NT7 DLL methods

[skuvv]

Hello.
I use NinjaTrader DLL library to import my own data into NT.
I use Last,Bid,Ask methods in different windows threads.
Sometimes data events occur at one time and imported data are corrupting - price =0.
I try use locks for DLL methods but at result data fill with big delays.
Any suggestion about this...

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

Only recommendation I could have would be to import only one type of data at a time.

Import Last, then import ask, then import bid.

Let me know if I can be of further assistance.

[skuvv]

I tried it and it work too slow...
See picture


Uploaded with ImageShack.us
ESZ1 delayed for 9 seconds!!!
The simplest way to decide problem - use bad tick filter but it not work for this situations.

[NinjaTrader_Brett]

Hello,

What I was referensing was only for back filling data.

Are you doing live data? In which case it wouldn't matter what events you through NT will collect them without error.

How specifically are you calling the events. When you call the event in your application are you doing any checking to make sure no to throw a last/bid/ask event with a value of 0?

I look forward to assisting you further.

[skuvv]

Yes, it is live data from one of my data feed.
Before calling last/bid/ask I check it for zero values.
Also I saw that when I tried fill 1k+ instruments into ninjatrader became use at full of one cpu core.
I think that tight place is DLL

[NinjaTrader_Brett]

Hello,

So does this occur with live data only or historical data only?

I look forward to assisting you further.

[skuvv]

Only for live data

[NinjaTrader_Brett]

Hello,

I would expect performance issues with pushing this much data into NT as we run into the same performance issues with other providers. This is a lot of live instruments to be subscribed for live tick data.

Furthermore I'm concearned about something in your multi threading causing issues. If you do no multi threading does the 0 tick still happen? If so how often and when?

I look forward to assisting you further.

[skuvv]

Other my single thread application working correctly without any errors like this.

[NinjaTrader_Brett]

Hello,

Would recommend in this case only using single threading on this since there appears to be something going on with the multi threads that unfortunately I would not be able to support.

Let me know if I can be of further assistance.