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Delay between incoming oif and execution to long

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    Delay between incoming oif and execution to long

    Hi,

    I use the automation, but I have a problem. Between incoming oif and sending order from NT to the IB-TWS the NT delayed the order for 3-4 seconds (see logfile

    9/11/2006 09:08:51|1|1|AT, 'PLACE;DU6889;FDAX 12-06;BUY;1;MARKET;0;0;DAY;;;DAX_1Stk_Target_3.0;' processing
    09/11/2006 09:08:55|1|32|Submitting order with strategy


    09/11/2006 15:36:17|1|1|AT, 'PLACE;DU6889;FDAX 12-06;BUY;1;MARKET;0;0;DAY;;;DAX_1Stk_Target_3.0;' processing
    09/11/2006 15:36:20|1|32|Submitting order with strategy

    Is there a way, that NT slash the time between incoming oif and submitting??

    Torso

    #2
    imported post

    Does this happen on every order or only on the first order placed after starting NT?
    RayNinjaTrader Customer Service

    Comment


      #3
      imported post

      Hi,

      I observed the problem a little time. The delay is only on the first order, see log

      1.order:

      4/01/2007 03:03:16|1|1|AT, 'PLACE;U75966;HSI 01-07;SELL;1;MARKET;0;0;DAY;;;HSI_1x_Target-20;' processing
      :?--------> now 4sec. !!
      24/01/2007 03:03:20|1|32|Submitting order with strategy
      :?--------> now 5sec. !!
      24/01/2007 03:03:25|1|32|Order='6c92d82891ef40508db5f94391033 6f7/U.....' Name='Entry' New State=PendingSubmit Instrument='HSI 01-07' Action=Sell ......
      :?--------> now 9sec. (waiting for execution?? strategy is go short, MARKET)
      24/01/2007 03:03:34|1|32|Order='29779622/U.....' Name='Entry' New State=Accepted Instrument='HSI 01-07' Action=Sell .....
      24/01/2007 03:03:34|1|32|Order='29779622/.....' Name='Entry' New State=Working Instrument='HSI 01-07' Action=Sell.....
      24/01/2007 03:03:34|1|32|Order='29779622/U.....' Name='Entry' New State=Filled Instrument='HSI 01-07' Action=Sell.....
      24/01/2007 03:03:34|1|16|Execution='HSI 01-07/0000ee9b.3e0afcf9.01.01' Instrument='HSI 01-07' Account='.....Time='24/01/2007 03:03:34'
      24/01/2007 03:03:35|1|32|Order='.....


      2.Order

      4/01/2007 03:08:19|1|1|AT, 'CLOSEPOSITION;...;HSI 01-07;;;;;;;;;;' processing
      24/01/2007 03:08:19|1|32|Order='29779623/...' Name='Stop1' .....
      24/01/2007 03:08:19|1|32|Order='29779624/....' Name='Target1' .....
      24/01/2007 03:08:19|1|32|Order='6391b30addd24979a7d2e3f2436d4 7cb/U.....' Name='Close' New State=PendingSubmit Instrument='HSI 01-07' Action=Buy.....
      24/01/2007 03:08:20|1|32|Order='29779623/U.....' Name='Stop1' New State=Cancelled Instrument='HSI 01-07' Action=Buy.....
      24/01/2007 03:08:20|1|32|Order='29779624/.....
      24/01/2007 03:08:21|1|32|Order='29779625/.....
      24/01/2007 03:08:21|1|32|Order='29779625/.....
      24/01/2007 03:08:22|1|32|Order='29779625/.....
      24/01/2007 03:08:22|1|16|Execution='HSI 01-07/0000ee9b.3e0afd2f.01.01' Instrument='HSI 01-07' Account='.....Time='24/01/2007 03:08:22'
      24/01/2007 03:08:23|1|64|Instrument='HSI 01-07' Account='U.....' Avg price=0 Quantity=0 Market position=Long Operation=Remove Currency=HongKongDollar



      3.order

      24/01/2007 03:11:55|1|1|AT, 'PLACE;U.....;HSI 01-07;SELL;1;MARKET;0;0;DAY;;;HSI_1x_Target-20;' processing
      24/01/2007 03:11:55|1|32|Submitting order with strategy
      24/01/2007 03:11:55|1|32|Order='b24c4cd20a404b1987b23e41511c5 76a/U.....' Name='Entry' New State=PendingSubmit Instrument='HSI 01-07' Action=Sell.....
      24/01/2007 03:11:57|1|32|Order='29779628/U.....' Name='Entry' New State=Accepted Instrument='HSI 01-07' Action=Sell.....
      24/01/2007 03:11:57|1|32|Order='29779628/U.....' Name='Entry' New State=Working Instrument='HSI 01-07' Action=Sell.....
      24/01/2007 03:11:57|1|32|Order='29779628/U.....' Name='Entry' New State=Filled Instrument='HSI 01-07' Action=Sell.....
      24/01/2007 03:11:57|1|16|Execution='HSI 01-07/0000ee9b.3e0afd76.01.01' Instrument='HSI 01-07' Account='..... Time='24/01/2007 03:11:57'
      24/01/2007 03:11:57|1|32|Order='.....


      It seems that is only the first order a problem, but the delay near 10sec. or more are a great problem for me trading in fast markets. any ideas?

      Torso

      Comment


        #4
        imported post

        9 out of 10 times when we get reports like this it's a resource problem, meaning:
        - PC does not have enough RAM
        - there is not enough RAM available, since a lot of programs are running

        DierkNinjaTrader Customer Service

        Comment


          #5
          imported post

          Most people have either upgrade RAM or, submitted a dummy order on start up to get around if they want to stay with current PC set up.

          Ray
          RayNinjaTrader Customer Service

          Comment


            #6
            imported post

            Thanks for help.

            It´s true, if the NT application is with the first trade in the WindowsXP-swap-file, the first trade need longer.

            Now I make first of all a dummy trade, then NT work fine.

            Torso

            Comment


              #7
              Having same issue and want to try the dummy trade. How do I accomplish this properly?

              I heard the order submitted audio prompt but it didn't show up and execute until 15 seconds later. I'm currently testing with a TWS paper account using the API gateway.

              Thanks!
              Last edited by Dragon989; 11-06-2018, 04:37 PM.

              Comment


                #8
                Hello Dragon989,

                It looks like this is a very old post and we would likely still more information about the situation you are seeing now to be of further assistance. So we do not reopen an old thread, would you post a new topic about this question under the technical support section for the version of NT you are referring to? Also please include any details such as the OIF you used in addition to your question.

                I am unsure what solution the user had ended up using as that was not posted but would be happy to further assist with further information. This may be to just place any trade on the Sim101 account prior to using the OIF system but I would likely need more information here to address what you are seeing specifically now as this information is very old.


                Please let me know if I may be of further assistance.
                JesseNinjaTrader Customer Service

                Comment

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