closed from whom? why? ;)

from people like you.

"What is the FULL CYCLE in MT4, there is only one function and you have to measure the speed of its execution and that's it !

You can measure the execution of each order in 5 stages. that's what i call the cycle. as you may have put it roundtrip.

"excluding transport costs" - you would also say the time it takes for the electrons to pass through. Learn the word ping.

I know the word, and I even know how many bytes are sent when checking.

But you won't measure the full packet size of how many kilobytes come in response to a request to set an order.

Okay, that's pretty clear.

I think "it makes sense" too.

I'd advise you to tone down your trolling.