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NinjaTrader 8 chart delays if volume increases


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NinjaTrader 8 chart delays if volume increases

  #1 (permalink)
 andorre 
Cologne/Germany
 
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Hi,

I'd like to know whether someone else has the same problems as I experience since I used NT8 last year.
I have now NT8 RC2.

Always if the volume increases (I use FDAX), my i7-920 with 8 kernels is not able to follow up.
So, I have charts showing a delay of about 15 sec, or 90 sec. I have then to wait for about
say 5 minutes and the charts are up again.

But today, after trading in NY started with large volume all my about 10 charts showed a delay of 17 minutes!!!!

The problem is that not all my 8 kernels are working on the new data but just maximal 30% CPU.
However, at starting the software NT8, my PC uses 100% to open all charts.

I am wondering now whether a new PC could really solve this problem. I guess it depends on the amount of
charts and indicators. Very likely everyone will experience this problem if he just uses enough charts/indicators.

What are your experiences? Do more recent CPUs solve this problem??

Thanks, andorre

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  #2 (permalink)
 
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andorre View Post
Hi,

I'd like to know whether someone else has the same problems as I experience since I used NT8 last year.
I have now NT8 RC2.

Always if the volume increases (I use FDAX), my i7-920 with 8 kernels is not able to follow up.
So, I have charts showing a delay of about 15 sec, or 90 sec. I have then to wait for about
say 5 minutes and the charts are up again.

But today, after trading in NY started with large volume all my about 10 charts showed a delay of 17 minutes!!!!

The problem is that not all my 8 kernels are working on the new data but just maximal 30% CPU.
However, at starting the software NT8, my PC uses 100% to open all charts.

I am wondering now whether a new PC could really solve this problem. I guess it depends on the amount of
charts and indicators. Very likely everyone will experience this problem if he just uses enough charts/indicators.

What are your experiences? Do more recent CPUs solve this problem??

Thanks, andorre

What market data feed are you using? A delay of that much would imply that the data you are receiving is delayed which either is an issue at the source (others would have this issue) or an issue with your internet bandwidth. If you see that again, try disconnecting and reconnecting which will clear up the backlog.

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  #3 (permalink)
 andorre 
Cologne/Germany
 
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NinjaTrader View Post
What market data feed are you using? A delay of that much would imply that the data you are receiving is delayed which either is an issue at the source (others would have this issue) or an issue with your internet bandwidth. If you see that again, try disconnecting and reconnecting which will clear up the backlog.

I have now Continuum, last year it was Rithmic. I have a 6MB internet bandwidth.

I killed NT8 RC2 after the problem I described, connected a second time today, and had again more than 20 minutes delay.

No, there is no delaying of the data. But why does NT8 not use 100% CPU if data volume increases?

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andorre View Post
I have now Continuum, last year it was Rithmic. I have a 6MB internet bandwidth.

I killed NT8 RC2 after the problem I described, connected a second time today, and had again more than 20 minutes delay.

No, there is no delaying of the data. But why does NT8 not use 100% CPU if data volume increases?

We don't have any other reports of data delays, especially 20 minutes. I suggest writing to [email protected] attention to James and reference this post.

Thanks.

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 sam028 
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andorre View Post
I have now Continuum, last year it was Rithmic. I have a 6MB internet bandwidth.

I killed NT8 RC2 after the problem I described, connected a second time today, and had again more than 20 minutes delay.

No, there is no delaying of the data. But why does NT8 not use 100% CPU if data volume increases?

Any custom indicators?
After having stopeed NT8 you can try to launch NT7 with the same data feed and see if you have the same delay or not.
On a smaller machine, 1 core/4 GB, with NT8 + Kinetick + IB Gateway, a dozen of tick charts, I had no issues during volume spikes today and the CPU load stays around 5%...

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  #6 (permalink)
 andorre 
Cologne/Germany
 
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My question was whether someone else experiences such an issue: looking into the task manager
and seeing only up to 30% CPU if the volume increases.

Is a new PC the solution?

Imagine I buy a new PC and get the same problems...

Thanks.

(Ok, no answer means that I am the only one who experiences that.)

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  #7 (permalink)
 andorre 
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sam028 View Post
Any custom indicators?
After having stopeed NT8 you can try to launch NT7 with the same data feed and see if you have the same delay or not.
On a smaller machine, 1 core/4 GB, with NT8 + Kinetick + IB Gateway, a dozen of tick charts, I had no issues during volume spikes today and the CPU load stays around 5%...

My CPU i7-920 with 16GB is now 7 years old. Could you please write how old your PC is and how many cores you have?

Thank you!

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 sam028 
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andorre View Post
My CPU i7-920 with 16GB is now 7 years old. Could you please write how old your PC is and how many cores you have?

Thank you!

It's a VPS (so a virtual machine) with a single core (E5-2690 @2.9Ghz -> 3.8Ghz), so it's nearly 2 times faster in single thread computing, but as you have 4 cores and as NT8 use multiple threads your PC should faster than my small VM in this case...

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  #9 (permalink)
 janfilimon 
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Is a new PC the solution?

No, it is not. I have had exactly the same problem. Then I bought a new computer (Fujitsu Esprimo, 512 SSD, Intel i7-6700T, CPU @ 2,80 GHz, 32GB.)

Whenever there is increased in volatility, the problems remain the same. The only solution is to upload the less charts before expecting increase in vollume. In normal trading conditions Im using 15 charts with custom indicators (range and Min charts), if I expect to increase in volume (some news ...) then open only six, seven charts. And everything works perfectly. For the first 10 minutes, when the news came out.

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  #10 (permalink)
 andorre 
Cologne/Germany
 
Experience: Advanced
Platform: NinjaTrader
Trading: FDAX, YM
Posts: 41 since Oct 2011
Thanks Given: 17
Thanks Received: 9



janfilimon View Post
Is a new PC the solution?

No, it is not. I have had exactly the same problem. Then I bought a new computer (Fujitsu Esprimo, 512 SSD, Intel i7-6700T, CPU @ 2,80 GHz, 32GB.)

Whenever there is increased in volatility, the problems remain the same. The only solution is to upload the less charts before expecting increase in vollume. In normal trading conditions Im using 15 charts with custom indicators (range and Min charts), if I expect to increase in volume (some news ...) then open only six, seven charts. And everything works perfectly. For the first 10 minutes, when the news came out.

Thank you!

If I decrease the number of charts and indicators, then the problem can vanish, i.e. the same what you write.
(I have only NT8 indicators.)
Yesterday after the US election there was such a huge volume that I had no chance to trade.

Would be interesting if you could confirm that there is also a maximum of 30% CPU working during heavy volume.

You see: If my whole PC (100% CPU) tries to manage the heavy volume and cannot achieve this task because
it is too old, then I am convinced of the software. But in this case one should try to solve this problem.

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