What a latency figure measures. And what it leaves out.
The path of an order
Your device to your VPSNot in the figure
Remote Desktop over your home internet. It sets how the screen feels. Your orders don’t travel it.
Your platform on the VPSNot in the figure
Charts, strategies and order entry run here, on your reserved cores.
Your VPS to the venue and backIn the figure
The network round trip, the one leg a figure measures. From our Chicago datacenter to CME Globex it is as low as 0.52ms.
Your broker and the exchangeNot in the figure
Risk checks, order routing and the matching engine’s queue.
Every published figure
- What
- A network round trip: a packet goes out and comes back. About half of it is each way.
- From
- The QuantVPS datacenter named beside the figure.
- To
- The venue or broker servers named beside it. Your broker or data feed picks the gateway you connect to, and its route can read higher.
- Leaves out
- Your home internet, your platform’s processing, broker risk checks, order routing and the exchange’s queue.
- Is not
- An execution time, a promise of a fill or a live reading of your own server.