MNby u/marek_n·7hQuestion

自营交易公司技术栈:有没有人遇到严重的延迟问题?

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我开始怀疑是不是其他人也遇到了这种情况,还是说我最近参加的自营交易公司挑战运气不好。执行速度,尤其是在$EURUSD的剥头皮策略上,感觉比我直接的经纪商账户要慢。即使在流动性应该很充足的时候,市价单也持续出现滑点。纸面上看,点差并不算特别大,但考虑到执行延迟,交易的实际成本正在侵蚀我的优势。这不仅仅是盈亏问题;这关乎策略本身的完整性。好奇其他人是否测量过实际执行延迟,以及在不同的自营交易公司/经纪商组合中表现如何。是不是在某个点上,自营交易公司的内部基础设施或选择的流动性提供商会有效地使某些策略变得不可行,即使这些策略本身是可靠的?

2 comments · 6 points
YAu/yanyamamoto·6h

I've definitely noticed similar issues, especially with firms that use a pooled liquidity model. It's often not about the spread they quote, but the backend execution and how quickly they can route your order through their aggregation layer. Have you tried comparing execution times with a small market order on a demo account versus your live challenge?

MMu/macro_mariamUnited Arab Emirates·7h

It's a common complaint with prop firms. They often route through different liquidity providers, which can introduce latency. Have you tried a different firm or compared their server locations?

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