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Lagging Market Data - bandwidth - increased market volume


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Lagging Market Data - bandwidth - increased market volume

  #1 (permalink)
 andorre 
Cologne/Germany
 
Experience: Advanced
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Hi,

Quite often during the EU afternoon sessions (morning in NY) there are increasing market volumes which yield lagging of market data. I can't trade because my PC needs some time to work with all data.

I would like to know whether someone else makes the same experience and how s/he solved it.
My internet has a 16k connection. I consider to increase it to 50-100k. Can this really help?

Thank you

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NinjaTrader Version 7

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  #2 (permalink)
 
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 sam028 
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16k, like 16000 bits/second, are you sure ???
This is the kind of bandwidth we have 20 years ago, you might be wrong.

You can check how much is needed in launching a Resource Monitor, and see how busy is your network.



andorre View Post
Hi,

Quite often during the EU afternoon sessions (morning in NY) there are increasing market volumes which yield lagging of market data. I can't trade because my PC needs some time to work with all data.

I would like to know whether someone else makes the same experience and how s/he solved it.
My internet has a 16k connection. I consider to increase it to 50-100k. Can this really help?

Thank you

PS: I know the page
NinjaTrader Version 7


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  #3 (permalink)
 andorre 
Cologne/Germany
 
Experience: Advanced
Platform: NinjaTrader
Trading: FDAX, YM
Posts: 41 since Oct 2011
Thanks Given: 17
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Ok, 16M.

So, you don't have the problems I mentioned? Which bandwidth do you have? Did you increase?
Thanks.



sam028 View Post
16k, like 16000 bits/second, are you sure ???
This is the kind of bandwidth we have 20 years ago, you might be wrong.

You can check how much is needed in launching a Resource Monitor, and see how busy is your network.


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  #4 (permalink)
 
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 sam028 
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andorre View Post
Ok, 16M.

So, you don't have the problems I mentioned? Which bandwidth do you have? Did you increase?
Thanks.

I don't have the problems myself, but the machines I'm using are near the exchanges gateway servers, with 1000 Mb/s network links, so we can't compare with your configuration.
Right now, for 5 instruments, Ninja is asking for 30 to 60 Kb/s (connected to Kinetick), so with 16 Mb/s, you have enough bandwidth, no need to increase your bandwidth, the problem is not here.

Maybe the problem is coming from your data feed provider ?

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 Xav1029 
Tampa, FL
 
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Post a chart with all the indicators you are using. I use a custom DOM and other indicators that do perform calculations on every market data AND market depth event and I get chart lag during busy events...I was able to narrow this down by running market replay at 500x, and seeing which indicators slowed my rig down the most. I found it to be that I just need more processing speed for the tools I use

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  #6 (permalink)
 andorre 
Cologne/Germany
 
Experience: Advanced
Platform: NinjaTrader
Trading: FDAX, YM
Posts: 41 since Oct 2011
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sam028 View Post
I don't have the problems myself, but the machines I'm using are near the exchanges gateway servers, with 1000 Mb/s network links, so we can't compare with your configuration.
Right now, for 5 instruments, Ninja is asking for 30 to 60 Kb/s (connected to Kinetick), so with 16 Mb/s, you have enough bandwidth, no need to increase your bandwidth, the problem is not here.

Maybe the problem is coming from your data feed provider ?

Futures with high volume like ES/FGBL make the problem. Sometimes GC or CL or FDAX. Probably several together.

The Resource Monitor of W7 shows me right now 4.500-6.700 M/s. But that's not the main trading hour.
I will observe it tomorrow!! Thank you.

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  #7 (permalink)
 andorre 
Cologne/Germany
 
Experience: Advanced
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Trading: FDAX, YM
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Xav1029 View Post
Post a chart with all the indicators you are using. I use a custom DOM and other indicators that do perform calculations on every market data AND market depth event and I get chart lag during busy events...I was able to narrow this down by running market replay at 500x, and seeing which indicators slowed my rig down the most. I found it to be that I just need more processing speed for the tools I use

I have about a dozen charts with a lot of indicators; and several workspaces.

One problem is for sure that NT supports only 1 CPU kernel.

I have an intel i7-920 with 8 kernel/threads (3 years old). This is should be ok.

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 Big Mike 
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andorre View Post
Hi,

Quite often during the EU afternoon sessions (morning in NY) there are increasing market volumes which yield lagging of market data. I can't trade because my PC needs some time to work with all data.

I would like to know whether someone else makes the same experience and how s/he solved it.
My internet has a 16k connection. I consider to increase it to 50-100k. Can this really help?

Thank you

PS: I know the page
NinjaTrader Version 7

I am receiving about a dozen symbols all day concurrently, tick data, every bid/ask, every depth change (IQFeed). Total bandwidth probably never goes over about 100k/sec, and average is probably 15k/sec. Yes, as in Kilobytes per second. Any modern internet connection will be at least 2-3Mbps as in megabites per second, as in 10-20 times faster than what I am saying I use on average. Fast internet connections will be 50Mbps or higher, and are 100 times faster than what is needed to trade.

Internet connections these days have more than ample speed. If you are lagging, it is because of something else. Probably a slow computer, or too many indicators overloading your charting package.

Mike

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