An important requirement for day trading stocks is “contract ability.”
Whether you’re trading stocks with the au Kabucom Securities API or SBI Securities, “contract ability” refers to the ability to execute a transaction after clicking in a terminal program.
By actually writing a program, you can measure the entire process.
I was surprised at how well the au Kabucom Securities API performed.
There is some variation, but it generally returns the order number in the actual measurement of 0.16 seconds (160 ms).
This is a program running in C# and performs the following operations.
- Timing of transaction
- Token issuance request to PC terminal program (authentication)
- Token issued from PC terminal program to C# program
- Market order command from C# program to PC terminal program using token
- Market order command from PC terminal program to au Kabucom Securities server
- Market order executed on au Kabucom Securities server and order number issued
- Order number notified from au Kabucom Securities server to PC terminal program
- Order number notified from PC terminal program to C# program
- Order number entered into variable in C# program
I think “0.16 seconds” (160ms) is quite good for this series of operations.
Obviously, this is margin trading, so no order is being placed with the Tokyo Stock Exchange, so I think the processing is done at this speed.
Another factor could be that my PC and internet connection are excellent.
What do you all think?
