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Simulator and External Datafeed

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    Simulator and External Datafeed

    How accurate is the simulator working with an external datafeed?

    Specifically, if I run an external datafeed about 500x faster than real time, does NT process each tick in order sequentially, running the strategy code (tick by tick), running the indicator code (tick by tick) and processing the data correctly (queuing up ticks if the system is not keeping up). Or does the tick processing happen in a thread that could cause an issue between placing an order at one price and the simulator processing the order at an incorrect price.

    Does the simulator reasonably apply its simulation algorithm using an external datafeed taking into account ask/bid, trade volume, and time, because the external datafeed is not really pushing data based on real time, it is just processing the trade.

    I have read another thread called "External Datafeed to drive NT" that answered some of my questions, but I didn't feel the thread provided enough to address all my questions.

    #2
    >> does NT process each tick in order sequentially
    Yes, every tick is processed as it comes in. The data feed needs tp have bid/ask as well in order to drive the simulator.

    Unfortunately we can't disclose internal on the simulator, since it's one of our competitive advantages.

    Comment


      #3
      Dierk, thanks for the response, just to clarify, if my datafeeder program slams a bunch of ticks into NT, will the ticks be queued up in NT and processed in the correct order? I am assuming that NT won't beable to process the amount of ticks that I am quickly inputing into NT. For example, I can get through a day of ES tick data in about 2 minutes.
      Thanks

      Comment


        #4
        >> will the ticks be queued up in NT and processed in the correct order
        yes

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