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Which data feeds chugged thru today?
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Which data feeds chugged thru today?

  #11 (permalink)
Elite Member
bp
 
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-

barchart is crazy... just had to swith to iq feed, still waiting for activation.

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  #12 (permalink)
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Not a permanent freeze

Was also connected to IB, mine did not go completely off, although it had a number of freezes during the high volume breakdown. Did not execute any trades but just sat back and watched, how the feedback loops generated by the quants played out. So I do not know the lag (seconds, minutes, hours) for execution of any orders during the crash. Happy not to have any trades on. Imagine one of your trades is being cancelled by the broker or exchange afterwards and you find yourself with an open position. Would be quite funny or not at all.

I am connected to Swiss IB servers, which in turn are connected ot IB's US operations. Also I only was looking at CME. So maybe this made up for the difference.

How many symbols are you feeding into TWS and from TWS to NinjaTrader?


webart View Post
I can confirm IB went out for about 30 minutes during the 'crash'. I got a 300 point slip on an order through Gain on the GPB.JPY (in my favour).


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  #13 (permalink)
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webart View Post
I can confirm IB went out for about 30 minutes during the 'crash'.

I use IB with Ensign and it never went down. Although it did seem to pause for a few seconds at a time during the big sell off.

.

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  #14 (permalink)
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Looking at the chart it was less than half an hour, but it was definately out, I had the Red and sometimes Orange connection status. I had a 3 minute chart, and it stopped just after the massive hammer formed and started again about 400 points higher ! I thought maybe it was a massive crazy gap !

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  #15 (permalink)
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How many symbols do you have on your TWS? How many symbols (market analyzer?) do you have on NinjaTrader? To which of the IB server farms are you connected? If you talk about 400 points is that YM?


webart View Post
Looking at the chart it was less than half an hour, but it was definately out, I had the Red and sometimes Orange connection status. I had a 3 minute chart, and it stopped just after the massive hammer formed and started again about 400 points higher ! I thought maybe it was a massive crazy gap !


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  #16 (permalink)
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Hi,

I have all the default symbols in Ninja + a few, but only use 4 or 5 on charts. I assumed Ninja wouldn't stream for all of the instruments in the Default list if they arn't on charts ?

No symbols on TWS, its just an API connection to Ninja, although I have 4 Ninja's feeding off it via the API.

Not sure about what server farm in IB I connect to sorry.

The slippage was GBP.JPY, but that was on another Ninja using Gain (AMP Forex). There was no connection loss there, but I had a short running with a target of 55 points and it hit the target and filled about 300 points lower. Unfortunately it was a strategy I was testing in sim mode only

thx.

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  #17 (permalink)
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aslan View Post
If we are talking about the feed, then your computer does not matter much, as there is not that much data flowing at you unless you are collecting a ton of symbols. Now the feed provider could be affected if they can not handle the volume of ticks (NT/IB server going down).

When you factor in processing the data, then your computer matters. If you have a ton of symbols and a bunch of indicators, your computer could have come to a crawl, based on your setup and program you are running. NT and TS are single threaded, so they could max out a CPU, while other programs like MC are multi-threaded and can use more CPU and keep up.

That is good info and something to think about. I am tracking numerous (40 to 100) instruments in NT, and running screeners in TDA's SD. I will keep my eye on the performance graph next week. Might be time for an upgrade I love getting a new computer.

Speaking of which - I should start another thread re. computer vendors...


Last edited by Day Trading Fool; May 8th, 2010 at 01:10 PM. Reason: typo
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  #18 (permalink)
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I noticed another little problem from yesterdays chart when the ES had another steep dive.

See the volume ladder on the big red bar that broke 1100. It ain't there. Perhaps it was Ninja or software or maybe IB. Price data is ok, but the volume data isn't.

Unfortunately I didn't have the Gom stuff running on ES for the big one the day before to show.

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Which data feeds chugged thru today?-es-06-10-3-min-5_7_2010.jpg  
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  #19 (permalink)
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I believe Zenfire/Rithmic prints price (with no time stamp) fast and accurately but its volume data has always been considered unreliable. Hear tell IQ Feed is accurate, though but few others.



webart View Post
I noticed another little problem from yesterdays chart when the ES had another steep dive.

See the volume ladder on the big red bar that broke 1100. It ain't there. Perhaps it was Ninja or software or maybe IB. Price data is ok, but the volume data isn't.

Unfortunately I didn't have the Gom stuff running on ES for the big one the day before to show.


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  #20 (permalink)
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Michigan, Jackson
 
Futures Experience: Intermediate
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Question - NT running on IQ data?


Hi, Mike,

If I were to use IQ data with NT should the time stamping problem with NT be resolved? Or is the problem with NT itself regardless of the data feed I might use?

Accurate price and time is the goal. Before spending anymore money attempting to make NT a tradeable platform, I may need to switch and spend money elsewhere.

COTtrader
"Ken"




webart View Post
I noticed another little problem from yesterdays chart when the ES had another steep dive.

See the volume ladder on the big red bar that broke 1100. It ain't there. Perhaps it was Ninja or software or maybe IB. Price data is ok, but the volume data isn't.

Unfortunately I didn't have the Gom stuff running on ES for the big one the day before to show.


Big Mike View Post
IQFeed was fine.

Mike


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