Slow Opto's on 30 second timeframe

[crimsonite]

Everytime I try to do an opto on the 30 second time frame, it is extremely slow... my data feed is working fine, and I've tried other data feeds with the same problem. 5 min and above time frames are quick. 2 and 3 mins are fine.

[NinjaTrader_Jason]

Hello crimsonite,

Please note that 30 second bars will be build by historical tick data. Tick data takes more time to load compared to minute data. When you perform an optimization on 30 second bars, it creates the 30 second bars from tick data. So it needs to load all tick data for the dates you request. Minute data will be quicker since it only loads OHLC values for each minute. There is much more tick data to load for the same minute, so it will be slower.

I suggest to reduce the amount of historical data requested for the 30 second optimization or use less optimization parameters to speed up the optimization.

[crimsonite]

I found out how to download historical data before hand... this seems to speed it up.

I only have one opto parameter, and would normally take 1/2 minute with 5 min bars (so 5min+ on 30sec).

Is there a way to save data while staying connected so Ninja does not constantly download from my feed?

[NinjaTrader_RyanM1]

Hi crimsonite,

Is there a way to save data while staying connected so Ninja does not constantly download from my feed?

Yes, these are two different options you can set. Click Tools > Options > Data tab for both of these.
Save real time data by checking "Save chart data as historical".
Disable historical data requests by unchecking "Get data from server".

To find out when NinjaTrader makes historical data requests, please see the following link:
When does NinjaTrader load historical data?

[crimsonite]

Excellent! Now my broker is happy because I'm using the feed much less!

[crimsonite]

I think my feed is the biggest problem... it is very, very slow.

I tried the Kintek end of day for free, but was wondering if there would be a place where I can trial feeds for free?

Historical data shouldn't be expensive, it's my understanding real time data is where the money comes in...

Sorry if these are basic questions...

[NinjaTrader_Jason]

Only the Kinetick EOD, Yahoo and Google connections are free to create. However, these connections provide historical daily data only.

Please see the link below under 'Understanding the data provided by your connectivity provider' which will list all supported data feed providers and what data they support.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

The matrix will list 'data feeds only' such as Kinetick and DTN IQFeed, but it lists broker technologies as well such as Zen-Fire and CQG.

The broker technologies can only be used if you have an account at a supported broker partner that uses the broker technology in question. They will provide data in NinjaTrader and will allow you to trade your account at your broker.

The 'data feeds only' will only provide data in NinjaTrader. You will need to have a subscription with one of these data providers to obtain login information, which you enter upon creating a connection.

As per NinjaTrader 7, our preferred market data service is Kinetick. Real time service starts as low as $50 per month. If you trade CME Globex products, you can have these exchange fees waived if you have a qualified brokerage account. This service is only available for NinjaTrader 7. Please visit www.kinetick.com for more detailed information.

[crimsonite]

Thanks for the info. Sounds really good.

I'm fairly certain my broker is throttling my feed... is this possible? I didn't know they used allot of bandwidth (feeds). I've been using Ninja full time since a couple of months ago, and haven't been saving historical data until recently.

[NinjaTrader_Jason]

Unfortunately I am not quite sure what you mean by "throttling". I suggest to contact your broker regarding this inquiry.

[crimsonite]

Hi crimsonite,



Yes, these are two different options you can set. Click Tools > Options > Data tab for both of these.
Save real time data by checking "Save chart data as historical".
Disable historical data requests by unchecking "Get data from server".

To find out when NinjaTrader makes historical data requests, please see the following link:
When does NinjaTrader load historical data?

One other question... when I uncheck "get data from server", this just means it won't get data from the server if it's available, but will get it if I do not have data stored?

[NinjaTrader_Jason]

If you uncheck this option, no historical data will be loaded from the historical data server even if you do not have it stored in NinjaTrader.

[crimsonite]

If you uncheck this option, no historical data will be loaded from the historical data server even if you do not have it stored in NinjaTrader.

Okay. That's probably better anyways...

Is it possible to cross reference two historical data sets or two feeds? Thanks for the continued help...wouldn't get this with Sierrachart!

[NinjaTrader_Jason]

You are welcome - glad to help out.

I am not quite sure if I follow. Am I correct you like to determine what data feed will be used for two historical data sets i.e. one historical data set is loaded by one data feed and the other historical data set is loaded from the other data feed?

Unfortunately this is not supported. When connected to multiple connections simultaneously, NinjaTrader will receive data from the first connection. Only when the first connection does not support an instrument type (futures, equities, forex, index), NinjaTrader will receive data from the second connection. More information can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/multiple_connections.htm

[crimsonite]

You are welcome - glad to help out.

I am not quite sure if I follow. Am I correct you like to determine what data feed will be used for two historical data sets i.e. one historical data set is loaded by one data feed and the other historical data set is loaded from the other data feed?

Unfortunately this is not supported. When connected to multiple connections simultaneously, NinjaTrader will receive data from the first connection. Only when the first connection does not support an instrument type (futures, equities, forex, index), NinjaTrader will receive data from the second connection. More information can be found at the link below.
http://www.ninjatrader.com/support/h...onnections.htm

No I was just wondering if it'd be possible to "cross reference" two sets of historical data... I'd hate to opto on data that happened to be bad! I have a couple feeds, if there's an option for it I'll try it out.

Thanks, c

[NinjaTrader_Jason]

Unfortunately there is no such option available in NinjaTrader.