Pair Trading > Models, Algorithms & Approaches

Some questions on the statistics

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JackBeach:
Hi, PTL Team,

Is the real-time bid/ask spread really happening in real-time in PTL Trader, or let's say every 1, 2 or 3 seconds.?

I'm trying to see if it really makes sense to have the lowest latency possible in my setup.

admin:
Well the bid-ask spread definitely exists :) This is a property of every market. I don't understand the part about 1 -2 - 3 seconds.

JackBeach:
Hi, Karel.

Simply put, I would like to know how fast (how frequent) PTL is polling the data during trading.
I'm not doubting at all the "real-time"-ness of PTL, I'm just interested in knowing how often PTL is getting the data from IB?

Example: Is PTL polling the real-time data every 100ms, 500ms, 1 sec...?

admin:
PTL Trader uses streaming interface for bid & ask prices, so it depends on the IB system if it applies any throttling or not. In theory it can be <50ms latency.

JackBeach:
That's really amazing.

Thank you so much for your reply!

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