8 ms·
I know nothing of trading networks. Is there any benefit in analyzing latency by pushing data out at known intervals and observing when you get it back in your
by ShabbyDoo 16y ago
I know nothing of trading networks. Is there any benefit in analyzing latency by pushing data out at known intervals and observing when you get it back in your data feed?
Is there a cost to the HFTs to make bids which will never see the light of day?
- smanek 16y agoA. Absolutely, I can think of a few off the top of my head. B. There's the off chance that something could get filled that I don't want filled, and I'll burn some of my rate quota/cpu/bw.
- yummyfajitas 16y agoC. If your fill rate drops too low (around 1%, sometimes a bit less), your broker shuts you down.