Level 2 posting speed

[tinkerz]

Hi

Am I correct in saying that all posts to level 2 data are at 200ms intervals?

And volume traded is set in batch of 200ms?

I am trying to understand the frequency of posting level 2 data and volume data

Thanks

Tinkerz

[NinjaTrader_Lance]

Hello,

Who are you connected to?

The data should come through as it is made available and will not be in a set interval.

[tinkerz]

I am connected to CQG.

How does NT process all this data then? I am curious to know so I can understand the update speed for a formula I am working on.

Does NT collect the data then action at a minimum speed?

[NinjaTrader_Lance]

Hello,

There is no minimum speed used and it will be updated every time OnMarketDepth() is fired, meaning every time the provider sends us the level 2 data: http://www.ninjatrader.com/support/h...arketdepth.htm

The charts are limited visually by a refresh speed that can be set in the chart properties however this value does not affect the calculations of the strategy or indicator.

Please let me know if I can be of further assistance.

[paulg]

210 ms minimum is mandatory for Chart Properties: why?

Hello,
...

The charts are limited visually by a refresh speed that can be set in the chart properties however this value does not affect the calculations of the strategy or indicator.

"A value of 200 ms or less will be CPU intensive and can adversely affect performance especially in high volatile market activity".

Actually leaving 200 ms or above could be affect my performance... so why it's mandatory that 210 ms or higher? The issue seems the be software itself not the hardware specs of the user.

Why there is not only the alert of the 200 ms for chart properties but actually there is no way to set at 0.2 (sec) but the minimum is 0.21 (210 ms)?

[NinjaTrader_Lance]

Sorry I don't know that I fully understand your question.

You can set this value below .2 however this is not recommended as it can slow computer performance and does not increase the rate at which data arrives at your computer. It only affects the display rate of the chart.

You can change this setting by right clicking the chart -> properties -> Display update interval (sec)

[paulg]

How to speed up charts..?

Sorry I don't know that I fully understand your question.

You can set this value below .2 however this is not recommended as it can slow computer performance and does not increase the rate at which data arrives at your computer. It only affects the display rate of the chart.

You can change this setting by right clicking the chart -> properties -> Display update interval (sec)

So how to speed up charts when it seems the data is 'cached' and plotted with delay all the same time during spikes or fast markets?

Please don't tell me that I have to "update at the close of the bar".... I need realtime updates on 33 charts about which 10 are tickcharts, all in one workspace using Gomcd indicators.

My hardware is Windows XP Pro x64, 4 Gb RAM, i7 860 OCed 4 Ghz, 2 x NVS Quadro 290. 256 Mb each videocard.

[NinjaTrader_Matthew]

The underlying tick processing done by the NT Core is not delayed or filterer as long as your CPU can keep up with the ticks it is processing. This information will be sent in directly as it is reported by the data provider. Depending on who you use for data, they may be sending 'snap shots' rather than unfiltered feed such as Kinetick.

The Display update interval only changes how often the chart itself repaints. This is just a visual property. You can set this as low as .1 sec, however there is a warning that will remind you that this can use more CPU resources than is necessarily. In fact, setting this to a lower value could very well throttle the time it takes for the core to process the ticks as it's working on visually updating the chart, resulting in delayed ticks.

[paulg]

The underlying tick processing done by the NT Core is not delayed or filterer as long as your CPU can keep up with the ticks it is processing. This information will be sent in directly as it is reported by the data provider. Depending on who you use for data, they may be sending 'snap shots' rather than unfiltered feed such as Kinetick.

The Display update interval only changes how often the chart itself repaints. This is just a visual property. You can set this as low as .1 sec, however there is a warning that will remind you that this can use more CPU resources than is necessarily. In fact, setting this to a lower value could very well throttle the time it takes for the core to process the ticks as it's working on visually updating the chart, resulting in delayed ticks.

Thank you for your reply.
I used DTN Iqfeed and also Rithmic with the same i7 overclocked hardware (is 4 Ghz CPU / 4 Gb RAM with 2.5 Gb free not enough when NT uses only 250/300 Mb?) but I saw the same behaviour during fast markets.

Now I'm trialling CQG demo feed with AMP.

Is CQG feed a 'snap shots' feed like a famous another one... or it's' being coalesced by Ninja as it happens with TT fix?

[NinjaTrader_Matthew]

CQG is an unfiltered connection.

[paulg]

CQG is an unfiltered connection.

So given the hardware setup and the feed I should be in an optimal position.
But the issues are there during fast market or general peak of traded traded.

Is there any way to use the power of a GPU card to run Ninjatrader?

[NinjaTrader_Matthew]

We do not currently support any form of GPU processing at this time.

[paulg]

Will Niniatrader 8 support Nvidia CUDA or other GPUs for better performance in realtime processinf oof the indicators?

[NinjaTrader_Matthew]

It's unlikely CUDA support will be added in the next major release, but I can't say for sure. Please check back closer to the release of the next major version.

[paulg]

That's fine; thank you.