Investigación
Notas desde la sala de máquinas
Lo que aprendemos al conectarnos a las plataformas y medirlas, puesto por escrito para que el próximo equipo no tenga que descubrirlo dos veces. Sin predicciones de precios ni señales.
Pay once, pay per order: where the time actually goes between you and a venue
A trading connector spends time in two very different ways. Some costs are paid once per connection; some are paid on every order. Mixing them is the most common reason latency work goes nowhere.
How we measure exchange latency, and what the two numbers mean
The Latency Monitor shows a connect time and a request time for every venue. Here is exactly how each is produced, why they are kept apart, and what you should not read into them.