ZenFire Time & Sales Missing Ticks??

[mjuviler]

Guys,

Where is the timer refresh on Time & Sales?

I seem to be missing ticks when compared with other non-filtered data streams.

I read tape as part of trading and I need to see all the ticks, which is why I use ZenFire.

With NT 6.5 I used to be able to get all the ticks by setting Timer Refresh to false.

What is the default behavior of Time $ Sales now in NT 7?

Are you filtering ticks or refreshing on a timer?

Please explain how NT 7 handles each tick in Time & Sales......

Thanks...

Mark

[NinjaTrader_Ray]

There is no configurable timer, it refreshes ever 250 ms. There are no ticks dropped although, if in that 250 ms, X prints goes by and X is larger than the # of rows you are displaying, it would not be visualized.

[mjuviler]

There is no configurable timer, it refreshes ever 250 ms. There are no ticks dropped although, if in that 250 ms, X prints goes by and X is larger than the # of rows you are displaying, it would not be visualized.

Ray,

That is not good.

My feeling and hope was that with Multi-Threading (& Multiple CPU's) NT 7 would be more robust than 6.x.

Taking away my choice to show every tick, means I am at a disadvantage reading tape.

I know you are trying to control CPU overloads, but I am a power user and can determine myself if my CPU's, etc. can handle the load.If my machine slows down during fast markets I can remove charts or choose to turn refresh on.

Can you adress these concerns about how critical Tape reading is for me. I mean the whole reason I went to ZenFire and Ninja originally was not "see" an unfiltered tick stream realtime..

Thanks a bunch........

Mark

This is very important (along the lines of the Chart Refresh thread)

[JS999]

Ray,

That is not good.

My feeling and hope was that with Multi-Threading (& Multiple CPU's) NT 7 would be more robust than 6.x.

Taking away my choice to show every tick, means I am at a disadvantage reading tape.

I know you are trying to control CPU overloads, but I am a power user and can determine myself if my CPU's, etc. can handle the load.If my machine slows down during fast markets I can remove charts or choose to turn refresh on.

Can you adress these concerns about how critical Tape reading is for me. I mean the whole reason I went to ZenFire and Ninja originally was not "see" an unfiltered tick stream realtime..

Thanks a bunch........

Mark

This is very important (along the lines of the Chart Refresh thread)

I agree. I was going to comment on this topic myself, but I wanted to see if it was changed in Beta 5 before saying anything. This is exactly the same issue as the chart refresh problem we had a discussion about roughly 1 month ago.

Basically, in order to save themselves some hassle from having certain inexperienced users being able to turn on a feature that could cause performance problems, NT decided to just scrap the feature altogether... and just like the chart refresh issue, this is another area where some traders (such as mjuviler and myself) need to have this feature put back in. Just because the staff at NT aren't using a certain feature of the software in their own trading/testing and don't think it's important, doesn't give them the right to arbitrarily remove something that existed in version 6.5 of the software.

When somebody purchases a lifetime license for software which includes all future upgrades, there is a reasonable expectation that those future upgrades are going to include important features that were contained in the original piece of code. You can't just go around dropping things like this because NT staff don't happen to personally think it's important. I am sure that if I started a poll of short-term traders, you would get at least 50% of responses that would ask for this to be added back in, as anybody who reads tape needs to see unfiltered tick data scrolling by.

Just like the chart issue, you need to allow us to see this again, and if you want to put some big red warning popup around it when the user selects unfiltered data, fine. Heck, make the user answer a set of three skill-testing questions before turning it on, I don't care... just don't take away a feature altogether because some users don't know how to use it properly or have underpowered machines.

The correct solution to problems like this is to keep the feature in the code but surround it with a ton of performance warnings/popups. That way, if a user turns it on, they have nobody but themselves to blame if their performance suffers.

[mjuviler]

I agree. I was going to comment on this topic myself, but I wanted to see if it was changed in Beta 5 before saying anything. This is exactly the same issue as the chart refresh problem we had a discussion about roughly 1 month ago.

