Using NinjaTrader with X_Trader Demo

[maxima]

Thanks Paul, now I got it. Sorry I interrrupted your thread.

[maxima]

Sorry I meant Advantage Futures.

These guys wont talk to me Seems are institutional clearing firm. I am doing around 800 RTs.

[paulg]

TT FIX Adapter 7.5.0 Issue - Dec 3 2009

TT FIX Adapter 7.5.0 Issue

TT has identified an issue that can affect customers running FIX Adapter 7.5.0. Specifically, customers may experience interruptions in the flow of market data if the “Coalescing Rate” configuration option of the FIX Adapter is set to a value greater than zero.

TT is currently testing the fix for this issue, which will be included in the FIX Adapter 7.5.1 release. This release will become available in the near future. In the interim, customers who require a coalescing rate greater than zero should continue to use FIX Adapter 7.4.3.
[...]

[paulg]

TT has released FIX Adapter 7.5.1.7p47 last January, which fixes the 7.5.0 issue; latest release is 7.5.2.2p49.

[paulg]

NT7 and TT Fix: performance issues

For the record:

- Each FCM can configure their TT FIX adapter to their liking
- You would need to check with a specific FCM to determine what the coalesce rate is
- Non-coalesced data from TT will not crash NT however, one would experience data bursting issues which will overload NT from a CPU standpoint for brief moments in time
- We are working with TT to improve the performance however, nothing would be changed for some time

Ray,

About your statement 10 months ago about "- We are working with TT to improve the performance however, nothing would be changed for some time ", which is the current situation with NT 7, given the TT Fix bottlenecks with version 6.5?

Kind regards,
Paul

[NinjaTrader_Ray]

Ray,

About your statement 10 months ago about "- We are working with TT to improve the performance however, nothing would be changed for some time ", which is the current situation with NT 7, given the TT Fix bottlenecks with version 6.5?

Kind regards,
Paul

TT was looking into alternate approach to improve the way they distribute market data through the internet. As of this date, I have not received any update from them on this effort.

However, we have done some things in NT7 that provides an overall improved experience for real time data processing.

[lurefo]

Hi Ray,

1) Do you have any update from TT regarding datafeed improvement?

2) I use the TT feed with Advantage / W7 / NT7 32 bit with a good set up but I experience a short freeze in datafeed in ES/NQ/CL durng major news. Usually it freezes for about a second even with a light workspace : 2 or 3 charts/DOM, no indicator... I have also followed the recommendations on the forum to enhance performance but... there is still a short freezing during news.

Could this be related to what TT is looking into as you mentioned? or does this come from Advantage coalescing?

Thanks.

[NinjaTrader_Ray]

Hi Ray,

1) Do you have any update from TT regarding datafeed improvement?

2) I use the TT feed with Advantage / W7 / NT7 32 bit with a good set up but I experience a short freeze in datafeed in ES/NQ/CL durng major news. Usually it freezes for about a second even with a light workspace : 2 or 3 charts/DOM, no indicator... I have also followed the recommendations on the forum to enhance performance but... there is still a short freezing during news.

Could this be related to what TT is looking into as you mentioned? or does this come from Advantage coalescing?

Thanks.

1) There has not been any recent developments in this area.

2) When you say freeze, do you mean that the data stops flowing but NinjaTrader application windows are still responsive? Meaning, you could move a SuperDOM around?

[lurefo]

1) There has not been any recent developments in this area.

2) When you say freeze, do you mean that the data stops flowing but NinjaTrader application windows are still responsive? Meaning, you could move a SuperDOM around?

Hi Ray,

I did a test today, tried to move around a super DOM during a burst of data. Ninjatrader was showing "not responsive". One of the CPU cores maxed out for a moment, RAM jumped to 3.5 and I had to shut it down. I had a bunch of other apps running too so I will try again with only NT up and running.

That said, the data flow interrupton does happen also when NT is running alone.

Where does that come from? TT FIX coalescing issue? Sytem issue?

Thanks.
Lurefo

PS btw, Advantage confirmed the TT fix they use coalesce the data.

[NinjaTrader_Brett]

Hello,

This is Brett further assisting for Ray.

Can you please send a note to support at ninjatrader dot com and put ATTN: Brett in the subject line and reference this forum post and also provide your phone number so that I may contact you and log onto your PC and look at a few things.

I look forward to assisting you further.

[lurefo]

Thanks Brett, just sent you the email.