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How bad is NT lag?


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How bad is NT lag?

  #91 (permalink)
 
phantomtrader's Avatar
 phantomtrader 
Reno, Nevada
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chipwitch View Post
Be sure to let us know what they find.

Will do.

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  #92 (permalink)
 hobbys11 
eindhoven, the Netherlands
 
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my experience: ninjatrader platform sucks for fast ES futures trading especially on fast charts (ranges, ticks). I am also running multicharts in combination with interactive brokers and there performance is much better than ninjatrader. Despite the fact that interactive brokers is filtering a part off the data Multicharts is doeing a much better job.

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  #93 (permalink)
 
phantomtrader's Avatar
 phantomtrader 
Reno, Nevada
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Still no response from Ninja. Now the Juneteenth thing has screwed up the datafeed. Had it working yesterday afternoon. This morning, no data, no Juneteenth even in the Trading Hours list.
Anyone else having problems? What a mess. Ninja support is non existent lately.

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  #94 (permalink)
 OptiTrader 
Glasgow, Scotland
 
Experience: Beginner
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I've data using cqg with nt8.
Interestingly, I emailed last night about a different issue and haven't has a reply,
resolved the issue by renaming the database sdf file.

In nt7 chart updates could be set to 0 millisecs but in nt8 they can't, causing render delay.

It's so frustrating, I hope you get it sorted.

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  #95 (permalink)
 OptiTrader 
Glasgow, Scotland
 
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ha, just received a reply from ninjatrader.

"We've experienced an issue with NinjaTrader 8's trading hour templates listing Juneteenth (6/20) as a full-day holiday.

As a result of this, charts did not chart real-time data as of the exchange's open on 6/19. We can only apologize for this.

We have since updated the trading hour template and corrected this error. To receive this update, please restart the NinjaTrader platform."

Why the heck couldn't they email itheir customers and fess up and not treat us all like mushrooms, i.e. keep us in the dark and feed us sh1t. So my deleting the database must've coinsided with their fix, though I had data even though I hadn't restarted nt8!!!

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  #96 (permalink)
 shortski 
Calgary, AB, Canada
 
Experience: Intermediate
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Can't win. Installed the 'Lag meter' from Sirius1664 and my Data lag times start out at about .15 secs early in the day and end at .6 secs at market close.

This would suggest some kind of Throttling. But no one admits to that.

This AM, I was getting filled and targets hit in same second (with strategy on) except price never moved on my charts/DOM.

I also get the usual stops hit and the fill executed 25-50 ticks away from where the market is - and price never shows up there on my chart.

It would be nice to have a tool that could identify issue but I have no idea what that would be.

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  #97 (permalink)
 SpeculatorSeth   is a Vendor
 
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shortski View Post
Can't win. Installed the 'Lag meter' from Sirius1664 and my Data lag times start out at about .15 secs early in the day and end at .6 secs at market close.

This would suggest some kind of Throttling. But no one admits to that.

This AM, I was getting filled and targets hit in same second (with strategy on) except price never moved on my charts/DOM.

I also get the usual stops hit and the fill executed 25-50 ticks away from where the market is - and price never shows up there on my chart.

It would be nice to have a tool that could identify issue but I have no idea what that would be.

Can you provide more information on the tool you are using? Such lag as you are describing is more likely to be an issue with your network or data provider, and I don't see how any tool would be able to detect lag in your NinjaTrader data feed.

- SpeculatorSeth
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  #98 (permalink)
 shortski 
Calgary, AB, Canada
 
Experience: Intermediate
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Broker: Mirus/Zen-Fire
Trading: ES CL TF 6E
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got it from Sirius1664. Installs in the Market Analyser as a Column.
I agree - I do think it is my ISP. They won't admit it of course though.

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  #99 (permalink)
Babushkaboi
Arlington, Virginia, USA
 
Posts: 5 since Jun 2022
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the only time i really experience the lags are when market becomes way over volatile
for example when DOW speaking
I entered a long position i was up about 800$ and when i closed it says 124$
and after that happened multiple times during that trade, it was just waste of time talking to support

so i would say just be careful when you trade during the super weird times

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  #100 (permalink)
 
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 Fat Tails 
Berlin, Europe
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chipwitch View Post
I had 16 points in MES trade nearing the close. The chart showed 16pt, but the PnL marker showed I had a profit of $2.50. So, I flattened everything. I lost over 10 points! How do you all deal with the lag? I have a 6 core i-7 with an ssd, 16gb ram an Nvidea 1050ti with 2gb ram. I had several charts up but only one instrument with different timeframes and indicators.


If you lost 10 points this cannot be explained by lag. There are several possible explanations that come to my mind.

You mentioned that the chart showed 16 pt and the PNL marker showed $2.50. I guess that both chart and profit and loss calculation are based on the very same last price from the data feed.
This means that the discrepancy between chart and PNL cannot be explained with a lag.

Sometimes, if you enter several trades in a row, the profit is not calculated from the entry price for that position, but it is calculated from a weighted price taking into account several entries.
You would need to enquire into this, before coming to a conclusion.

In any case NinjaTrader comes with a log file. The log file records all trades and will allow for exact analysis of what happened. Possibly the last thing that caused the problem was a lag.

Otherwise, when talking about lag, this can be related to several problems:

- problems with internet connection (I had such a problem when my internet provider failed to purchase sufficient cable capacities to connect to the data feed server in Chicago)
- CPU problems
- RAM problems

In this case you need to analyze your internet connection with a suitable tool such as Ping Plotter and check your CPU and RAM usage during trading with a tool such as Process Explorer.

You need to do a detailed analysis here! Otherwise everything remains speculation and you will not understand what happened.

Please start with the log files and then proceed to monitor your internet connection, CPU and RAM usage. The configuration of your PC is definitely not the cause, it is suited to run NinjaTrader in any case.

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Last Updated on October 23, 2022


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