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Latency

The time between an event happening and your system acting on it, made up of data delivery, decision time, network transit and exchange gateway processing.

Latency matters in proportion to how much of your edge depends on being first. For a position held for weeks it is irrelevant. For anything competing for queue-position or reacting to a print, it is the whole game.

The budget is cumulative and the slowest hop dominates. A microsecond-optimised strategy running on a feed that is milliseconds late is simply a slow strategy with expensive hardware.

Example: a retail path might be 40 milliseconds of internet transit, 5 milliseconds of platform processing and 2 milliseconds to the venue. A colocated firm runs roughly 20 microseconds end to end — about two thousand times faster. Both can be profitable; only one can win a race for the last 500 shares at a price.

Related: colocation, latency-arbitrage, direct-feed, fast-market

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