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Delays in CL data-deef


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Delays in CL data-deef

  #1 (permalink)
 Ralph07 
London UK
 
Experience: Advanced
Platform: NinjaTrader, TT
Broker: Mirus
Trading: CL, Dax, ES, Eurostoxx50
Posts: 121 since Oct 2010
Thanks Given: 23
Thanks Received: 46

Hello,

I am facing every day issues and slowness on the CL contract, sometimes I do not have any bar for 15-20 seconds, sometimes more (especially when there is volatility, and so something to do :-( )....
For the moment, I am by AMP (poorest client service in the universe) and Zen-Fire, but I am moving today to Mirus Futures. Does anybody can advise me a good data-feed provider for CL? Perhaps Kinetick?

Thanks for your answers.

Raphael.

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  #3 (permalink)
 
redratsal's Avatar
 redratsal 
Milan (I)
 
Experience: Advanced
Platform: Ninjatrader
Broker: Kinetick
Trading: FDAX,6E,CL,YM,NQ,ES
Posts: 1,648 since Oct 2010
Thanks Given: 1,215
Thanks Received: 2,090



rdaune View Post
Hello,

I am facing every day issues and slowness on the CL contract, sometimes I do not have any bar for 15-20 seconds, sometimes more (especially when there is volatility, and so something to do :-( )....
For the moment, I am by AMP (poorest client service in the universe) and Zen-Fire, but I am moving today to Mirus Futures. Does anybody can advise me a good data-feed provider for CL? Perhaps Kinetick?

Thanks for your answers.

Raphael.

Which contract are you using, volumes toward the June contract have switched very early this month. I am with Kinetick (DTN IQ feed) and very happy so far (around 60 Euros/month including Eurex).

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  #4 (permalink)
 Ralph07 
London UK
 
Experience: Advanced
Platform: NinjaTrader, TT
Broker: Mirus
Trading: CL, Dax, ES, Eurostoxx50
Posts: 121 since Oct 2010
Thanks Given: 23
Thanks Received: 46

Hello,

Thank you for your answer.
I am trading the 06-11 CL contract.
I am going then to try Kintecik. But the Mirus Futures account manager pretends that Zen-Fire is faster and more reliable than Kinetick.
I really doubt that, as Zen-Fire is not good at all for me now.

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  #5 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
Thanks Received: 3,372


rdaune View Post
Hello,

I am facing every day issues and slowness on the CL contract, sometimes I do not have any bar for 15-20 seconds, sometimes more (especially when there is volatility, and so something to do :-( )....
For the moment, I am by AMP (poorest client service in the universe) and Zen-Fire, but I am moving today to Mirus Futures. Does anybody can advise me a good data-feed provider for CL? Perhaps Kinetick?

Thanks for your answers.

Raphael.

I don't think the problem is with the data feed, I think the problem is with NinjaTrader. I trade with Mirus and NinjaTrader, and I have the same problem with CL several times a day when the CL is very fast. I think Ninjatrader is just not able to process the incoming data fast enough and gets behind.

I notice that NinjaTrader is very bad at handling any sort of input that is outside the norm. Even if you click very fast on a ninja trader buy button, or you drag the scale of a chart too fast to squeeze or expand the chart, all this simple stuff will crash ninja over half of the time. Activate an ATM, and click the buy market button 10 times in a row as fast as you can, I guarantee you will lock up the user interface for at leas 90 seconds.

I have also found that once my NT dtabase gets over 20Mb, NT pretty much becomes unusable. Now, every morning, I restore my NT database to get it down to near it's original size around 5Mb. That helps a lot in NT's overall performance.

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  #6 (permalink)
 MetalTrade 
 
Posts: 1,055 since May 2010


rdaune View Post
Hello,

I am facing every day issues and slowness on the CL contract, sometimes I do not have any bar for 15-20 seconds, sometimes more (especially when there is volatility, and so something to do :-( )....
For the moment, I am by AMP (poorest client service in the universe) and Zen-Fire, but I am moving today to Mirus Futures. Does anybody can advise me a good data-feed provider for CL? Perhaps Kinetick?

Thanks for your answers.

Raphael.

Bonjour,

Bite the bullet and subscribe to DTN/IQFeed, you'll see that your data is rock solid and CORRECT!

Enjoy

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  #7 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
Thanks Given: 4,176
Thanks Received: 6,020

This is something which also occurs on the RUSSELL. At times, at a key decisive point, can be near the opening (9:30 am ET) or end of day (4:00 pm ET), a bunch of bars (15-20 or more) print almost simultaneously. Just before, there can be a small pause. This is the type of price action which is not tradable. If you look at your chart in retrospect you could think wow! here is a good entry that occured here but unfortunately it is not tradable due to how it formed. Fortunately it never occured while i was in a trade but i always wondered how would my stop loss order have performed under such conditions.

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  #8 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
Thanks Given: 4,176
Thanks Received: 6,020


monpere View Post
...I have also found that once my NT dtabase gets over 20Mb, NT pretty much becomes unusable. Now, every morning, I restore my NT database to get it down to near it's original size around 5Mb. That helps a lot in NT's overall performance.


Do you mean you get rid of your past historical datas ? How many days back of activity do you keep on average ? Have tried instead to decrease the number of days that you load in the charts opened ?

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  #9 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
Thanks Received: 3,372


trendisyourfriend View Post
Do you mean you get rid of your past historical datas ? How many days back of activity do you keep on average ? Have tried instead to decrease the number of days that you load in the charts opened ?

In my base backup, the only option I checked is "Database (Historical trade data)", that is the same backup that I always restore, because I want to get rid of everything in the database except my instrument and ATM definitions.

When I trade, I only load about 500 bars on my charts. When I am reviewing and marking up charts, I load about 2000 bars. At the end of every trading day, I load charts for about 6 instruments that I trade, and I markup all the signals that occurred on all these charts for the day with arrows and circles. These charts generally get about 20 signals per chart, and around 50 signals for the CL and same for the GC. I notice the db grows most after I markup all my charts. I think the accumulation of draw objects grows the db, and it becomes inefficient perhaps. Deleting all draw objects does not shrink the db.

Maybe it's just the way I use NT, or how I markup charts, or my specific indicators or something, but it seems the longer I use NT daily, over a couple of weeks, the performance steadily decreases until I refresh the database. I tried the "Reset database" option within NT, and it would take hours and hours for that operation. Now I shut it down, copy my base db file over the current db file, bring NT back up, and I'm ready to go with very good performance again.

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  #10 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
Thanks Received: 3,372



trendisyourfriend View Post
This is something which also occurs on the RUSSELL. At times, at a key decisive point, can be near the opening (9:30 am ET) or end of day (4:00 pm ET), a bunch of bars (15-20 or more) print almost simultaneously. Just before, there can be a small pause. This is the type of price action which is not tradable. If you look at your chart in retrospect you could think wow! here is a good entry that occured here but unfortunately it is not tradable due to how it formed. Fortunately it never occured while i was in a trade but i always wondered how would my stop loss order have performed under such conditions.

This happens a lot with CL and GC. When reviewing your charts, you will see awesome trades that you could have never gotten in, in real time. I modified my indicators to color the bars a different color when bars are produced faster then 3 seconds apart, quicker then I could actually enter a trade in real life.

I terms of stops, I had a horrifying event in such a situation. I entered a trade on the CL, just as one of these fast moves started, so my entry got filled, but by the time NT sent my stop and target to the broker, the price had moved enough that my stop now fell on the wrong side of the market, and my stop was rejected by the broker. So, I ended up with a live trade with no associated stop loss!

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Last Updated on May 1, 2011


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