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One instrument per thread for historical only - Mulit-thread performance

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    One instrument per thread for historical only - Mulit-thread performance

    Hi!

    I was reading lots of threads here where people complained about the multi-thread performace as NT8 uses only one thread per instrument when loading data objects. I understand the reason for this is because data can become out of sync when having multiple charts open with the same instrument.

    I am making backtests on 5 minute data over a period of 10 years for one single instrument with the strategy analyzer. When running the backtest, loading the data takes about 95% of the time while only 5% for executing the strategy/script. The historical data was already downloaded previously, I run this backtest offline with no data connection. So it is quite obvious that the script makes use of multi-thread performance while loading the data doesn't.

    Loading times are the same when I just open the 5-min-chart for that instrument over a period of 10 years (again offline). Loading times are also the same when I compare it with my laptop with way less performance.


    So I have 3 questions:

    1. Is it possible to use multi-thread performance when loading purely historical data for 1 instrument with no data connection?

    2. Are there plans to utilize multi-thread performance when loading 1 instrument
    • on a chart with no active data connection?
    • on a chart with an active data connection?
    • in the strategy analyzer?
    3. Are there any plans to utilize at least an option to make use of multi-thread performance when loading 1 instrument? In this case at least those who don't use multiple charts on 1 instrument could use it as there is no risk of having out-of-sync multiple charts.

    Thanks!
    Last edited by KirkHammett; 11-25-2020, 11:22 PM.

    #2
    Hello KirkHammett, thanks for writing in.

    1. The multi-threaded design is part of the NinjaTrader core, there are no options to change how this works from the user interface.

    2. There are no plans to change how data loading works at this time.

    3. There are no plans to change anything about data loading/data access at this time. If you would like to submit a feature request to the development team, please leave a detailed description of the feature request.

    Please let me know if I can provide any further information.
    Chris L.NinjaTrader Customer Service

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