NT8 Freezing During High Volume Periods

[NinjaTrader_PatrickG]

I can understand your frustrations when NinjaTrader is not working as expected. The NinjaScript Utilization Monitor is actually designed specifically to prevent having to perform the 'bottom up' diagnosis you're describing. If one particular add-on is 'head and shoulders' above all else, we would perform a 'top down' test and remove just that add-on from the equation to test the behavior. For example, does removing the indicator at the top of the list mitigate or eliminate the symptom?

It's also important to consider two factors which may be relevant right now:

1. The overall complexity of your workspace
2. The increased market volatility in the last week or so

There may not be any one item that is the root cause of a performance symptom, but the sheer amount of items in the workspace. For example, I would expect a workspace with 1 chart but 200 EMAs calculating on each tick to struggle, even though a chart and an EMA are not inherently performance-heavy. It's the way in which these tools tools are being used that is resource-intensive.

Also, your workspace may be perfectly functional in 'normal' market conditions, but due to increased volatility, NinjaTrader/your PC can no longer keep up with the amount of incoming data. This is exacerbated when using charts/indicators that are based on tick data, since tick data directly correlates to market volatility.

Finally, I have provided a link below to our Help Guide that goes over performance tips:

• http://ninjatrader.com/support/helpG...ance_tips2.htm

[pjsmith]

Thanks Patrick. Been through that doc many times.

On-Each_tick is something I reserve for just a small few indicators that need it. I have about 8 instances between them of volume profile and other order flow analysis (such as order flow mkt depth)s. All others are on bar close, or on price change at worst. A few ema's on each chart (all on bar close). A bunch of lines. Volume indicator. A commercial TPO (but I only recently added that back - it's makes little if any difference).

Going to leave it there and see if anyone else contributes some data. The tell for me, is are others, completely independent from me, getting the issue to. So far, I would say yes. Now, whether that is through their own fault, or not, I do not know... In any case. It's an area NT can work on. Either to improve native NT8 performance, or help users pinpoint issues more easily.

My logic says, that whenever I run the utilization monitor, in times of stress, or not, if the top 2 are always the NT supplied volumetric bars and mkt depth, which are only used a couple times, and something as innocuous as 'candlestick type' is one of the top 5, then really, as individual pieces, I have little out of place. perhaps it is the complexity of my workspace, but that's what I need, and I want more. I would expect NT to handle it as I described though. Hardly unusual for an active trader to have a lot less.

[Lancer]

Chart lag sample, 10 min. after US equities open:
(Xeon 6-core CPU 25%, Memory 50%, GPU 5% using one of 2 GPUs available w/ 6GB graphics memory)
(No Tick charts, two indicators calculating OnEachTick (volume counts), all else OnPriceChange or OnBarClose)

[Lancer]

High ES lag - high trade volume:
(by 2 hours into the regular session, ES exceeded a full day's average volume)

[pjsmith]

Is funny, because since open, mine been consistently 50-100 ms BETTER than pre-mkt. I guess that likely is more to do with data provider or something, as obviously makes little sense to me.@lancer OMG - That's bad.

[timko]

still calculating....

[NinjaTrader_PatrickG]

For all users reading this thread experiencing performance symptoms, please follow the instructions in post #4 so we may provide you with individualized assistance based on your specific NinjaTrader configuration.

[pjsmith]

For all users reading this thread experiencing performance symptoms, please follow the instructions in post #4 so we may provide you with individualized assistance based on your specific NinjaTrader configuration.

But, all users, please post back here once you find the solution, so we can all follow it. Thanks.

[NinjaTrader_PatrickG]

Good idea, pjsmith .

Just to add some context, in all cases we've obtained files for and worked on individually so far, most cases break down to workspace complexity/custom add-ons along with market volatility. For example, any custom add-on that uses tick replay or in general relies on a 1 tick data series will cause heavy loads on your system and this is exacerbated my high market volatility.

If there are any general improvements outside of my comments in post #16, I'll make sure to also follow up here.

[isfeec]

Good idea, pjsmith .

If there are any general improvements outside of my comments in post #16, I'll make sure to also follow up here.

Much appreciated.

[guw75]

Hi Patrick,

yesterday and today also serious lag problems with NQ. In the peak a lag of more than 300 seconds (see picture below).
It changes quite dynamically during the course of the session.
I started recording the screen to analyse that more thoroughly.

even with a blank chart - only the price, no indicators - I have a lag of 2.4 seconds.

I have done the following;
1) time sync/
2) deleting cache /
3) trading only NQ (NO other instruments)

After I have done that during a live session, the lag of 300 seconds reduced a bit. later than it came back to 1-*2 seconds.
Closing NT during a live session, It was not fun with a position on and a strategy running.

NT version 8.0.18.1/ Hardware: HP Workstation should be sufficiently equipped./ Internet connection is 400MBit with a ping of 11 ms

I hope there will be a solution for that.

[NinjaTrader_PatrickG]

guw75, please send me your workspace, templates, log, and trace files so that I may look into what occurred.

• You can do this by going to the Control Center-> Help-> Email Support
• Expand 'Other files' and enable 'Workspace files and UI settings' and 'Template files'.
• Please reference the following ticket number in the body of the email: 2232467 ATTN PatrickG

[guw75]

Hi Patrick,
Thanks for the fast reply and the support.

As I understand it, it seems to be a rendering issue within NT8. The data is there in real time as can be seen in the Dom and in IQfeed.

Overall, i do not really understand how a rendering issue can exist with a multi core software in a multicore hardware system. We are in 2019! Hardware performance is no valid argument.

NT8 seems to work fine in periods of normal market activity.
NT developers should verify a throttling method for periods of high market activity, so that NT8 charts can cope with peak tick volumes.
IB does that as well in their IB TWS.

A lag of 5 minutes AS experienced yesterday with only one Instrument traded is not acceptable.
Not in 2019. Not even 10years ago.

[hurleydood]

There is not enough logs and trace files to fix this. I think the issue is within the networking code. If you guys can just run stress tests around that you should be able to figure it out.

Do you guys test your own software? I think someone should modify ChartLagTimeV3 to send email alerts to staff and developers so they can have a look at it in real time when it happens.

[NinjaTrader_PatrickG]

guw75 , I am still waiting on your reply with your NinjaScript Utilization Monitor results from this morning. I suspect we may be able to isolate major contributors to your symptoms with this information. Charting leans heavily on your GPU, so a powerful multicore CPU can only assist tangentially with charting items.

hurleydood , we test NinjaTrader internally extensively. What we cannot do is test every possible hardware configuration along with the effectively infinite ways NinjaTrader can be configured. To add to this, we have no direct control over how custom add-ons are programmed.

Most people affected by this rendering delay in the last week or so are using custom add-ons or have NinjaTrader configured in a way which would be prone to these types of symptoms. Can you reproduce any symptoms if you load NinjaTrader with only built-in tools?