Processing velocity in Multi-instruments

[pstrusi]

Hi Ninjas,

Hypothetical case: I have a script with 3 Bars object for one instrument: Last, Bid and Ask. When OnbarUpdate is called, the script process its logic, verifying previously which of the 3 objects was actually called, through "BarsInProgress". Now let's suppose that we're in a very liquid market under an extreme day of volatility and velocity; returning to the example, imagine the a new LAST has come, but a few milliseconds later a new BID as well, so my questions are:

1. NT is fast enough to process that OnBarUpdate that very close calls ?
- Since I imagine the hardware might be the difference, here a specification:
----Intel core 7, 8Gb Ram, Windows 10, Java 1.8.0_60, ultimate NT 7, TWS 944.3

2. If NT wasn't fast enough ( hypothetically ), is there some kind of buffer for that data or will it be "lost" and not processed ?

Thanks for your attention,

Looking forward for your answer

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for your patience.

NinjaTrader will queue the calls to OnBarUpdate as they come in and they will be processed in order of that queue. NinjaTrader on your hardware should be sufficient to process those calls to OnBarUpdate(). Do keep in mind that other items play a factor in performance. You can take a look at the performance tips at the following link: http://ninjatrader.com/support/helpG...ance_tips2.htm

[pstrusi]

Hello pstrusi,

Thank you for your patience.

NinjaTrader will queue the calls to OnBarUpdate as they come in and they will be processed in order of that queue. NinjaTrader on your hardware should be sufficient to process those calls to OnBarUpdate(). Do keep in mind that other items play a factor in performance. You can take a look at the performance tips at the following link: http://ninjatrader.com/support/helpG...ance_tips2.htm

Perhaps this is naive question.

If you had 3 separates Strategies for each Bar Object: Bid, Ask and Last, running simultaneously, would it be the net processing velocity as a whole, as the same if you had them in one single Strategy working as different Bars Objects ? Would it be possible to get better that NT queue ?

[NinjaTrader_PatrickH]

Hello pstrusi,

The performance from your scenario should be the same as one strategy with the three bar series loaded in it.