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newuser avatar image
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redi .net api performance (sending orders)

I created 100 orders and difference between timestamp of first order and last order is 24 seconds.

When I send 500 stocks in the portfolio trader, it takes less than a second to send all.

what am i doing wrong? I am simply calling the following function 100 times with change in prices by penny.

public void SendOrder(string sym, string side, int quantity, double price, string exch, string acct)
{
ORDER hOrder = new ORDER();
Object err = null;
Object result; hOrder.Side = side;
hOrder.Symbol = sym;
hOrder.Quantity = quantity>1000.0? quantity=1: quantity;
hOrder.PriceType = "Limit";
hOrder.Price = price;
hOrder.Exchange = exch;
hOrder.TIF = "Day";
hOrder.Ticket = "Bypass";
hOrder.Account = acct;
hOrder.ClientData = string.Format("RAPI{0}", c);
c++; result = hOrder.Submit(err);
}


redi-apiperformance
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zoya faberov avatar image   zoya faberov

Hello @39783854-26aa-4fea-bc93-00b2ec21f8bb,

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-AHS

zoya faberov avatar image   zoya faberov

Hello @dong.han,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

6 Answers

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Brian.Mullane1 avatar image
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Hi

Sending orders via Portfolio Trader and the API order entry are different. The latter sends orders one by one, which could take that long for 100 orders.

We have a FIX API available, which is faster. I suggest reaching out to your account manager for more info to see if it would work with your workflow.

Thanks,

Brian

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JManoharan avatar image
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Instead of using Submit method, if we used Submit2 , will it send faster?. as per document, submit2 is async menthod .

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Brian.Mullane1 avatar image
410 ●1 ●1 ●3

Hi @JManoharan,

Yes, I'd give Submit2 a try.

Thanks,

Brian

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newuser avatar image
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it was faster but still took 6 seconds or so.

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newuser avatar image
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Additionally, while sending through REDI API my REDI app froze for half a minute.

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Jirapongse avatar image Jirapongse

I think you should try a FIX API as mentioned by Brian.Mullane.

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john_deprecated_0 avatar image
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I am having a similar problem as newuser. Each individual order takes 2 seconds to register on REDIPlus, i.e 10 orders takes 20 seconds. I have the REDIFix and I am using Submit2. From my analysis it seems that it takes REDIPlus 2 seconds to send me a confirmation message for each order.

What are the recommended solutions?

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john_deprecated_0 avatar image john_deprecated_0

I've noticed that I am possibly running an old version of REDIPlus but need confirmation for this. I am running:

Version 16.1.0

File Version 11.0.123.40.40

Build 10:09:19 Aug 5 2016.

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