NT8 Strategy Lag when opening positions

[princechukwu]

Hello All,

I have ML strategy I am running and I use NT8 to execute the signals. I am seeing a delay of about 7 seconds from when the signal comes in and when the order is executed. I’m wondering if this is due to the account I am using Rithmic with TopStep which is why there is such a delay from when signal comes to when it is executed on NT8. My theory is if I was just using NT8 and there data feed maybe there wouldn’t be such a delay ? Has anyone encountered this or have a solution or better think my theory is correct?

[NinjaTrader_Jesse]

Hello princechukwu,

From the given details that sounds more like however your strategy is detecting the signal. For this type of situation you would have to debug the strategies code to see at what point there is a delay. Once the platform receives the notification to send the order from the strategy it will do it right away and there is generally only a small delay in milliseconds once an order is submitted.

https://support.ninjatrader.com/s/article/Developer-Guide-Debugging-using-Print-and-TraceOrders?language=en_US

[princechukwu]

Hello Jesse,

Thanks for your response. I think I should expand on the issue I am see a little more for full context.

I am using NT8 strategy as a way to send buy & sell orders to the broker.

To give context when I refer to strategy. I mean I have a ML model in python that is the strategy. What I am doing is taking signals generated via Python to a TXT file and NT8 is reading from that file and placing the orders to the broker. I can observe that the file reading after Python provides the signal from when NT8 reads it is about 100ms if not instantaneous.

The issue as I mentioned above is after NT8 reads the file it take ~7 seconds for the order to be placed.

[NinjaTrader_Jesse]

Hello princechukwu,

Do you also see this if you manually create files and move them into the folder? While we cannot assist with the python side of the question if you can reproduce the issue without that we may be able to further investigate that part.

[princechukwu]

Hello Jesse,

I don’t think the issue is coming from the Python side. I believe the issue is NT8 to broker transmission. As I can observe that the Python to NT8 file reading is 47ms. Then NT8 to place the order is taking 7 secs.

I tired using playback but there is a natural delay when using playback.

[NinjaTrader_Jesse]

Hello princechukwu,

We can't help with the python side at all so to ensure that is not causing a problem please try manually saving a OIF file into the folder. If your python script is preventing NinjaTrader from reading the file that may cause delays.