Re: [Quickfixj-users] interactive brokers specific question

[Walt J <wa...@gm...>]

My ISP is fiber. It's pretty good. Ten seconds after the market opens, my
price mods have response times of as low as 20 milliseconds and as high as
200 milliseconds. Is that in line with what their FIX connection does all
the time? Or does FIX do even better than that?

Yesterday wasn't as bad as I've seen it in the past. Price moves made in
the first second after market open took 5 seconds to get acknowledged.

Is it your opinion that I'd only see an improvement if I use a co-location,
or a VPN? And if I use the gateway as I do now but with FIX, things won't
be all that different?

Thanks
Walt

On Fri, Dec 31, 2021 at 8:49 AM Colin DuPlantis <co...@ma...>
wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
> http://www.quickfixj.org/support/
>
>
> 10s sounds like a lot. My experience with their FIX gateway is that
> latencies are lower than that, though that is usually with a co-located
> host. With their FIX gateway, you’ll have to set up a VPN or use a
> co-located host over a cross-connect.
>
> On Dec 31, 2021, at 5:44 AM, Walt J <wa...@gm...> wrote:
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> I'm looking to move away from their API and move instead to using  their
> FIX server because I'm finding at open that my orders aren't being
> processed for about 10 seconds and sometimes as much as 55 seconds.
>
> Do you know is switching to FIX will bypass the problem?
>
> On Fri, Dec 31, 2021, 8:24 AM Colin DuPlantis <co...@ma...>
> wrote:
>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>> http://www.quickfixj.org/support/
>>
>>
>> Yes
>>
>> On Dec 30, 2021, at 3:20 PM, Walt J <wa...@gm...> wrote:
>>
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>
>>
>> Thanks Colin.
>>
>> Are you familiar with IB's FIX implementation?
>>
>> On Thu, Dec 30, 2021 at 5:46 PM Colin DuPlantis <co...@ma...>
>> wrote:
>>
>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support:
>>> http://www.quickfixj.org/support/
>>>
>>>
>>> 1. Correct, you are the initiator in this scenario and have no need for
>>> an acceptor, except, as you say, for testing
>>>
>>> 2. You can use the JDBCStore as your message store
>>> On 12/30/21 11:35 AM, Walt J wrote:
>>>
>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>>> QuickFIX/J Support: http://www.quickfixj.org/support/
>>>
>>>
>>> I'm still working to get my head around the machinery of FIX orders.
>>>
>>> My goal is to retrofit my java app I've been using to trade using the
>>> Interactive Brokers API, to start using the IB FIX servers through their
>>> Gateway.
>>>
>>> Hopefully there's someone out there with experience with using IB with a
>>> FIX connection.
>>>
>>> As I understand things, my java app would be an "initiator" with a
>>> session connected to the Gateway which has running on it the "Acceptor". Is
>>> that correct?
>>>
>>> If that's the case, then I really have no reason to run an "acceptor" in
>>> my app (except for testing). Is that also correct?
>>>
>>> How do I tell/configure quickfix how to connect to the mysql server I
>>> have running on my local machine? I've used the provided sql queries to
>>> create the required tables. I've confirmed the table were created.  How can
>>> I tell if quickfix is connected?
>>>
>>> Thanks for any help that can be provided
>>>
>>>
>>> _______________________________________________
>>> Quickfixj-users mailing lis...@li...://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>>
>>> --
>>> Colin DuPlantis
>>> Chief Architect, Marketcetera
>>> Download, Run, Tradehttps://www.marketcetera.com
>>>
>>> _______________________________________________
>>> Quickfixj-users mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>>
>> _______________________________________________
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>>
>> Colin DuPlantis
>> Chief Architect, Marketcetera
>> Download, Run, Trade
>> https://www.marketcetera.com
>>
>> _______________________________________________
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>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
> Colin DuPlantis
> Chief Architect, Marketcetera
> Download, Run, Trade
> https://www.marketcetera.com
>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
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