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Lag with market replay connection - does this reflect actual lag?

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    Lag with market replay connection - does this reflect actual lag?

    Bit of a strange query here.

    I have a long list of stocks which I have loaded into the market analyzer on a daily basis. I noticed when using the Market Replay connection, where I can slow things down, rewind etc, that some of these stocks have a very bad lag.

    Most of them will update each bar at the appropriate time. However, some stocks might update a bar up to 1 minute late! I am trying to discover if this is an issue with the market replay, or a real issue with my data feed/internet connection. It is difficult to observe with real time data, as it is difficult to know which stocks are going to be updating late....

    I am using DTN IQ feed.

    Not sure if anyone has any ideas what is happening here, or a some way to see if it is happening with realtime data?

    #2
    Hello,

    Thanks for your note.

    Are we talking the bars themselves forming or the indicators calculating?

    Also, what speed are you running market replay at?

    Finally, Can you please let me know what version of NinjaTrader you are using this is located in the Control Center under Help->About and is to the right of the NinjaTrader logo.


    I look forward to assisting you further.

    Comment


      #3
      NT 7.0.1

      This still happens when running at 1x speed.

      Both Bars and Indicators are updating at the same time (e.g. either both "on time" or both are "late").... e.g. it seems to be a problem with the data itself.

      I *think* it is reproducable/consistent e.g. if bar 1 of MSFT arrives late, then when I rewind and replay, it arrives consistenly late at the same time. However, I am not 100% sure about this, I will have to confirm on Monday.
      Last edited by AntiMatter; 02-25-2011, 07:51 AM.

      Comment


        #4
        Hello,

        So when you see it arrive "late"

        How specifically do you know its late?

        For example the bar time stamp is different then your local PC time stamp? Or how are you determaining this?

        I look forward to assisting you further.

        Comment

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