Keep your pc clock synchronized - Traders Hideout | futures io social day trading
futures io futures trading


Keep your pc clock synchronized
Updated: Views / Replies:10,454 / 48
Created: by cunparis Attachments:7

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 7  
 
Thread Tools Search this Thread
 

Keep your pc clock synchronized

  #31 (permalink)
Elite Member
Paris
 
Futures Experience: None
Platform: NinjaTrader
 
Posts: 1,177 since Oct 2009
Thanks: 228 given, 4,097 received

Yep, for sure... +20/-20 is nothing to be excited about ... If you have 2 ms accuracy in measuring the latency between you and the time server, and the time server has 2 ms accuracy , a basic NTP V3 client will give you 4 ms accuracy...

Still investigating :-)

Reply With Quote
 
  #32 (permalink)
Elite Member
Madison, WI
 
Futures Experience: Advanced
Platform: Sierra Charts, ALT
Favorite Futures: ES
 
aslan's Avatar
 
Posts: 614 since Jan 2010
Thanks: 342 given, 1,077 received

This may be getting off topic, and perhaps it needs it own thread, but why do you need such an accurate timestamp?

I know you are trying to timestamp ticks better, but in reality what matters is the order of the bid/ask and ticks.

The problem with sec timestamps, is you might get 1000 ticks in a 1 sec interval (not to mention bid/ask updates), and how do you order those if they all have the same timestamp? Well everyone wants ms timestamps. Well that is all and good, but what if you now have 300 of those original ticks within 1 ms? You are still stuck. Again, you have to deal with the order of the events, and the only way to do that reliably is to use an event counter in addition to the timestamp. The problem here is that is yet another field that needs to be stored with your ticks and parsed when you read the ticks back, and developers don't want to pay the cost or deal with it. Dealing with relative order between instruments within a sec interval is another layer.

If you look at the IQFeed, they have solved this in two ways. First, when they send historical tick data, they send the bid/ask/last as a single unit, so you don't have to parse the bid/ask to figure out if the trade was a buy/sell. Secondly, when sending live data each tick has an ID. Now you pay a price for this processing, as the IQFeed is slightly slower (I suspect due to the additional processing).

So at the end of the day, more timestamp resolution may not be the solution (though I would like to see ms resolution).

Reply With Quote
The following user says Thank You to aslan for this post:
 
  #33 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,354 given, 83,237 received



gomi View Post
Little upgrade on the topic. Here's how my clock is doing.

As you can see, for now the algo isn't making my offset converge.
Offset is the measure you're interested in, because it indicates the error between the local clock and the estimated global NTP time( time of servers with * or + on the NTP status)

What I know though is that my time is somewhere between +20/-20 ms of the estimated time. I want better !

Gomi, I am thinking that you are not so much dealing with a variation of your PC time vs. Exchange time, but instead dealing with the 'bursts' of data that are lagging more then less then more again from your data provider. The Exchange time, and your PC time, are most likely relatively fixed over a short window of minutes to hours, but the data feed itself is not fixed.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #34 (permalink)
Elite Member
Paris
 
Futures Experience: None
Platform: NinjaTrader
 
Posts: 1,177 since Oct 2009
Thanks: 228 given, 4,097 received

Well, this can be turned the other way round.. Who needs second resolution ? Aren't minute charts sufficent ;-) ?

Suppose I want to develop a time profile indicator, to spot areas where market tested the water a very short time and reversed. And by very short I mean less than a second. With a second resolution datafeed I can't do it.
I probably don't need millisec, maybe decisec or centisec could be enough, but either way 1 second is too slow.



aslan View Post
This may be getting off topic, and perhaps it needs it own thread, but why do you need such an accurate timestamp?

I know you are trying to timestamp ticks better, but in reality what matters is the order of the bid/ask and ticks.

The problem with sec timestamps, is you might get 1000 ticks in a 1 sec interval (not to mention bid/ask updates), and how do you order those if they all have the same timestamp? Well everyone wants ms timestamps. Well that is all and good, but what if you now have 300 of those original ticks within 1 ms? You are still stuck. Again, you have to deal with the order of the events, and the only way to do that reliably is to use an event counter in addition to the timestamp. The problem here is that is yet another field that needs to be stored with your ticks and parsed when you read the ticks back, and developers don't want to pay the cost or deal with it. Dealing with relative order between instruments within a sec interval is another layer.

If you look at the IQFeed, they have solved this in two ways. First, when they send historical tick data, they send the bid/ask/last as a single unit, so you don't have to parse the bid/ask to figure out if the trade was a buy/sell. Secondly, when sending live data each tick has an ID. Now you pay a price for this processing, as the IQFeed is slightly slower (I suspect due to the additional processing).

So at the end of the day, more timestamp resolution may not be the solution (though I would like to see ms resolution).


