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Market Replay Download speeds

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    Market Replay Download speeds

    Is it just me, or is anyone else experiencing extremely slow download speeds for Market Replay data?

    I typically download data for the ES, YM, NQ, and the 6E and typical download speeds range between 60 and 150 seconds per trading session, depending upon the instrument and time of day. Recently those times have ballooned to over several minutes each.

    I measured my download speeds elsewhere on the Net and everything is normal - except, that is, when I hit the NinjaTrader Market Replay data servers. Any ideas?

    #2
    Hello morpheus

    Thank you for your post.

    I've just tried a few downloads here and each did appear to complete in a relatively short amount of time. Since the Market Replay server appears to be correctly running and I have not seen similar reports from other users, I'm not exactly sure why you would see a longer wait on your side. Could you please try rebooting the PC, modem and router? Many times restarting these components and clearing any internal caches which they hold can help to improve load times.
    KyleNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Kyle View Post
      Hello morpheus

      Thank you for your post.

      I've just tried a few downloads here and each did appear to complete in a relatively short amount of time. Since the Market Replay server appears to be correctly running and I have not seen similar reports from other users, I'm not exactly sure why you would see a longer wait on your side. Could you please try rebooting the PC, modem and router? Many times restarting these components and clearing any internal caches which they hold can help to improve load times.
      Thanks for the quick response, but I reboot my workstation every single day so I doubt that rebooting will address this issue. And again, I use the same router and internet connection to access the rest of the web and have observed no slowdowns anywhere else. Speakeasy, for example, shows that I get over 20Mb/s download speeds anywhere from here (Washington DC) to San Francisco.

      Having said that, there is no doubt, that it could be on my end as I just upgraded to Firefox's latest browser and there is no doubt that my friends at Avast could be playing havoc with my incoming data. Just to double check, I will try a download from a totally different computer through the same internet connection and let you know what happens.

      I should also add that this is fairly recent behavior. I noticed this speed drop about a week ago and just assumed that you were having some server issues. I'll get back to you.

      Comment


        #4
        Originally posted by morpheus View Post
        Thanks for the quick response, but I reboot my workstation every single day so I doubt that rebooting will address this issue. And again, I use the same router and internet connection to access the rest of the web and have observed no slowdowns anywhere else. Speakeasy, for example, shows that I get over 20Mb/s download speeds anywhere from here (Washington DC) to San Francisco.

        Having said that, there is no doubt, that it could be on my end as I just upgraded to Firefox's latest browser and there is no doubt that my friends at Avast could be playing havoc with my incoming data. Just to double check, I will try a download from a totally different computer through the same internet connection and let you know what happens.

        I should also add that this is fairly recent behavior. I noticed this speed drop about a week ago and just assumed that you were having some server issues. I'll get back to you.
        Ok, I rebooted 2 physical computers, 2 virtual machines, and even rebooted and reset the router to make sure that everything had been reset. The downloads are still dog slow. For example, I did some test downloads of the 6E 03-13 contract for 1/30 and 1/31. The 1/30 data downloaded in 01:40 (100 seconds) (average of 4 runs), while the 1/31 data took about 3 minutes (180 seconds). As I said, these downloads usually take about 1/3 that amount of time. The ES, which has much more volume, takes upwards of 6 minutes to download, as opposed to about 2 minutes normally. Something is terribly wrong.

        Now, I can venture farther down that "rabbit hole" and completely tear down and reconfigure my machines (and - NO - I'm not gonna do that, LoL) but I seriously doubt that there's anything wrong with my hardware/software environment. These machines are connected to the Net all day and the router is on 24/7, so if there was a connectivity problem - trust me - I'd hear about it.

        Are you certain that the WAN side of your Replay data servers are operating properly? If so, and no one else has any issues, I have to assume this is an issue with my ISP. Maybe Verizon doesn't like me talking to your servers any more.

        Please let me know if you find anything. Thanx.

        Comment


          #5
          Hello,

          The system does appear to be working normally here and I've not seen any other reports of this today. While I can't be sure that the issue is network/ISP related, that does seem to be what this points towards currently.
          KyleNinjaTrader Customer Service

          Comment


            #6
            Originally posted by NinjaTrader_Kyle View Post
            Hello,

            The system does appear to be working normally here and I've not seen any other reports of this today. While I can't be sure that the issue is network/ISP related, that does seem to be what this points towards currently.
            Hi Kyle,

            I just had as long chat with my ISP (Verizon) who verified that my system is working properly and that I do, indeed, seem to be getting the 25Mb/25Mb throughput I'm paying for. And that does correlate to the speed tests I've conducted and my general Internet usage experience. As an interesting aside, they claim that they do NO monitoring of Intenet usage and do not cap bandwidth except in instances of proven illegal activity. I'm not sure if I buy all of that, but that's what he said.

            So that leaves me where I started, with Replay downloads that take 3X longer than they did a week ago. I'm not sure what to make of it, so I guess I'll just have to wait until the problem "goes away" just like it appeared - mysteriously ...

            Thx

            Comment


              #7
              Market Replay Downlaod

              Why is it that we can only download one day at a time? And then....why can't we download multiple symbol data for a given day? Make no sense to me.

              I've written a downloader...but it it slow because of this one at a time limitation.

              You must have some agreement with the data providers that you will not allow multiple connections to download data on multiple instruments simultaneously????

              Leroy

              Comment


                #8
                Originally posted by ldissinger View Post
                Why is it that we can only download one day at a time? And then....why can't we download multiple symbol data for a given day? Make no sense to me.

                I've written a downloader...but it it slow because of this one at a time limitation.

                You must have some agreement with the data providers that you will not allow multiple connections to download data on multiple instruments simultaneously????

                Leroy
                I am very close to finishing such a system....

                I too did notice 90+ seconds for l1 and l2 data when i tested 2 weeks ago. (ES data only)..

                Comment


                  #9
                  Almost finished also

                  Are you saying that you can make multiple requests for replay data at the same time?

                  My downloader is pretty nice and functions about as well as can be expected...given the limitations within Ninja Trader.

                  Mine runs as a strategy and keeps track of what it has downloaded, so you can start and stop it...without having to re-download data you've already downloaded.

                  Leroy
                  Last edited by ldissinger; 02-04-2013, 06:47 AM. Reason: Added a question

                  Comment


                    #10
                    Hello ldissinger,

                    Thanks for writing in.

                    Development is taking consideration the ability to allow downloads of multiple instruments and/or days at a time from our servers. This data is currently available for free to all users from NinjaTrader and the download steps must be repeated to get multiple days and/or instruments.
                    BrandonNinjaTrader Customer Service

                    Comment

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