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Is there Limit on Instruments in MA!!!!

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    Is there Limit on Instruments in MA!!!!

    I am wondering if there is a limit on how many # of Instruments we can scan through MA! I have used MA on ETF list close to 800 ETFs, I have used it on SP500 as well. The issue is at times it works fine but many a times it gets stuck in between showing a dialog box of requesting data for a particular instrument. Everything works fine if the list of Instruments is 100 or below. I want to scan a list of 8000 stocks....


    Am I missing anything!!!

    #2
    isitpossible,

    Thank you for your forum post.

    There is no limit from NinjaTrader on this. The market analyzer opens a data connection for every instrument that is listed in the market analyzer. The data stream depending on your data provider will include live and historical data. Requesting live data for over 8000 stocks would require huge amounts of bandwidth and processing power. How many stocks can be opened in a market analyzer vary from computer to computer and from connection to connection. Regardless here is our performance tips for the market analyzer.

    http://www.ninjatrader-support.com/H...manceTips.html

    Most likely 8000 instrument in the MA is too much on a live connection. One thing I may recommend is that the yahoo connection is not a live data connection and only provides end of day data for stocks. If you are analyzing your setups on daily charts this may be a better option for you.

    Let me know if I can be of further assistance.
    BrettNinjaTrader Product Management

    Comment


      #3
      Thx, this helps to some extent. I will try and tweak the settings.

      1. Is all the historical data requested every time for an Instrument in MA? or incremental data is requested based on previous requested data! is the historical data saved on pc so that repeated historical data is not requested.
      2. I use daily or weekly scans and EOD will be sufficient but when I use big Instrument list with yahoo data connection it seems to get stuck quite often and the only way to close the application is via killing it thru task manager. When I use Ameritrade it atleast seems to work sometime.

      PC has Pentium 4 3GHz & 4GB RAM so memory and processing power should not be an issue. Also, I am using highspeed internet connection hence the bandwidth should not be an issue. Using feed from Ameritrade without any issues or limitation for # of symbols.

      Especially when the application gets stuck and displays dailog "requesting data for <symbol name>", under task manager we can see the application is not doing anything and cpu usage is either 0 or 1.

      Is this a bug with NinjaTrader or the application is simply not designed to handle big instrument lists?

      Comment


        #4
        isitpossible,

        1) Historical data is requested from the data connection every time you load the market analyzer when you are connected.

        2) When this happens this means that you have hit a wall of some sort, unfortunately there is no real way to tell what that wall is, whether its your RAM, bandwidth, also there is often some limit of the amount of data a provider will allow you or a number of active instruments that you are allowed open at a time. The only thing you can do is try again after reducing the load tell you find out what your data provider/computer/bandwidth combination can handle.

        3) Even with 3ghz processor and 4 gb of ram this is probably not possible. I am unsure as to what specs your PC would need in order to receive and process this data as I have not done specific testing on this,however most data providers will not allow you to open this many active data connections.

        4) The software isn't really setup for stock scanning of 8000 or more stocks. To get what you need you will probably need to rely on a stock scanning service that has the server rooms and commercial bandwidth necessary to monitor and analyze all these stocks in real time, or use a program that processes stock data in a delayed format that allows for scanning a huge stock lists, as NinjaTrader is a real time trading platform.
        BrettNinjaTrader Product Management

        Comment


          #5
          Thanks for prompt reply....

          Comment

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