Bars coming in late?

[heech]

I'm seeing some weird behavior in my live strategy.

For the last 2 hours, all of my bars are coming in about 10 minutes late. That is, they're time stamped 10 minutes before the point I actually receive them. (I compare Time[0] to DateTime.Now.)

My system clock is absolutely correct. My data provider is IQFeed. Any ideas??

[heech]

Oh, I guess I see the problem, even if I don't understand it.

IQFeed's client (iqconnect) is taking up 50% of my (quad-core) CPU load. This is bizarre. Anyone seen anything like it?

[NinjaTrader_JoshP]

heech,

IQFeed data is all natively timestamped. This means the timestamp of the bars you receive is timestamped by DTN. If there is a mismatch against DateTime.Now which is your PC clock then that is the reason for the discrepancy.

You have to somehow sync your PC clock with DTN's timestamping.

Edit: CPU load could play a factor too. Which client version are you on?

[cesas]

Josh, what are the benefits of a natively timestamped database?

[NinjaTrader_JoshP]

Not really an advantage or disadvantage. It is just a different approach.