3 ms·
Umm, I think what you posted proves my point. The 30 second delay was a complete aberration. 100 millisecond delays happen all the time at every exchange. To
by chollida1 11y ago
Umm, I think what you posted proves my point. The 30 second delay was a complete aberration. 100 millisecond delays happen all the time at every exchange.
To be fair to you I originally posted nano second when I meant millisecond. I've corrected my post.
As I've said before, I'm not at an HFT firm but we routinly see latency changes in messagesfrom all excahnges and dark pools.
Just like Google can't guarantee each query will be served in 250 milliseconds, each exchange can't guarantee every message will be delivered in nano seconds.
I'm good with this.
- kbenson 11y ago> To be fair to you I originally posted nano second when I meant millisecond. I've corrected my post. Ah, that makes a big difference. :) > As I've said before, I'm not at an HFT firm but we routinly see latency changes in messagesfrom all excahnges and dark pools. From separate feeds to the same exchange? My understanding from the article is that that is not allowed: A crucial sub-ruling in the regulations prohibits exchanges from giving stock quotes to special groups faster than to the public. So as long as you're measuring from the start of the request, not the end, you shouldn't see delays in the hundreds of milliseconds to the same exchange, regardless of feed. At least that's how I understand it, but you sound like you have more practical experience, and may be able to correct where I'm misinterpreting something. Is that not how it works in real life?