ZenFire lag

[5iver]

Yes, I'll accept that offer of first-round Beta status. Thank you. Look forward to getting NT7.

[grkbear]

Guys,

- I understand that you guys are frustrated
- I understand the need to vent and hold someone accountable

There are two issues merging into one here and I want to ensure that we keep them separate.

1) Lagging of data feed
2) NinjaTrader performance issues during volatile market activity

On issue #1.
- Zen-Fire had confirmed latency issues last week
- Steps have been taken over the weekend to resolve this
- Further steps will be taken to ensure it does not happen again
- The Tick latency indicator appears to be flawed an inaccurate (I have not verified this but was provided to me from someone at Zen-Fire), I believe someone will post the reason why here shortly


On issue #2
- Unlike other trading platforms, NinjaTrader updates UI's based on every market data change
- Other platforms timer update their UI's
- Depending on each individual user settings, you can make NT perform optimized or make it come to its knees (since we provide this flexibility in the software)
- If your application locks up --> This for sure is a NinjaTrader issue
- We have provided tips on how to optimize NT 6.5 for performance --> Your choice of course on what you may wish to tweak...or not
- In NinjaTrader 7, we have made drastics changes and improvements to ensure lower CPU footprint

For those who feel they their problem lies with issue #2, I am happy to add your name to our 1st round of beta testing so that you could check to see if the changes we made in NT7 in fact would resolve your issue. If this is of interest, please send a note to or support email, reference this post, request beta access and include comment that you are experience locks ups.

Ray,

I appreciate your sincerity and honest response. That is refreshing. I will definitely take you up on the offer of beta testing. I am and have been experiencing issue #2. Thank you for your offer.

Nick

[Pipskateer]

There are two issues merging into one here and I want to ensure that we keep them separate.

1) Lagging of data feed
2) NinjaTrader performance issues during volatile market activity

On issue #2
- Unlike other trading platforms, NinjaTrader updates UI's based on every market data change
- Other platforms timer update their UI's
- Depending on each individual user settings, you can make NT perform optimized or make it come to its knees (since we provide this flexibility in the software)
- If your application locks up --> This for sure is a NinjaTrader issue
- We have provided tips on how to optimize NT 6.5 for performance --> Your choice of course on what you may wish to tweak...or not
- In NinjaTrader 7, we have made drastics changes and improvements to ensure lower CPU footprint

For those who feel they their problem lies with issue #2, I am happy to add your name to our 1st round of beta testing so that you could check to see if the changes we made in NT7 in fact would resolve your issue. If this is of interest, please send a note to or support email, reference this post, request beta access and include comment that you are experience locks ups.

Dear Ray,

That was a stellar post which IS appreciated right now. I don't want to quibble, but this is the sort of response that many here would like to see on a regular basis...not magical, instant fixes...but confident, proactive involvement on the part of NT Support.

I will definitely take you up on your beta testing offer because what you described is EXACTLY what me and several others I'm associated with have been experiencing.

Thank you sincerely!

[VTtrader]

I was playing around with the various time formats after I heard that the TickTime and TickTimePlot might be inaccurate. After going over it, I can see how that might be the case to some extent, certainly in the sub-second accuracy.

For example:
Time[0].Ticks returns 633903570780000000 which is the rounded ZF timestamp.
DateTime.Now.Ticks returns 633903570784404125 which is the computer clock's time.
The difference is 0.4404125, which is the value returned by TT and TTP

Time[0] is always rounded and the DateTime.Now is not. So after the first tick of a new second timestamp, TT and TTP will show an increasing lag for each additional tick within that second, since DateTime.Now is increasing while Time[0] stays the same.

This explains a certain amount of inaccuracy, especially in the sub-second level. However, I don't see how it explains the multiple second delays that get returned at some times.

I have tried running it on a 1 second chart to see if that is better and it does seem like it might be more accurate.

BTW, bear in mind, the whole thing can't be anymore accurate than your clock is, so that is the first place to look when using TT or TTP.

I would be interested to hear if anyone else has some more input in the matter.

VT

[qewcool]

Please add me up for NT7 beta access too as per Ray post.
I am getting that lock up of NT6.5 everyday at the open.

[NinjaTrader_ChristopherJ]

Please add me up for NT7 beta access too as per Ray post.
I am getting that lock up of NT6.5 everyday at the open.

Hello qewcool,

Thank you for your post.

Please send a note to support (at sign) ninjatrader (dot) com, reference this post, request beta access and include comment that you are experiencing locks ups.

[VTtrader]

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.

VT

[tomgilb]

Zenfire lag

I also had serious lag yesterday during the news announcement. Zenfire must not have fixed it over the weekend.

Atomic Clock Sync v3.0 apparently won't sync more often than every 10 min, even though you can set the interval for less than 600 seconds.

VTtrader, thanks for your work on this and your plotting versions of TickTime, and to trader20 for the original, which I still use.

If the computer clock accuracy is critical to prove where the trouble is, maybe this is what we need:

http://www.ntp-time-server.com/atomic-clocks/gps-clock.html

[jcash]

this is what i use to sync:

http://www.thinkman.com/dimension4/

you pick the server and interval.

[NinjaTrader_Bertrand]

Thanks for sharing jcash, this works well for me here, too.

[maxima]

ignorance isnt bliss. installing stupid time services isnt helping to maintain max performance of your pc.

windows has it all already. if your clock is going off too fast change resync value to say 30 min and watch it, adjust if necessary...

Change Default Sync Value
By default, Windows checks the time against the time server once a week. If you want to use some other interval, go to
HKEY_LOCAL_MACHINE\SYSTEM\ControlSet001\Services \W32Time\TimeProviders\NtpClient
and set the decimal value of the SpecialPollInterval key to some other value in seconds.

[VTtrader]

jcash,
Thanks for the tip! That is the best time syncing utility I've come across and far better than the windows implementation.

Thanks again,
VT

[jcash]

CME changes transaction reporting

i just found this on the TL forum. thanks to bakrob99.

this may have had a detrimental effect on the ZF data feed. apparently the cme stopped bundling executions.

http://www.traderslaboratory.com/forums/f150/cme-changes-transaction-reporting-process-6912.html

[mrpowerballad]

i just found this on the TL forum. thanks to bakrob99.

this may have had a detrimental effect on the ZF data feed. apparently the cme stopped bundling executions.

http://www.traderslaboratory.com/for...cess-6912.html

I was wondering the same thing. It would be great if someone from NT or Zen could comment on whether or not the recent CME changes are affecting software performance.

BTW, Investor/RT did a nice job of summing up what their users can expect to experience as a result of the CME changes, including larger database and faster time and sales, among other things.

[tomgilb]

Zenfire lag

My guess is: more ticks = more data = more lag.

This morning I had spikes of up to 4 seconds lag, and it's not even a news day.