Reply With Quote
 
  #35 (permalink)
Elite Member
Paris
 
Futures Experience: None
Platform: NinjaTrader
 
Posts: 1,177 since Oct 2009
Thanks: 228 given, 4,097 received


Big Mike View Post
Gomi, I am thinking that you are not so much dealing with a variation of your PC time vs. Exchange time, but instead dealing with the 'bursts' of data that are lagging more then less then more again from your data provider. The Exchange time, and your PC time, are most likely relatively fixed over a short window of minutes to hours, but the data feed itself is not fixed.

Absolutely, but in this specific case I was trying to get the best stable PC clock... For now it's far far far worse than D4 :-)

Reply With Quote
 
  #36 (permalink)
Elite Member
Madison, WI
 
Futures Experience: Advanced
Platform: Sierra Charts, ALT
Favorite Futures: ES
 
aslan's Avatar
 
Posts: 614 since Jan 2010
Thanks: 342 given, 1,077 received


gomi View Post
Well, this can be turned the other way round.. Who needs second resolution ? Aren't minute charts sufficent ;-) ?

Suppose I want to develop a time profile indicator, to spot areas where market tested the water a very short time and reversed. And by very short I mean less than a second. With a second resolution datafeed I can't do it.
I probably don't need millisec, maybe decisec or centisec could be enough, but either way 1 second is too slow.

Yes, I was not saying you were wrong to be trying, only trying to figure out why such precision is needed, and depending what you are trying to do, it still may not be good enough.

I would like to see more precision from the exchange/vendors, but not holding my breath. Tradestation still does not have seconds!

Reply With Quote
The following user says Thank You to aslan for this post:
 
  #37 (permalink)
Elite Member
London
 
Futures Experience: None
Platform: MC & Ninja mainly
 
Posts: 130 since Jan 2010
Thanks: 3 given, 47 received

Gomi, slightly off topic but the Zenfire API returns millisecond time stamped events. I guess NT just ignores this info as it stores stuff to 1 second resolution. I am not sure but I believe the data is time stamped by the Zen ticker plant.

The Zenfire API looks pretty straight forward and there is a sample app for download that compiles and gets ticks into a grid (full order book). I am not sure what your objective is but it might be worth considering recording straight from the API if you want millisecond accuracy (assuming that the data is time stamped at the exchange end). I hear that it is reasonably straight forward to pass the data on to NT though would not know myself. I guess you could save it straight into a Gomi recorder file.

Attached Thumbnails
Keep your pc clock synchronized-zenapi.png  
Reply With Quote
The following 3 users say Thank You to NickA for this post:
 
  #38 (permalink)
Trade with the flow
Paris, France
 
Futures Experience: Advanced
Platform: Market Delta & Ninjatrader
Favorite Futures: ES
 
cunparis's Avatar
 
Posts: 2,563 since Jun 2009
Thanks: 1,157 given, 2,032 received


NickA View Post
Gomi, slightly off topic but the Zenfire API returns millisecond time stamped events. I guess NT just ignores this info as it stores stuff to 1 second resolution. I am not sure but I believe the data is time stamped by the Zen ticker plant.

The Zenfire API looks pretty straight forward and there is a sample app for download that compiles and gets ticks into a grid (full order book). I am not sure what your objective is but it might be worth considering recording straight from the API if you want millisecond accuracy (assuming that the data is time stamped at the exchange end). I hear that it is reasonably straight forward to pass the data on to NT though would not know myself. I guess you could save it straight into a Gomi recorder file.

Can anyone use the API or do you have to pay a fee?

Reply With Quote
 
  #39 (permalink)
Membership Revoked
British Columbia
 
Futures Experience: Advanced
Platform: NINJA
Broker/Data: ZEN
Favorite Futures: Crude
 
Posts: 1,091 since May 2010
Thanks: 192 given, 484 received

About a year ago I took a demo of CQG. Their technical people are very impressive. I was on Vista at that time and it was crashing. They suggested it was likely because their servers use atomic precision in keeping time and that the issues were clock related.

Reply With Quote
 
  #40 (permalink)
Membership Revoked
British Columbia
 
Futures Experience: Advanced
Platform: NINJA
Broker/Data: ZEN
Favorite Futures: Crude
 
Posts: 1,091 since May 2010
Thanks: 192 given, 484 received


And now that I have read the thread it is clear I'm the only person in the sun-dial era....

Reply With Quote

Reply



futures io > > > Keep your pc clock synchronized

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Question - Futures trading around the clock TonyB Beginners and Introductions 14 August 7th, 2012 10:14 AM
Counter or Time Clock in TOS? plethora ThinkOrSwim Programming 9 August 3rd, 2012 11:56 PM
Freeware Useful Clock tool redratsal Tech Support 6 December 1st, 2011 01:32 PM
Computer Clock Jason11 Tech Support 12 March 22nd, 2011 04:41 PM
Slow system clock when market is busy jstnbrg NinjaTrader 16 January 25th, 2011 03:27 AM


All times are GMT -4. The time now is 06:19 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-17 in 0.14 seconds with 20 queries on phoenix via your IP 54.82.81.154