Can NinjaTrader 8 be used for a high-frequency strategy where order updates/cancels are frequent, i.e., tens or hundreds per second?
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Partner 728x90
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NinjaTrader
Order update rate limit
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Hello Zombie,
Thank you for your reply.
While there's no hard limit set, you may experience performance issues, especially if you are running the strategy on a chart - for strategies that make very frequent order updates, these should be run from the Control Center's Strategies tab instead, to eliminate chart rendering of order changes causing performance issues. Further, brokerages themselves generally have limits on the rate of order updates and exceeding your brokers' rate limits may result in rejections. I advise contacting your broker regarding any rate limit for order changes they may have in place.
Please let us know if we may be of further assistance to you.Kate W.NinjaTrader Customer Service
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NinjaTrader_Kate thanks for your suggestion! I have indeed seen performance issues when using the Chart.
I opened my futures account at Dorman Trading and I access it using NinjaTrader Continuum.
Who in this case should I contact to ask about the limits? Dorman or NinjaTrader Brokerage?
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Hello Zombie,
Thank you for your reply.
CQG based connections, such as NinjaTrader Continuum, limit clients to placing/modifying 10 orders per second. Placing more orders will reject the order(s) and it will be stuck in Pending Submit.
Please let us know if we may be of further assistance to you.Kate W.NinjaTrader Customer Service
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