Average spread stats: EFX vs. Interactive Brokers

discussion on brokers, order execution, order automation and everything broker-related

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CyberiaCafe
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Postby CyberiaCafe » Thu Nov 08, 2007 1:33 pm

Well, to avoid boring other people, could you describe the process in a private message? Sounds interesting for some weird reason.

Sorry for all the questions, my main fault is being new.

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androfx
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Postby androfx » Wed Apr 16, 2008 1:12 pm

michal.kreslik wrote:Last but not least, 2 ms is still much more precise than anyone can ever capture with an ordinary PC without the help of some special (and potentially very expensive) additional technical equipment. I'm collecting the ticks with a millisecond precision, but obviously, I'm limited by the PC's clock timer resolution.

The PC's clock timer interrupt refreshes the time information at a frequency of about 62.5Hz, so it delivers a new time information to the system roughly every 16 ms.

As you can see, the time moves in 16 ms leaps for an IBM PC-compatible computers :) However, I've seen some interesting solutions on how to cope with this issue of time precision granularity, but it's a theme onto itself.

Michal


Actually this is the case with Microsoft Windows only. At least up to XP.
Linux based PC system is not showing such time imprecision.

Cooltrade
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Postby Cooltrade » Sun Jan 11, 2009 11:19 pm

Hi guys,

What leverage does MBT offer and how do I alter it please?

I cant find it anywhere.

Cheers

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