Pair Trading Lab Helpdesk & Forum

PTL Trader => Questions & Answers => Topic started by: JackBeach on July 17, 2022, 12:38:56 pm

Title: Does PTL Trader Linux give better performances in term of latency than Windows?
Post by: JackBeach on July 17, 2022, 12:38:56 pm

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.

Title: Re: Does PTL Trader Linux give better performances in term of latency than Windows?
Post by: admin on July 18, 2022, 03:36:15 am

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.

Title: Re: Does PTL Trader Linux give better performances in term of latency than Windows?
Post by: JackBeach on July 18, 2022, 05:31:57 am

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.

Title: Re: Does PTL Trader Linux give better performances in term of latency than Windows?
Post by: admin on July 18, 2022, 08:43:42 am

Hi,

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