Time and Sales vs system clock - NinjaTrader | futures io social day trading
futures io futures trading


Time and Sales vs system clock
Updated: Views / Replies:2,192 / 6
Created: by futuretrader Attachments:2

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Time and Sales vs system clock

  #1 (permalink)
Elite Member
Milan Italy
 
Futures Experience: Intermediate
Platform: Ninjatrader, Sierra Chart
Favorite Futures: ES
 
Posts: 523 since Feb 2010
Thanks: 470 given, 629 received

Time and Sales vs system clock

I noticed considerable lag today placing orders using charttrader, so I checked around to see what was happening.

I'm not sure if its related, but my Time and Sales is consistently about 7 seconds behind my system clock. How is this possible when NT uses the system clock for its timestamp? And what does it mean?

Reply With Quote
 
  #2 (permalink)
Trading Apprentice
United States
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: NQ
 
Posts: 8 since Aug 2010
Thanks: 5 given, 8 received


futuretrader View Post
I noticed considerable lag today placing orders using charttrader, so I checked around to see what was happening.

I'm not sure if its related, but my Time and Sales is consistently about 7 seconds behind my system clock. How is this possible when NT uses the system clock for its timestamp? And what does it mean?

Definitely related.

If your provider uses Native Time stamping, the Time and Sales won't use your pc clock, it will use the time stamps your provider sends with their data. You should check their help guide to see if your provider has native time stamps (something like CQG or Zen-Fire will be native). It's most likley that you are using a provider who is using native time stamping and your pc clock is out of sync with their servers. You should sync your PC clock to a windows time server from the Internet Time tab of the date/time settings.

Reply With Quote
 
  #3 (permalink)
Elite Member
Milan Italy
 
Futures Experience: Intermediate
Platform: Ninjatrader, Sierra Chart
Favorite Futures: ES
 
Posts: 523 since Feb 2010
Thanks: 470 given, 629 received


Thanks for the reply. The system clock is fine, and today there are no problems with the timing.

I discovered that Windows automatic update was turned on, and yesterday there was a big update, so perhaps my bandwidth was compromised that. Still seems strange, though, since my NT setup uses very little bandwidth.

Reply With Quote
 
  #4 (permalink)
Elite Member
Paris
 
Futures Experience: None
Platform: NinjaTrader
 
Posts: 1,176 since Oct 2009
Thanks: 227 given, 4,092 received

Ninja trader does not use your system clock if the feed is timestamped
see NinjaTrader Version 7
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
The following 3 users say Thank You to gomi for this post:
 
  #5 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,351 given, 83,223 received


gomi View Post
Ninja trader does not use your system clock if the feed is timestamped
see NinjaTrader Version 7
Attachment 63078

Since when did NT 7 implement historical bid/ask? I think that chart is wrong, seems to be talking about market replay or something and not about actual implementation of historical bid/ask with backfill on your real-time charts.

Yes?

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #6 (permalink)
Elite Member
Paris
 
Futures Experience: None
Platform: NinjaTrader
 
Posts: 1,176 since Oct 2009
Thanks: 227 given, 4,092 received

No , they have historical bid and ask time series, but they are considered as another price type (types are Last, Bid, Ask), and these values are stored as independant time series not synchronized with the main time series.

So utterly useless.

NinjaTrader Support Forum - View Single Post - BidAsk Historical...
" the EXACT sequence of a mix of bid/ask/last events will NOT be maintained while processing the historical data from multiple series"

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
 
  #7 (permalink)
Elite Member
Cucamonga, CA
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Optimus & Rithmic
Favorite Futures: TF
 
kalalex's Avatar
 
Posts: 197 since Mar 2011
Thanks: 223 given, 126 received


gomi View Post
No , they have historical bid and ask time series, but they are considered as another price type (types are Last, Bid, Ask), and these values are stored as independant time series not synchronized with the main time series.

So utterly useless.

Does this mean it's not accurate if I use ninjatickfile for gomCD or ladder after F5 when my datafeed supports historical bid/ask?

Reply With Quote

Reply



futures io > > > > Time and Sales vs system clock

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Time and sales indicator wallsteetking NinjaTrader 8 March 20th, 2016 04:24 AM
Counter or Time Clock in TOS? plethora ThinkOrSwim Programming 9 August 3rd, 2012 11:56 PM
Time and Sales help traderTX The Elite Circle 3 May 3rd, 2011 11:14 AM
Slow system clock when market is busy jstnbrg NinjaTrader 16 January 25th, 2011 03:27 AM
Time and Sales LukeGeniol Terms (Glossary) 0 September 8th, 2010 07:44 PM


All times are GMT -4. The time now is 04:55 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-13 in 0.11 seconds with 20 queries on phoenix via your IP 54.90.92.204