Price update order for charts and T&S

[Drew]

I have been noticing that for some charts and time and sales windows there is sometimes a delay (1-2 seconds) in update of time and sales windows or specific charts versus the changes natively displayed in IB or some other charts. I suspect that there is some relationship of the order created to how things are updated?

I have open a set of 60,15,5,1min, 100 (YM) 2000 (ES) vol charts for the ES and YM. I use chart trader on the vol or 1 min charts. Then I have time and sales windows for ES, YM, ZB. Also have 1 or 5min charts open for Tick, Trin, ZB, QM, FDAX, NQ. Using buy/sell pressure indicator on 1min/vol charts and 5 min charts. Stoch, MACD, Momentum on most charts.

I am running a 3.2 GHz pentium with 4MB (or whatever is recognized) RAM. Enseo MVP Professional ZX 4 monitor card driving 3 monitors (It is old, but it works...)

Still paper trading, so it is a SIM account, connected to a IB live account (not IB paper). However will be moving to live trading soon, so need to resolve.

In full disclosure... I do run a Hotcomm client on the same machine, maybe that is the problem... (I know I should move it...)

I seem to have fixed it by recreating the workspace opening the most critical charts first (time and sales and the chart trader charts)

How are price updates for the charts processed and do you have any suggestions regarding perceived update lag?

[NinjaTrader_Dierk]

I suppose you hooked up NT to IB and now are comparing the incoming data in the T&S window with that you see in IB TWS: In that event NT only displays data it receives from IB. There is no programmatic delay by NT or so. Meaning any delay you experience is causes by the IB API sending out data delayed to NT.

[Drew]

Dierk, thank you for the quick reply. However it is not the difference between IB and some of the IB Charts. It is that some IB Charts/T&S update right in synch with IB and some are lagging. Trying to understand why some IB charts lag

[NinjaTrader_Dierk]

Not sure I follow: Are you comparing NT UI components feed by IB data with IB TWS native charts, in which case my comment below applies, or are you comparing only IB TWS internal charts/UI components, in which case I suggest posting your issue on the IB forum.

[Drew]

I am specifically talking about a difference in between NT charts only. for example an NT YM 1 min chart will update right with IB while NT YM times and sales lags. This has nothing to do with IB

[NinjaTrader_Dierk]

To clarify: you see a tick coming in on the YM 1 minute chart, and you see this tick in the NT T&S window lagging?

If that is true:
a) how much is the lagging? seconds? minutes? or is the tick not visible on T&S window at all?
b) what's your CPU load at that time? please check the task manager
c) does it make any difference if you remove indicators from the YM chart
d) if you have 3rd party components installed: does it make any difference as you uninstall these components?
e) does it make any difference if you close all windows apart from the YM chart, the YM T&S window and the CC?

[Drew]

Yes, when I see a tick coming in on the YM 1 minute chart, I see this tick in the NT T&S window lagging in one case.

The lag is at the most 2 seconds

I will check on CPU load. I have no 3rd party components installed. It does seem to happen in faster markets. so likely that it shows up under higher loads

I will try closing the other windows. The one thing that I do notice is that it seems that the charts/windows that I created first in the workspace update first. I created a new workspace loading time&sales first. In this case time and sales stays in synch and a chart may lag. Should there be any effect where the order of chart/window creation does show an effect under high loads?

[NinjaTrader_Dierk]

>> Should there be any effect where the order of chart/window creation does show an effect under high loads?
Yes, but only at high volume.

However, this whole story still is weird, since e.g. the ZenFire feed which has at least 10 times the volume than IB does not exhibit this behavior.