What is the maximum queue of ticks ?

[pstrusi]

Hi,

I'm testing a tick by tick automatic strategy, with a acceptable efficient code. When market is normal the code does its work well, but obviously when market begins to speed up, the massive flow of data might havoc its internal processing, my questions are:

- How big is the ticks's queue that NT can hold until they're processed ?
- What happens when this queue is overflow ? NT crashes? or simply, data is lost ?

NT has a pretty good processing velocity, but I need to know what are the limits to be aware of.

Thanks in advance

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for your post.

The size of the queue should be the size of the memory allotted to NinjaTrader from the operating system and there should be no overflow. I will double check this with development.

[pstrusi]

Thanks Patrick, please let me know as soon as they give you an answer.

Regards

[NinjaTrader_PatrickH]

The size will vary by the CPU resources available to each Machine. 64 bit applications would have access to more system resources and we should not see any "overflow" scenarios unless the data was absurdly large (highly unlikely) such as gigabytes of data.

Even if the CPU winds up being overwhelmed, the ticks are still queued and will be processed once the CPU processes the data already in queue. If the CPU fell behind it would be behind the current market data until it caught up.

Performance issues could arise from scenarios where a NinjaScript object is caught in a memory loop or leak. So these are always items to look out for.

There is no set value or limit from NinjaTrader. It is based on the CPU's available resources.

[pstrusi]

Thank you very much for your insightful answer Patrick, excellent help.

Regards