TS order execution speed

[John Devine]

Anyone here with comments on TS order execution speed?

I heard that quite often there is considerable delay in futures orders.


John

 

[Directional]

from the UK i was pinging their servers at 130ms on average. Order latency at their end wasnt generally a problem, but on a few fast market occasions I had 10-20 second delays in pulling orders which they attributed to their order servers being too busy with order messages. That was ovver a year ago tho so I'd really hope they'd upgraded their servers by now.

 

[TWI]

I run automated stuff from my London office and we have two pc's which independently execute exactly the same orders. One thing I noticed was that when i am running some analysis such as an optimisation and an order gets executed I always suffer slippage as the delay is substantial. If I am not doing anything other than letting it sit there and execute generally I suffer 1 tick on fx futures and indices. With commods it varies mainly due to lack of liquidity. Certainly not as good as direct access platform like TT but I suppose it is as good as it gets for IP connection. At least now you can store your limit and stop orders on the server rather than locally, that has improved my slip somewhat recently.