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Latency in Ninjatrader
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Latency in Ninjatrader

  #1 (permalink)
Elite Member
new york, ny
 
Futures Experience: Intermediate
Platform: ninjatrader
Favorite Futures: stocks, options
 
Posts: 80 since Nov 2012
Thanks: 6 given, 4 received

Latency in Ninjatrader

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.

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  #2 (permalink)
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  #3 (permalink)
Elite Member
London, UK
 
Futures Experience: Beginner
Platform: NinjaTrader, home-grown Java
Broker/Data: IB/IQFeed
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You can set up a timer to run an event and do stuff in your event.

 
Code
// in your OnStartUp():
					if (timer == null)
					{
						timer = new System.Windows.Forms.Timer();
						timer.Interval = 100;
						timer.Tick += new EventHandler(OnTimerTick);
						timer.Enabled = true;
					}
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.
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  #4 (permalink)
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Futures Experience: Intermediate
Platform: NT
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elitetradernyc View Post
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.

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).

vvhg

Hic Rhodos, hic salta.
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  #5 (permalink)
Elite Member
new york, ny
 
Futures Experience: Intermediate
Platform: ninjatrader
Favorite Futures: stocks, options
 
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Thanks: 6 given, 4 received

Cool, thanks for the advice, yes I'm only really concerned with serious lags, since I've got a swing trading system, so say like 20 mins late, that sort of thing.

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  #6 (permalink)
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Berlin, Europe
 
Futures Experience: Advanced
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elitetradernyc View Post
Cool, thanks for the advice, yes I'm only really concerned with serious lags, since I've got a swing trading system, so say like 20 mins late, that sort of thing.

You will not get serious lags, if you use proper indicators and strategies. For swing trading you should be able to trade thousands of instruments simultaneously without getting any lag.

Just make sure that you have a real-time data feed.

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