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Inconsistent order processing times by NinjaTrader

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    Inconsistent order processing times by NinjaTrader

    Hello, using a Sim101 account I manually placed a market order in Ninja and then recorded the time it takes for the Order State to change from "Initializated" to "PendingSubmit". I obtained these order processing times from the Ninja trace file. I did this excercise 7 times to look for stability and consistency. Here are the results:

    2 milliseconds, 16ms, 2ms, 4 ms, 2ms, 2ms, 31ms.

    Most of the time it only took ninjatrader 2 milliseconds to "submit" the order after the mouse button was clicked which is really fast. But why did ninja take 31 milliseconds one time and 16 milliseconds another time to submit an order as this is a big difference from the normal 2 milliseconds it takes ninja to submit an order. I also have TradeStation running 11 charts with very large EL programs (4300 line codes) applied to each of the 11 charts which run the EL programs each tick. Maybe the 31 milliseconds long time was caused by TradeStation using the thread at the same time ninja wanted to use the thread hence the thread was busy?? If this is the case is there any way to fix this problem like changing the ninjatrader process priority from Normal to AboveNormal? Or should I really be running NinjaTrader on the first CPU core and TradeStation on the second core (As I only have a dual core processor - Intel i5) via the "processor affinity" feature in task manager? what is your recommendation here in order to help ninja to submit orders in a fast time like 2 ms but in a much more consistent manner, like 2ms for 90% of all orders submitted across a given trading week?

    Thanks in advance.

    Regards,

    Rod

    #2
    Hi Rob, first of all you would need to understand that multicore and multithread / process would be two different terms, so internally your PC may have 2 cores but internally each would process multiple threads. So unless one core is maxed out at as those operations are done, I would not suspect a processing issue. As for the times you gathered from the trace file, NT itself is a multithreaded application (as we had explained on prior posts around the topic) and as such the times you see correspond to the logged actions in the files not the actual realtime event processing times, so your conclusion it not a valid one.\

    You could of course explore the affinity options you raised, however officially we could not make recommendation.
    BertrandNinjaTrader Customer Service

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