Hey guys I am no expert in trading systems development, but was wondering if there was a way to test latency in NT to make sure that #1 the data is not lagging behind and also that NT is not hung up and is still monitoring the trades.
You can set up a timer to run an event and do stuff in your event.
I've been thinking about the best way to approach the same problem but never settled on a solution. Part of the solution would be to monitor the quality of your internet connection somehow, since that is more likely to cause you problems than the actual price feed, assuming you have a reliable quote provider.
You can discover what your enemy fears most by observing the means he uses to frighten you.
Data will always be lagging, the further you are away from the exchange the more lag you will experience.
You could, however measure the lag and warn on higher than usual lag, one issue here is that your computer clock might not be accurate enough.
Regarding checking NT, you would have to monitor that from a different process, as NT will not be able to respond to any internal checking when hung up...
As @Adamus suggested, checking things (internet connection, feed updates coming in) on timer tick might be the most practical way to monitor some of the stuff...
The best thing to ensure NT stability is to only have well coded indicators/strategies in NT (running or not).