Basically, in order to save themselves some hassle from having certain inexperienced users being able to turn on a feature that could cause performance problems, NT decided to just scrap the feature altogether... and just like the chart refresh issue, this is another area where some traders (such as mjuviler and myself) need to have this feature put back in. Just because the staff at NT aren't using a certain feature of the software in their own trading/testing and don't think it's important, doesn't give them the right to arbitrarily remove something that existed in version 6.5 of the software.

When somebody purchases a lifetime license for software which includes all future upgrades, there is a reasonable expectation that those future upgrades are going to include important features that were contained in the original piece of code. You can't just go around dropping things like this because NT staff don't happen to personally think it's important. I am sure that if I started a poll of short-term traders, you would get at least 50% of responses that would ask for this to be added back in, as anybody who reads tape needs to see unfiltered tick data scrolling by.

Just like the chart issue, you need to allow us to see this again, and if you want to put some big red warning popup around it when the user selects unfiltered data, fine. Heck, make the user answer a set of three skill-testing questions before turning it on, I don't care... just don't take away a feature altogether because some users don't know how to use it properly or have underpowered machines.

The correct solution to problems like this is to keep the feature in the code but surround it with a ton of performance warnings/popups. That way, if a user turns it on, they have nobody but themselves to blame if their performance suffers.

Exactly!!

Moreover, Time & Sales should be coded in it's own CPU thread, which Ray had already indicated that NT 7 did not do.

I am not sure why they did not put it in it's own thread, probably because it was to much recoding/testing which I can understand somewhat.

But IMHO Time & Sales just screams to be in its own thread and thereby benefit from mulitple CPU's and multitasking.

In any case, Ray please reinstate this feature because if you don't it will cause me massive problems and I will need to get Time & Sales from another platform. This is not a threat, I just can't compete with traders who have realtime scrolling unfiltered Time & Sales so I would have to obtain Time & sales elsewhere which would be costly (in time & money) and complicate my trading environment.

I have been a loyal user of NT (lifetime license) and would appreciate your consideration of my (and other users request) situation.

Best Regards,


Mark

[aslane]

I have to agree that you need to see the ticks fly by in real time. Not doing so, is like watching the level 2 display not update in real time.

This is another example of removing functionality to appear to be faster or save people from themselves (chart refresh times). I understand why it is done, and agree it is a good thing for most users, but you need to have the knob to turn for power users. It is fine to make the option hard to get to or paste a big warning msg about changing the default, but you need to be able to do it.

Could not agree more that this is the perfect example of something screaming for another thread. Post the tick to a queue and move on, while the T&S thread monitors the queue and runs in parallel.

[H5612]

agree

i agree with this! unfiltered, undelayed data is extremely important!

[aslane]

Well, here is a way around the T&S delay.

Just load the attached indicator on a chart, and it will do Time & Sales on the right side of the chart. It updates as close to real time as possible given that it is on a chart.

The indicator mimics T&S with the exception that it does not highlight trades at the daily high/low, and it formats the block indication a little differently. Since it is using space on the right side of the chart, you need to change the right side margin to account for the additional space required.

Note: This is forcing a chart refresh every tick, so user beware.

Pull it up next to a T&S with 40 or so rows, and while the market is moving fast, you will see that T&S with a delay does not hack it.

[Pipskateer]

Is there a NT6.5 version of that T&S indy?

[aslane]

Is there a NT6.5 version of that T&S indy?

No, but looking at the code, I don't see much that would need to change to get it to work in 6.5. The main thing that comes to mind is changing the GridCategory back to Category. There may be something else, but it was only intended to be for 7.0 to show the issue with the update interval.

[mjc4118]

Time and Sales Refresh

While I can relate to the .25 second refresh on the charts ... and deal with it..

TIME AND SALES window should be real time. The gain refreshing this one window every .25 seconds is Zip/Nada/None when the adverse effect to the tape readers is horrendous!

