Hi!
Got rather an interesting problem ....
CONTEXT: We are using eSignal and have been running multiple simultaneous Strategies on NinjaTrader to trade Futures contracts. This was installed on a higher end Dell PowerEdge 2950 server using Windows2003 Server Enterprise, and is co-located at a decent hosting facility in New York City. When live market volumes are above about 1000 contracts per minute, a dramatic slow-down of the Volume based charts is observed for the given Futures instrument (20Vol and 40 Vol representations). Typically the chart will just "stop" for between 10 to 20 seconds, then "burp" out a bunch of bars to catch up to real-time. We setup a similar system in parallel using IQFeed instead of eSignal, but observed the same behavior (at the same time on the two parallel systems). Based on these observations, it is believed that when the market has larger volumes the Windows based system simply can't keep up to the incoming market tick data, while running NinjaTrader and the order fulfillment software.
QUESTION: Is it possible to offload eSignal (or IQFeed) onto a separate Windows based server computer connected via a LAN to the server running NinjaTrader? If so, how would that be accomplished?
Got rather an interesting problem ....
CONTEXT: We are using eSignal and have been running multiple simultaneous Strategies on NinjaTrader to trade Futures contracts. This was installed on a higher end Dell PowerEdge 2950 server using Windows2003 Server Enterprise, and is co-located at a decent hosting facility in New York City. When live market volumes are above about 1000 contracts per minute, a dramatic slow-down of the Volume based charts is observed for the given Futures instrument (20Vol and 40 Vol representations). Typically the chart will just "stop" for between 10 to 20 seconds, then "burp" out a bunch of bars to catch up to real-time. We setup a similar system in parallel using IQFeed instead of eSignal, but observed the same behavior (at the same time on the two parallel systems). Based on these observations, it is believed that when the market has larger volumes the Windows based system simply can't keep up to the incoming market tick data, while running NinjaTrader and the order fulfillment software.
QUESTION: Is it possible to offload eSignal (or IQFeed) onto a separate Windows based server computer connected via a LAN to the server running NinjaTrader? If so, how would that be accomplished?
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