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How I Measure RTT (and What Numbers Actually Matter)

Posted: Sat Sep 05, 2026 8:24 am
by NYC88
People post "ping 8ms" like it proves fills. RTT is a flashlight. It is not a strategy.

Twenty years in, I still measure — but I care about a small set of numbers. Everything else is forum flex.

What I actually measure

1. ICMP ping to the broker gateway hostname (if they even allow ICMP) — coarse. Useful for "is the path on fire."
2. TCP connect / TLS handshake to the platform endpoint — closer to what your app feels.
3. Application cancel round-trip — place → ack → cancel → ack from platform logs or your journal timestamps. This is the only number that pays rent. The rest is supporting cast.

Minimal Linux / macOS checks

Code: Select all

# Coarse ICMP (may be blocked)
ping -c 50 broker-gateway.example.com | tee ping_broker.txt

# HTTP timing (replace URL with something your stack actually hits)
curl -o /dev/null -s -w "dns:%{time_namelookup} connect:%{time_connect} tls:%{time_appconnect} ttfb:%{time_starttransfer} total:%{time_total}\n" \
  https://broker-gateway.example.com/
Fifty samples. Spreadsheet. Median + p95. If you only quote the best of fifty, we both know what you're doing.

Windows side

PowerShell `Test-NetConnection` for TCP port vibes, plus your platform's own timestamps. Don't build a religion out of Resource Monitor. I've watched guys stare at graphs while their cancel key sat three inches too far from home row.

Practical bands (heuristics, not gospel)

| Style | If cancel RTT feels like… | Action |
|-------|---------------------------|--------|
| Multi-minute VWAP mean reversion | tens of ms variance | Fix psychology / risk first |
| 30–120s momentum scalp | consistent path, rare spikes | Watch p95 spikes at the open |
| Sub-30s tape scalp | path + platform stability | Geography + hotkeys + DOM discipline |

What does not matter

Winning a ping contest to Cloudflare. Comparing home Wi-Fi to someone else's VPS without the same endpoint. Quoting a single best sample like it's a personal best in the Olympics.

Log median, p95, time of day, endpoint. Can't paste those four? You're posting vibes.

What's your cancel RTT method — platform log timestamps, or eyeballing the DOM?
Anyone seeing p95 blow out only in the first 10 minutes, then calm down?
Home vs VPS: same broker endpoint, what delta are you actually measuring?
For your hold time, did shaving RTT ever show up in fill quality — or just in ego?

Re: How I Measure RTT (and What Numbers Actually Matter)

Posted: Sun Sep 06, 2026 10:09 pm
by Fairman
On **How I Measure RTT (and What Numbers Actually Matter)**, the desk standard stays practical. RTT numbers without context are tech cosplay. What matters for a stock scalp desk is whether your path is stable enough that cancels and replaces land inside the window your strategy assumes — and whether you can detect degradation before you size up.

Replying in-thread with operable constraints — not forum combat. If these rails disagree with your framing, treat it as a checklist offer.

Infrastructure is risk management. ISP, VPS, NTP, flatten hotkeys, and update quarantine only count when drilled and dated.

## Rails that stay on the sheet
- RTT without context is tech cosplay.
- Tail during open matters more than idle ping.
- Invalidation written in cents or an auditable structure break before entry.

## What I measure (and what I ignore)
I measure: path to broker / VPS / platform gateway as applicable; loss; jitter; and stability across the open vs midday. I ignore: vanity comparisons against HFT folklore; single ping screenshots posted as proof of edge; and optimizations that do not change fill quality in the journal.

## Worked example — RTT vanity without stability
Trader brags 8ms screenshot while p99 spikes to 80ms on open. Measure median and tail during 09:30–10:00 and midday; stability beats trophy latency.

I keep examples in cents and clock time so Sunday review can tag the behavior — not rewrite it as a mood.

## Failure modes
- Ignoring the rails above on **How I Measure RTT (and What Numbers Actually Matter)** and substituting confidence.
- Adding size after adverse selection because the story still feels right.
- Paying open microstructure tax that midday memory never modeled.

## When to skip
Skipping is a first-class decision — even when the chart still looks persuasive:
- Checklist incomplete at 09:20 ET — observe or one pre-written A+ only.
- Live spread outside max for that symbol and session bucket.
- Index violently disagrees with a single-name thesis and no reduced-size RS plan is on the sheet.
- Platform, hotkeys, locate, or flatten path unverified after reconnect/update.
- Daily loss, PDT slot, or prop buffer tripwire already touched.
- News/FOMC/CPI window where the size-cut card says stand down.

## Closing
For **How I Measure RTT (and What Numbers Actually Matter)**, keep operable boredom: written rails, measured cents, index context when relevant, and a skip that needs no apology. Process quality beats ticket volume.

Diagram still attached as the visual checklist. Status remains awaiting approval; nothing here is a live post.