NT DLL functions

[clearpicks]

Hello,


Because NT DLL is the bridge between eSignal EFS and NT, and it involves much network communication between NT DLL and NT API server(though on local machine), which function calls in NT DLL are blocking and which are unblocking calls?

When I trade three IB TWS accounts, I may see noticable delay from the time the orders are sent out and the orders shown in all three IB TWS. In some case the delay between the time the order shown in the first IB TWS to the time the oder shown in the third IB TWS window may reach half to one second. Among the foue entities (eSignal, NT DLL, NT and IB TWS), which one contributes to the most delay?


- Clearpicks

[NinjaTrader_Dierk]

- not sure what you mean by "blocking"
- half a second delay is expected. Not sure which component contributes how much

[clearpicks]

I mean when an EFS calls any NT DLL calls, does the function call return immediately or the thread woould be blocked within the DLL call and wait for something being retrieved from NT ATI server (which I think is done using TCP socket because the ATI server port is configured as 36973).

- not sure what you mean by "blocking"
- half a second delay is expected. Not sure which component contributes how much

[NinjaTrader_Dierk]

Then you could consider it non-blocking. Seriously, if you are concerned about these (latency) issues then going through ATI might not be the right approach for you and you should code your strategy in NinjaScript.

[clearpicks]

The half or one second latency is acceptable, however that order not found error message is really annoying.

eSignal EFS allows me to interact with it by mouse. For example, I may code EFS to draw buttons on charts and associate functions to these buttons. When a button is clicked, the values of certain variables may be changed to turn on or turn off some logics in the EFS running or a set of functions calls to NT DLL is done immediately. Using such mechanism, I may fast proto-type my advanced ATM strategies and do better on-chart trading. Moreover at least at this time, eSignal's EFS APIs provide more flexible options as far as drawline and drawtext are concerned and it allows me to freely move the chart along y-axis. Since the objects drawn by NinjaScripts on chart can be selected and moved, it should not be difficult for NinjaScript to provide a set of callback methods to be called when the user clicks any of these buttons. In such way, the user may define his own strategies on chart instead of within the charttrader in NT. To get an idea of how this kind thing works in eSignal EFS + QuoteTrader IB plugin, you may take a look at the follwoing thread. There is a testing script posted there.

http://forum.esignalcentral.com/showthread.php?s=&threadid=25188&perpage=15&pagenumber=2

I have not tested the performance of NinjaTrader's charts with NinjaScripts running. I only did it on my laptop. I don't know how much CPU time it would consume when I port my eSignal layout completely to NinjaTrader with eight 20" monitors and about 20 charts running.


- Clearpicks

Then you could consider it non-blocking. Seriously, if you are concerned about these (latency) issues then going through ATI might not be the right approach for you and you should code your strategy in NinjaScript.