Old response, but I thought I would comment:

On Sun, Sep 4, 2011 at 11:46 AM, Klaus <[email protected]>wrote:

> .. I am wondering whether someone used a micro-instance in forwarding
> trading or even live trading in august.
> Was ist able to provide the necessary performance in the volatile markets?
>
>
My understanding is that there should be no difference with normal trading,
from a software performance standpoint.
I believe IB sends 4 updates per second, and your indicators will update
once a second, regardless of the volitility.

Now if it takes you 3 seconds to fill, it will always take 3 seconds to
fill, and that could cause more slippage if
prices are more volatile - which I can't comment on.  It would be
interesting to see people's average time to fill.

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