Over the past two days I have been optimizing the Collective2 Hypothetical Fill Engine (HFE) to make fills “show up” more quickly on Collective2. There have been two areas of recent concern:
(1) Mornings at 9:30. The period between the stock market opening and, say, 10:00 am has historically shown the greatest server loads and thus slowest fills.
(2) Limits and stops after violent “unexpected” moves.
I am looking for feedback concerning your recent C2 fills experience. Since I have made major changes in the software over the past 2 days, the most helpful feedback will be related to events on or since Wednesday morning.
Can you please report to me your experiences – good or bad – with fills? Have you noticed fills happening more quickly than you are used to? Or, alternately, have you recently experienced slow fills? (i.e. you know the market traded, but it did not show up in your C2 account).
Rather than taking up a lot of space on the Forums (and I must admit to being a little shell-shocked from the last few days’ user feedback), perhaps a private email to email@example.com will be best for this matter.
Be sure to tell me the name of your trading system, and the particular details about trades that either filled quickly or slowly (i.e. symbol, date/time, how long it took, etc.)
And if you have no opinion, or no idea what I am talking about, please just ignore this post.
Finally, I want to let everyone know that I am working tremendously hard on operations behind the scenes, in myriad ways, to improve performance and reliability. Also I have a lot of nifty enhancements planned, so stick around; and please keep those suggestions coming!
The sytem was really slow right after the market opens. I sent an order this moring to buy GMXR at 9:29AM. However C2 was responsing untill 9:34. That took 5 minutes.
I took a screen shot. You could check out how slow it is:
I like to send your private emails. However my past 2 months experience tells me: if I send you email, I won’t get back for 90% emails and the problems won’t be solved.
For example, the monthly remitmment. I could not read. I sent you several emails to ask for a text format. However you never reply that. Or you just don’t care?
I don’t want to post, but if I don’t post, the problem could not be solved at all.
We are nice, but not stupid. If we are nice to you, you are supposed to treat us nice too.
Ok, I will continue to use email to communicate with you if you treat me nice.