50 instrument limit for add?

[darthtrader]

I was just messing around with trying to make my own version of the NYSE TICK using StrategyPlot.
I was able to get the TIKI going no problem by manually adding the DOW stocks..
Add("AA", PeriodType.Minute, 1);
Add("AXP", PeriodType.Minute, 1);
Add("BA", PeriodType.Minute, 1);
Add("BAC", PeriodType.Minute, 1);
Add("C", PeriodType.Minute, 1);
Add("CAT", PeriodType.Minute, 1);
Add("CVX", PeriodType.Minute, 1);
ect,ect...
Next I did the same thing for the S&P 100 but found that the strategy would load data for all the added instruments but the strategy doesn't plot and doesn't show up in the strategies tab, until I comment out the second 50 instruments so that the strategy is only loading 50 instruments. With 50 instruments loaded it works fine, with 60 instruments loaded it doesn't work.

Is there anyway around this limit?

[NinjaTrader_JoshP]

darthtrader,

You will need to check with your data provider what their simultaneous instrument streams are. Some have a 50 instrument cap, some have 100 or 200 cap. Depends what kind of service you purchased.

[darthtrader]

Ahh ok, I didn't even think about that.
So from ninja's end there is no issue?
The limit is whatever your computer can handle?

[NinjaTrader_JoshP]

The limit is not from NinjaTrader, but from your data provider.

[darthtrader]

The limit is not from NinjaTrader, but from your data provider.

Great thanks a ton Josh, I see to get the full S&P simultaneously its an extra fee from my dataprovider.

Incase anyone runs across this thread in the future, this looks like an interesting area. 50 instruments with calc on bar close set to false is only using 25% of my junky E2160 and thats with printing each instruments update to the output window too.

[heech]

Great thanks a ton Josh, I see to get the full S&P simultaneously its an extra fee from my dataprovider.

Incase anyone runs across this thread in the future, this looks like an interesting area. 50 instruments with calc on bar close set to false is only using 25% of my junky E2160 and thats with printing each instruments update to the output window too.

Good info. I would love to get practical performance numbers (both CPU and bandwidth) from others running NT too.

I dont' know where the orange "danger" region is... if I run OnMarketUpdate(), what's X number of instruments I can run simultaneously without any concern, for example. Which is called more frequently? OnMarketUpdate(), or OnBarUpdate() with calcbarclose=false?

I just started up a dedicated server from SoftLayer over the weekend, so I think I have plenty of CPU cycles to throw around. But it'd be nice to know for sure.

[NinjaTrader_JoshP]

heech,

I cannot comment on your specific setup. No one method will be called more than the other under CalculateOnBarClose = false.

[heech]

heech,

I cannot comment on your specific setup. No one method will be called more than the other under CalculateOnBarClose = false.

Sorry, my question was confusing. I meant:

- OnBarUpdate with CalculateOnBarClose = false,
- OnMarketData with CalculateOnBarClose = true.

Would I expect one to be called significantly more than the other?

[NinjaTrader_JoshP]

No. You will be fine.

[darthtrader]

Good info. I would love to get practical performance numbers (both CPU and bandwidth) from others running NT too.

That might make an interesting thread, I would also like to see what can be done on various machines...Try to bring ninja to its knees
Here is the S&P 100 that I added minute bars for manually yesterday if anyone wants to play around:

protected override void Initialize()
        {
			
			Add("AA", PeriodType.Minute, 1);
			Add("AAPL", PeriodType.Minute, 1);
			Add("ABT", PeriodType.Minute, 1);
			Add("AEP", PeriodType.Minute, 1);
			Add("AES", PeriodType.Minute, 1);
			Add("AIG", PeriodType.Minute, 1);
			Add("ALL", PeriodType.Minute, 1);
			Add("AMGN", PeriodType.Minute, 1);
			Add("AVP", PeriodType.Minute, 1);
			Add("AXP", PeriodType.Minute, 1);
			Add("BA", PeriodType.Minute, 1);
		
			Add("BAC", PeriodType.Minute, 1);
			Add("BAX", PeriodType.Minute, 1);
			Add("BHI", PeriodType.Minute, 1);
			Add("BK", PeriodType.Minute, 1);
			Add("BMY", PeriodType.Minute, 1);
			Add("BNI", PeriodType.Minute, 1);
			Add("C", PeriodType.Minute, 1);
			Add("CAT", PeriodType.Minute, 1);
			Add("CBS", PeriodType.Minute, 1);
			Add("CI", PeriodType.Minute, 1);
			