TAPE is TAPE. Speed and flow and bursts of sales on the tape are important to tape readers .... bursting the tape with a flood of data every .25 seconds ...not good...not good at all.

[JS999]

While I can relate to the .25 second refresh on the charts ... and deal with it..

TIME AND SALES window should be real time. The gain refreshing this one window every .25 seconds is Zip/Nada/None when the adverse effect to the tape readers is horrendous!

TAPE is TAPE. Speed and flow and bursts of sales on the tape are important to tape readers .... bursting the tape with a flood of data every .25 seconds ...not good...not good at all.

As a tape reader I agree with this. I have found a work-around by using the indicator provided in this thread, but it would be a lot better if they just put the option in the time and sales window itself. I don't see the problem with enabling it as an option and surrounding it with a big red warning flag so users would know that it could have adverse performance effects. Truthfully, the performance hit is not that bad on a very fast system especially if you don't have a ton of charts open, and computers are only getting faster and faster all the time.

As users, I think that we should have the ability to customize our setups in whatever way aids our trading, instead of having NT arbitrarily remove a very useful feature that existed in the previous version. As you mentioned, a .25 second refresh on the time and sales effectively makes it completely useless for tape readers.

[Pipskateer]

No, but looking at the code, I don't see much that would need to change to get it to work in 6.5. The main thing that comes to mind is changing the GridCategory back to Category. There may be something else, but it was only intended to be for 7.0 to show the issue with the update interval.

Thanks Aslane,

Was just wondering if it was already written, more for the convenience factor it may offer, but I may be more interested in a 6.5 version if the NT7 release keeps getting pushed back.

[maxima]

250ms is laughable value.... working two years on new version ! and such a flop!

even Sierra does 50ms!

[JS999]

Since you guys (NinjaTrader) have not responded to this issue and since it seems fairly obvious that you do not currently intend to change your minds and allow refreshing on every tick instead of a 250 ms locked-in rate, let me give you some evidence that should convince you.

I am currently running 4 simultaneous copies of NT 7, 3 of them in virtual machines. In total, I have 73 charts up, some of them with lookback periods as far as 365 days. On one particular virtual machine, I have 2 charts which both have the time and sales indicator that someone coded up for NT7, which refreshes trades on every tick, as well as an additional 23 charts each set to a refresh of 200 milliseconds. All of the 73 charts have multiple indicators set to CalculateOnBarClose = false.

In this setup, everything runs FINE.

I am running a Core i7 920, which is a fast processor, but by the time NT 7 is released into production is going to be an upper mid-range processor. There are also plenty of other processors that could handle a load similar to this, including many Athlons (which are cheaper).

The only reason that you guys disabled this refresh rate thing on the Time and Sales ticker is because you feel that some users may have performance issues. This makes no sense. For starters, you can set the default to 250 ms and make a big warning about changing it to refresh on every tick... which means that if someone screws around with it and causes performance issues, it's their own fault. Secondly, as you can see, those of us with more powerful machines have absolutely no problems handling refreshes on every tick, even with a whole boatload of charts loaded. Finally, what makes you think that some trader out there isn't going to want to run NT with only a couple of charts and a time and sales ticker refreshing on every tick, even if it was on a lower powered machine? Even a low-powered machine could handle that. Do some tests and you will see that the performance refreshing on every tick is just fine for a lot of people in multiple scenarios, and there is no need to disable that option.

This decision has already caused you some flak from certain users, and is only going to cause you even more once you go to public beta and then finally production. There are people out there that need this functionality, and the fact that you have disabled it for performance reasons is patently ridiculous, especially with today's hardware and considering the fact that under many scenarios the performance is just fine on mid-range hardware.

Look, I don't personally care about this that much - I have found my workaround with this indicator and I'm OK with it. However, for your own sakes you might want to reconsider this decision before more users find out about it and cause you grief. Your rationale for removing this option just doesn't make sense in today's environment, so I would re-enable it if I were you. Just some advice...