10 ms·
The network latency will kill you. You want to be in the same rack, not just the same colo, as the exchange's endpoints.
by adw 17y ago
The network latency will kill you. You want to be in the same rack, not just the same colo, as the exchange's endpoints.
- nearestneighbor 17y agoAre those slots in the same rack auctioned or something? How does having an office in a nearby building help?
- adw 17y agoAuctioned: I believe so. I don't do HFT, but with what our company does, I've spoken to a few people who do. So take all of this with a pinch of salt, but as I understand it, your execution and autonomous trading systems live in the same rack as your exchange/dark-pool endpoints. Your slower strategies can be offsite, as is the Big Red Button to close down your positions. Still, faster's invariably going to be better, all else being equal...