ZenFire lag

[Alfred]

Hi...

This morning between 6:55 & 6:57 Pacific in the NQ (a big waterfall drop period)...ZenFire data ticks were lagging another tick feed (on another computer) quite a bit ...NT.exe CPU never exceeded 50% and memory was well in bounds. The NT .mbd file size is currently 53,543,000. Could that be a problem ?? What are acceptable parameters for the .mbd file ??

Sometimes when I see a lag like this I will disconnect then reconnect data, which seems to correct things sometimes...but did not try that today.

Thanks...

[trader20]

Between 9:40 - 9:50 EST, I saw periodic lags of up to 20 seconds, based on the TickTime indicator that compares my local sync'd clock to the ZF tick timestamp. For a minute, the lag was consistantly 4-8 seconds. CPU never got above a few %. 99.9% of the time, the lag is less than 1 second.

[NinjaTrader_ChristopherJ]

Hi...

This morning between 6:55 & 6:57 Pacific in the NQ (a big waterfall drop period)...ZenFire data ticks were lagging another tick feed (on another computer) quite a bit ...NT.exe CPU never exceeded 50% and memory was well in bounds. The NT .mbd file size is currently 53,543,000. Could that be a problem ?? What are acceptable parameters for the .mbd file ??

Sometimes when I see a lag like this I will disconnect then reconnect data, which seems to correct things sometimes...but did not try that today.

Thanks...

Hi Alfred,

Thank you for your post.

Please rename your database. With this procedure you will be required to recrate any ATM Strategies you may have saved at this time within NinjaTrader.

To rename the DB:

• Shutdown NinjaTrader and Go to the Start Menu
• Select My Documents--> NinjaTrader 6.5--> DB--> NinjaTrader.MDB.
• Right click on NinjaTrader.MDB and select "Rename."
• Name it "OldNinjaTrader.MDB."
• Then restart the software.

Please let me know if I may be of further assistance.

[Alfred]

Christopher...

Did as you suggested...

At what point (due to size ?) should one generally consider renaming the .mbd file ??

Below trader20 mentions a TickTime indicator...where can one find that ??....
update...found TickTime below...thanks...


Thanks much...

[tomgilb]

Zenfire lag

I have a live broker account using zenfire and my wife has a demo broker account using zenfire, each on our own computers, each viewing the same instrument. My chart bars lagged hers by a full 5 minutes! (We were both using Sim 101). We do this daily and this is the first time I noticed any disparity. Had I been trading alone, I'd have been completely unaware of a problem. Had I been trading with real money, well I hate to think....

When I noticed a problem, I reloaded historical data, but no change. I closed Ninja and restarted, but no change. I rebooted and restarted Ninja, and the trouble cleared.

Prior to this I had already applied Ninja's performance tips. What ever it was, it is unique to my computer or to my Ninja install. Now I'm gonna rename the db to avoid a possible repeat (this has fixed most problems in the past).

I know better: Ninja 6.5 is a quirky resource hog and should only be run solo on its on box when trading real money. Looking forward to improved performance and better db management in NT7!

[Alfred]

trader20...

Set up your TickTime indicator (screen shot below)...

When ticks are lagging will they show as a time increment in window 2 and the data box ?

And when WriteFile is set to true...what does this do ?


Thanks !!

[tomgilb]

Zenfire lag

to trader20:

I installed TickTime. What are the columns 3 & 4 telling me?

Column 3 is either a negative or positive number, both less than absolute 1.

Column 4 is usually displaying "1" but occasionally displays larger numbers.

[trader20]

To Alfred

TickTime does not plot anything on a chart, it only prints to the Output window. So make sure you have the Output window open.

The two parameters, WriteFile and LagThreshold, enable printing to a file as well (hardcoded to "d:\temp\nt\ticktime_(instrument name).csv"). If you want to change the file location, you can edit the indicator. Setting the WriteFile parameter to true prints a line to the file for each tick with a timestamp that lags your PC clock by more than LagThreshold seconds.

To tomgilb

The columns are:
1. Tick timestamp
2. Price
3. Local PC clock time minus tick timestamp (lag)
4. Tick volume
5. Number of ticks received in the current minute (indication of how busy market is).

The negative lags (should be less than 1 second) are probably due to the fact that NT truncates the milliseconds in the ZF timestamps (or maybe rounds). Make sure you sync your PC clock to NIST.

Sorry about the user unfriendliness. I threw this together for myself. It's not too complicated so I figured people could just look at the code and pretty easily figure out what's going on. I have found it very useful in monitoring my datafeed performance, and it seems to be much less CPU (and human brain) intensive that eyeballing the T&S window.

I found the C# file io stuff by searching this forum.

[tomgilb]

The columns are:
1. Tick timestamp
2. Price
3. Local PC clock time minus tick timestamp (lag)
4. Tick volume
5. Number of ticks received in the current minute (indication of how busy market is).

trader20:

I only see 4 columns, the first 3 and either 4 or 5.

Nonetheless, it's a great little tool that will alert me to previously unseen lag issues. Thanks!

[Alfred]

trader20...

Thanks for the info...& sorry to bother again...

Here is how I have the WriteFile path set up ...
Does this look OK (below) ??...am not currently getting anything in either folder...

Clock set with Atomic Clock Sync...

Thanks

[trader20]

tomgilb: oops. The one I originally posted 3 weeks ago indeed only had 4 columns. This version has the 5 I mentioned.

[trader20]

Alfred:

A file named "ticktime_NQ 12-09.csv" should appear in your "d:\temp\nt" directory. The problem is probably that you have directories in "d:\temp\nt" with the same name. Remove those directories and the file should show up.

[dbissett]

I'm really glad to find this thread because I'm having the same problem and recently reported it to AmpFutures. The guy on the phone sounded kinda dumbfounded and told me about CPU overload. I haven't had a chance to check that but from what I've read here already that's not the problem. At news time, i.e. FOMC, anything major, Zenfire is lagging hundreds of ticks and several minutes behind Tradestation, who seem to have cleared up their own datafeed lag problems from awhile back. Zenfire REALLY needs some equipment updating/expansion to get back to keeping up. This problem appears to be happening across brokers and traders with very good machines at home. Not good at all when you have to avoid trading because the data you're getting is no good.

Dave

[Alfred]

trader20...

5 columns now updating OK in the output window...

Many thanks for this work...

[VTtrader]

trader20, thanks for the idea and code for your TickTime indicator

I modified TickTime some so that it plots on a chart instead of the output window and/or file.

This indicator will plot a histogram of the average lag for each bar.

Input Parameters:
AlertLevel - Sets the horizontal line and the amount of lag that will trigger a color change.
UseLastTick - if set to true will make the current "live" bar change color based on lag of last tick instead of current average lag for the bar.

If you set UseLastTick to true, it will have the color of the last tick when the bar is closed, even though the average is below the AlertLevel.
I wanted to make it use the average lag for the color change on bar close, but wasn't sure how to make it use a different logic for bar closed than used intrabar...if anyone has any ideas, let me know.

VT