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sigma

order execution speed?

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Dear Administrator,

Is there any documentation or places that state what is the order execution speed that API user should expect (SLA)? I tried on my side and my observation is on average any market order will take 100-200 milliseconds to complete which is a little bit slow. With that time the quote could already be updated/changed. Could you confirm that this is expected execution speed? If not then probably there is something wrong with my code and I will need to make the enhancement. 

Thank you in advance.

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Hi Sigma,

Execution speed is dependent upon your internet round trip connection time to our servers + overhead for server processing of the order. Have you checked what your connection speed to the server is by PINGing ciapi.cityindex.com? From my home, I am seeing an average 20ms round trip time.

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Kind Regards, PM    

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Hi Physicsman,

Thanks so much for the reply. I tested the ping on my side. I got a 10ms round trip time on average. So compare with the 100-200 ms execution speed there seems to be some overhead in some places or do you think that is a reasonable speed? Just want to get some idea on the average time elapse "purely" between Gaincapital get my order request, execute the order and send back the response which does not take internet latency into account. 

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Hi Sigma,

The mean processing time for order execution is 25ms with a median time of 21-22ms. In terms of percentiles, it is:

  • 37-40ms 90th percentile
  • 45ms 95th percentile
  • 70-80ms in the 99th percentile

 

We can look into your specific experience if you send me a private message with your Account ID. 

Kind Regards, PM

 

 

 

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On 10/9/2020 at 9:29 AM, Physicsman said:

Hi Sigma,

The mean processing time for order execution is 25ms with a median time of 21-22ms. In terms of percentiles, it is:

  • 37-40ms 90th percentile
  • 45ms 95th percentile
  • 70-80ms in the 99th percentile

 

We can look into your specific experience if you send me a private message with your Account ID. 

Kind Regards, PM

 

 

 

Hi Physicsman,

 I try to send you a private message but somehow the system blocked it and said I cannot send message to you. Could you suggest other ways to contact you? Thank you

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