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Can someone shed light on the time lags that occur when using a TS
System to trade automatically? For instance, a limit order based
upon data that you see as current is actually based upon data that is
slightly stale, and when the order finally arrives at the exchange
for execution it may have arrived too late.
Here are two cases:
1 - If you use TradeStation Securities as broker:
Your local TS program receives its data from the TradeStation server,
which receives its data from the exchange. You local TS program does
its calculations and sends orders to TradeStation Securities for
execution, which then sends the order to the exchange. So here is a
picture of the data/order path::
Exchange data --> TradeStation server --> your TS --> TradeStation
Securities --> exchange
2 - If you use another broker
Does anyone have accurate measurements of these time lags? If so,
what are they?
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