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Market Data Updates/Second


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Market Data Updates/Second

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  #1 (permalink)
EasyTrading
Frankfurt,Germany
 
 
Posts: 1 since May 2022
Thanks: 0 given, 0 received

Hello, I have a big LAG problem on my chart with NinjaTrader Continuum as my data feed provider. Sometimes its below -100. Everytime my chart is totally different after I reloaded the data. And because of the huge LAG I canīt trade.
I used Rithmic as my data feed provider for the last two weeks and they have an performance option, where you can change the max market data updates/second for your quotes and order book. I set it to 1 and this fixed the LAG problem.

My question is, does Ninjatrader Continuum have something similar, an option where you can adjust the market data updates/second for the quotes and order book ?


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  #2 (permalink)
 hyperscalper 
boise idaho
 
Experience: Advanced
Platform: NinjaTrader C# Custom
Broker: NinjaTrader LeeLoo Rithmic
Trading: Nasdaq Futures NQ/MNQ
 
Posts: 300 since Apr 2020
Thanks: 15 given, 399 received


EasyTrading View Post
Hello, I have a big LAG problem on my chart with NinjaTrader Continuum as my data feed provider. Sometimes its below -100. Everytime my chart is totally different after I reloaded the data. And because of the huge LAG I canīt trade.
I used Rithmic as my data feed provider for the last two weeks and they have an performance option, where you can change the max market data updates/second for your quotes and order book. I set it to 1 and this fixed the LAG problem.

My question is, does Ninjatrader Continuum have something similar, an option where you can adjust the market data updates/second for the quotes and order book ?


I scalp only the Nasdaq Futures contracts, NQ and MNQ using a colocated Server
with 6 Xeon cores, and custom Strategy which is both full Market Depth analytics,
simultaneously for both MNQ and NQ symbols; and Unmanaged Order Entry.

I see incoming rates on the open of 80,000 - 100,000 events per Minute, on NQ with
typical rates in the 40-50k events per Minute; with MNQ having higher rates. I reject
any incoming Market Depth which is more than 160 Ticks away from the Market,
but that's a lot of data to analyze in near real time So, in total, I can see Peak
Traffic in the region of 200,000+ events per Minute with the NQ and MNQ Rithmic
streams. But IF you "really really" know how to analyze DOM, then you'll need that
high resolution quality data... just depends what you're trying to do !!

Of course, you have no idea what I'm "analyzing"; but it's several factors which predict
both instantaneous trend; and medium term trend predictions, etc...

HOWEVER, since you most likely are not colocated; but some network distance from
the exchange market sources, your most important optimization is NETWORK.

If you have not done this already, then you should enable ECN "Early Congestion Notification"
and also use CTCP as your congestion provider for the "Internet" profile in your
network configuration. This is a BIG DEAL in prevention of WAN congestion.

Also, don't be looking at anything extraneous symbols, as that will needlessly
increase your traffic congestion.

You'll have to read up on how to do these settings. There is the older, deprecated
usage of Netsh command (but the easiest to do); and then there's the Powershell
method of changing the congestion provider.

I'll leave that as "homework"

hyperscalper

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  #3 (permalink)
 chipwitch 
Nashville, TN
 
Experience: Beginner
Platform: NinjaTrader
Broker: NinjaTrader, Continuum Data
Trading: MES for now... baby steps
 
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Posts: 218 since Feb 2022
Thanks: 153 given, 392 received



EasyTrading View Post
Hello, I have a big LAG problem on my chart with NinjaTrader Continuum as my data feed provider. Sometimes its below -100. Everytime my chart is totally different after I reloaded the data. And because of the huge LAG I canīt trade.
I used Rithmic as my data feed provider for the last two weeks and they have an performance option, where you can change the max market data updates/second for your quotes and order book. I set it to 1 and this fixed the LAG problem.

My question is, does Ninjatrader Continuum have something similar, an option where you can adjust the market data updates/second for the quotes and order book ?


Have you reached out to NT on their forum? You shouldn't have to downgrade your data to 1 update/s. They'll help you get to the bottom of it. They have great support on the forum. They usually answer my posts within an hour during regular business hours.

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