S&P500 1 min charts are lagging behind SPY 1 min charts

[kaywai]

Hi,

The S&P 500 charts are in general lagging behind SPY charts and also the charts on TWS for similar timeframes. What could be the reason for this?

I've restarted both TWS and NT8, I've restarted my desktop.

Here is a screenshot I took of the 1 min charts for SPY and S&P 500. Note on SPY there are 2 candles after 12.35 while on SP500 there is only 1 candle after 12.35

Regards
Kay Wai

[NinjaTrader_Clayton]

Hello kaywai,

Thank you for the note.

From the description and screenshot, it appears your platform may be experiencing Rendering Delays.

Rendering Delay occurs on your charts when they are trying to print too much information at once and cannot keep up with the current price. This may become more prevalent on your charts during periods of high volatility and fast market movement. You may also notice your orders filling immediately or being rejected as well as they are submitted to prices nowhere near the current market price. Oftentimes, this is being caused by 3rd-party add-ons that are not efficiently rendering on your charts.

To test for a price delay on your charts, compare the Last Price shown in your Chart to the Ask/Bid in the Chart Trader or the price of the same instrument in a SuperDOM window.

• If the prices match, this indicates you are not getting delayed data and that your chart is successfully showing live data.
• If the prices do not match, this indicates that your chart is experiencing rendering delay, meaning that it is printing too much information due to inefficient indicators or too many objects on your workspace.

If you confirm that your charts are falling behind the current market price, you may open the NinjaScript Utilization Monitor to see what (if any) NinjaScript items may be contributing to the symptoms:

• Control Center > New > NinjaScript Output
• Right-click within the NinjaScript output window > Select 'NinjaScript Utilization Monitor...
• This window will begin to populate with NinjaScript items in order of time spent processing
• Let this window populate for at least a few minutes
  • How to interpret the NinjaScript Utilization Monitor results to diagnose Rendering Delays
    • If you are still not sure of what the results indicate, take a screenshot of the Utilization Monitor and send the results in a response to this email

To Resolve the Rendering Delays:

• You will need to reduce the complexity of your workspace and remove things until it is able to keep up in real-time again
• If any indicators jumped to the top of the NinjaScript Utilization Monitor, then remove them from the workspace and see if performance improves
  • If yes, then you will want to reach out to the developer of those add-ons and ask for further tips and suggestions on how to reduce their impact
• You could also create a new workspace from scratch while being aware of the Performance and also utilizing the Tips and Suggestions from the following Help Guide:
  • Help Guide - Performance Tips
  • Help Center - Performance Tips

Please let us know if we may provide any further assistance.

[kaywai]

Hi Clayton,

Thank you for your reply.

I have not noted this behaviour before today and my workspace has stayed the same for more than a year.

But when I was working offline ( ie not connected to a broker) yesterday evening, i got this error message for the first time:-

Chart rendering failed. There is likely a problem with a chart object's OnRender method. D2D error = 'HRESULT: [0x88990001], Module: [SharpDX.Direct2D1], ApiCode: [D2DERR_WRONG_STATE/WrongState], Message: The object was not in the correct state to process the method.

I've also attached the ninjascript utilization monitor for your assistance.

The indicator TDREBOINTRADAYv20 prints one value at the open and uses that value for the day. And that value is used to draw a horizontal line. Why is its usage so intensive versus the others?

Regards
Kay Wai

[NinjaTrader_Clayton]

Hello kaywai,

Thank you for the message.

It is possible one of the add-ons you were using while offline requires an active market data connection to work as expected and lead to this error message happening.

• If it only appears while disconnected from live data, then you would want to remove things from the workspace 1-by-1 until the error stops happening to narrow in on the cause.
• If the error keeps happening while connected to data, the next steps would be to open NinjaTrader in Safe Mode and see if it still happens:
  • How to open NinjaTrader in Safe Mode and Test

Since NinjaTrader didn't make the TDREBOINTRADAYv20 Indicator, we don't have any documentation on what it is or how it would work.

• From here, you would want to remove it from the workspace and test if things speed up.
• If yes, that would confirm it was slowing things down so you would then want to reach out to the developer you got it from and ask if they have any tips or suggestions on ways to reduce its impact on the platform's performance.
  • 3rd Party Disclaimer

Please let us know if we may provide any further assistance.

[kaywai]

Hi Clayton,

Thanks for your reply.

I created that indicator. I also have it on my daily charts and based on the NinjaScript Utilization Monitor, it's registering in single digits. I "translated" it so that I could put the data points from the daily chart on to intraday charts. It seemed to work fine till this overload today. Never seemed to have any lag till today either. Just don't understand why it would be so intensive.

The code is only a few lines long. So is the one for the daily chart. Do you mind taking a look for me?

Regards

Kay Wai

[NinjaTrader_Clayton]

Hello Kaywai,

Thank you for the update.

The Platform Technical Support forum space is not the place to dig into delays caused by a custom NinjaScript Strategy.

Please either post in the Indicator Development section of the NinjaTrader forum with your questions or send an email to our support team for suggestions on how to optimize your NinjaScript Strategy that you created yourself.

• Send the email to Support[AT]NinjaTrader[DOT]com
• Include that you made the NinjaScript Strategy yourself in the body so we can send it to the Scripting Team for further insight

Please let us know if we may provide any further assistance.

[cay7man]

@Kay Wai, who is your data feed provider? Just curious

[kaywai]

cay7man IB