Thread: ZenFire lag
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Old 10-06-2009, 08:39 AM   #67
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To expand on my post from yesterday afternoon about the "inaccuracies", I took some screenshots and have a modified version of TTP.

In the SecondSpan picture, it shows a 1 tick chart and the arrows show how far 1 second spans. As I mentioned yesterday, since Time[0] doesn't return sub-second times, each additional tick that occurs within the same second will show gradually more lag. Due to the limits of the timestamp (Time[0]), there is no way (that I can think of) to know the actual lag to sub-second accuracy.

The TTPv2 picture shows a modified version of TTP which, might prove a bit more accurate. Instead of averaging the ticks that occur throughout the 1 second interval, it takes just the first tick. While it's still not perfect (nor can be), it should be more accurate. It should be used on a 1 second chart.

My goal of using it is not to determine absolute accuracy, but rather to show when the data coming in is lagged beyond what I feel comfortable trading. Whether that lag comes from ZF, my ISP, my computer/network, or somewhere else on the internet.

Attached Images
File Type: png SecondSpan.png (50.4 KB, 80 views)
File Type: png TTPv2.png (73.3 KB, 69 views)
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File Type: zip (2.1 KB, 66 views)
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