			Add("CL", PeriodType.Minute, 1);
			Add("CMCSA", PeriodType.Minute, 1);
			Add("COF", PeriodType.Minute, 1);
			Add("COP", PeriodType.Minute, 1);
			Add("COV", PeriodType.Minute, 1);
			Add("CPB", PeriodType.Minute, 1);
			Add("CSCO", PeriodType.Minute, 1);
			Add("CVS", PeriodType.Minute, 1);
			Add("CVX", PeriodType.Minute, 1);
			Add("DD", PeriodType.Minute, 1);
			
			Add("DELL", PeriodType.Minute, 1);
			Add("DIS", PeriodType.Minute, 1);
			Add("DOW", PeriodType.Minute, 1);
			Add("EMC", PeriodType.Minute, 1);
			Add("EP", PeriodType.Minute, 1);
			Add("ETR", PeriodType.Minute, 1);
			Add("EXC", PeriodType.Minute, 1);
			Add("F", PeriodType.Minute, 1);
			Add("FDX", PeriodType.Minute, 1);
			Add("GD", PeriodType.Minute, 1);
		
			Add("GE", PeriodType.Minute, 1);
			Add("GOOG", PeriodType.Minute, 1);
			Add("GS", PeriodType.Minute, 1);
			Add("HAL", PeriodType.Minute, 1);
			Add("HD", PeriodType.Minute, 1);
			Add("HIG", PeriodType.Minute, 1);
			Add("HNZ", PeriodType.Minute, 1);
			Add("HON", PeriodType.Minute, 1);
			Add("HPQ", PeriodType.Minute, 1);
			Add("IBM", PeriodType.Minute, 1);
			
			Add("INTC", PeriodType.Minute, 1);
			Add("IP", PeriodType.Minute, 1);
			Add("JNJ", PeriodType.Minute, 1);
			Add("JPM", PeriodType.Minute, 1);
			Add("KFT", PeriodType.Minute, 1);
			Add("KO", PeriodType.Minute, 1);
			Add("MA", PeriodType.Minute, 1);
			Add("MCD", PeriodType.Minute, 1);
			Add("MDT", PeriodType.Minute, 1);
			Add("MER", PeriodType.Minute, 1);
			
			Add("MMM", PeriodType.Minute, 1);
			Add("MO", PeriodType.Minute, 1);
			Add("MRK", PeriodType.Minute, 1);
			Add("MS", PeriodType.Minute, 1);	
			Add("MSFT", PeriodType.Minute, 1);
			Add("NOV", PeriodType.Minute, 1);
			Add("NSC", PeriodType.Minute, 1);
			Add("NYX", PeriodType.Minute, 1);
			Add("ORCL", PeriodType.Minute, 1);
			Add("OXY", PeriodType.Minute, 1);
			
			Add("PEP", PeriodType.Minute, 1);
			Add("PFE", PeriodType.Minute, 1);
			Add("PG", PeriodType.Minute, 1);
			Add("PM", PeriodType.Minute, 1);
			Add("QCOM", PeriodType.Minute, 1);
			Add("RF", PeriodType.Minute, 1);
			Add("RTN", PeriodType.Minute, 1);
			Add("S", PeriodType.Minute, 1);
			Add("SLB", PeriodType.Minute, 1);
			Add("SLE", PeriodType.Minute, 1);
			
			Add("SO", PeriodType.Minute, 1);
			Add("T", PeriodType.Minute, 1);
			Add("TGT", PeriodType.Minute, 1);
			Add("TWX", PeriodType.Minute, 1);
			Add("TXN", PeriodType.Minute, 1);
			Add("TYC", PeriodType.Minute, 1);
			Add("UNH", PeriodType.Minute, 1);
			Add("UPS", PeriodType.Minute, 1);
			Add("USB", PeriodType.Minute, 1);
			Add("UTX", PeriodType.Minute, 1);
			
			Add("VZ", PeriodType.Minute, 1);
			Add("WB", PeriodType.Minute, 1);
			Add("WFC", PeriodType.Minute, 1);
			Add("WMB", PeriodType.Minute, 1);
			Add("WMT", PeriodType.Minute, 1);
			Add("WY", PeriodType.Minute, 1);
			Add("WYE", PeriodType.Minute, 1);
			Add("XOM", PeriodType.Minute, 1);
			Add("XRX", PeriodType.Minute, 1);
			
			CalculateOnBarClose = false;
        }