Author Topic: Does PTL Trader Linux give better performances in term of latency than Windows?  (Read 3191 times)

JackBeach

  • Newbie
  • *
  • Posts: 23
  • Karma: +1/-0
Hello PTL Community,

Has anybody ever checked and was able to confirm if PTL Trader Linux version gives better performances than the Windows one, in term of latency?

I'm looking to reduce the latency as much as I can, therefore trying to optimize ever single piece of the chain.

admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 338
  • Karma: +13/-0
    • Pair Trading Lab
Hi,

I would consider them the same. You network latency will be order of magnitudes higher than than latency of the software and your operating system. Also please note the PTL Trader has no ambition whatsoever of being suitable for HFT pairs trading - that's quite impossible with using the IB broker anyway.

JackBeach

  • Newbie
  • *
  • Posts: 23
  • Karma: +1/-0
Hi Karel,

Yes, noted on the HFT  :)

By the way, how "real-time" is PTL Trader in getting the real-time data to compute Zscore, RSI, etc?

While I understand PTL is not meant for HFT, I would like to know if it makes sense to optimize the latency as much as possible (While staying reasonable of course  ;) ) in order to avoid late/scattered fills, slippage, as much as possible.

admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 338
  • Karma: +13/-0
    • Pair Trading Lab
Hi,

it uses market data streaming API from IB to get realtime updates of market quotes (bid/ask). It should be fast enough.