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RT Processing

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  • dmking
    started a topic RT Processing

    RT Processing

    I have 3 RT data feeds one of which is Kinetick.

    I have 4 charts open in NT8 - 3 SPY & ES. I have 1 3rd party indicator running on each chart. I noticed that there was a difference between the Last Trade displayed on the charts and the other two data feeds which agreed with each other. I thought it was the Kinetick feed so I sent a query to them. On a hunch I clicked to Update the Historical Data on one of the Charts. Turnns out thatt the chart was not updating. After updating the data the Last Prices agreed across all of the feeds and the NT charts updated as well. Then afterf a couple of minutes it appeaars tht the Last Price on the NT charts starts to slow down relative to the other data feeds . For example the other two feeds for the SPY right now read 277.31, NT is 277.10. Its minor but they should all agree to a certain extent.

    This is weird as I haven't seen anything like this before. Maybe it's the 3rd party addon. SPY LP = 276.94, NT SPY = 277.06

  • dmking
    replied
    I am looking at the Last Price on 3 RT feeds ToS, Fidelity ActiveTrader Pro and NT8/Kinetick. ToS and ATP agree to the penny. NT8 does not as shown in the jpeg, NT is off by 1 to 18 cents or more and the NT chart seems to be updating at a much slower rate, almost as if it is delayed or is somehow being throttled back. After I Reload Hist Data everything synchs up for a while and the the problem starts again. Right now it's like 2 bars+ behind.

    Leave a comment:


  • dmking
    replied
    Attached is a jpeg of 5 min charts for NT/Kinetick and ThinkorSwim. Both RT.

    I am provisioned for SPY RT with Kinetick
    Attached Files

    Leave a comment:


  • dmking
    replied
    It'll take me a few minutes to gather what you requested. I'm in the middle of a trade.

    Leave a comment:


  • dmking
    replied
    OK, so I set up a test case: 1 5 min SPY chart nothing else - no indicators just a plain chart. After a few minutes same problem. Looked like the chart bars were not updating. Reload Historical Data, new bars appear Last Price was the same across all platforms. Now 10 minutes later chart not updating and 13 cents difference between LP

    Leave a comment:


  • dmking
    replied
    8.0.16.3 64-bit

    Leave a comment:


  • NinjaTrader_PatrickG
    replied
    What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

    Please clarify - Kinetick confirmed that you had real-time (not delayed or historical only) data for SPY? I couldn't find a Kinetick account with the email address associated with your forum name. Could you send me a private forum message with the email associated with your Kinetick subscription, or your Kinetick login ID (DO NOT post this information on the forums publicly)?

    Can you also go into further detail about how you're detecting this discrepancy at the same time within NinjaTrader? For example, are you disconnecting from one data feed then quickly reconnecting to a different source of data? Please elaborate.

    Is it possible for you to provide a screenshot of the discrepancy you've mentioned?
    • To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.
    • Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.





    Leave a comment:

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