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Hi,
I've been developing a DLL extension for my firm, which allows an EFS program to execute trades with an external broker
(If you are interested, we currently support Assent's Anvil/Hammer interface).
I am now putting together the documentation for our external users and am looking to include some performance statistics. I especially want to ensure our solution is not obviously slower than any of the Integrated Trading solutions through the API.
I've done some rough tests to determine number of messages per second, including approximate maximum number of orders place-able per second, but was looking for some comparisons against other brokers (including the Integrated Trading API solutions).
Does anyone know a good way to measure order speed ? (i.e. not the overhead from the ESignal system to the exchange, but from my machine to the ESignal confirm for received order request).
Regards,
Liz
I've been developing a DLL extension for my firm, which allows an EFS program to execute trades with an external broker
(If you are interested, we currently support Assent's Anvil/Hammer interface).
I am now putting together the documentation for our external users and am looking to include some performance statistics. I especially want to ensure our solution is not obviously slower than any of the Integrated Trading solutions through the API.
I've done some rough tests to determine number of messages per second, including approximate maximum number of orders place-able per second, but was looking for some comparisons against other brokers (including the Integrated Trading API solutions).
Does anyone know a good way to measure order speed ? (i.e. not the overhead from the ESignal system to the exchange, but from my machine to the ESignal confirm for received order request).
Regards,
Liz