Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Web Trader vs Desktop Price Delay

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Web Trader vs Desktop Price Delay

    I discovered today there is a major discrepancy between my desktop app and the web app as it relates to the data being shown.

    Not only is there sometimes a 500 tick delay between the two but more often than not the candles aren't painting the same, meaning the open and close are different as are the highs and lows.

    I trade with a naked chart aside from the 21 EMA and even that is not computed the same when comparing the two programs.

    As a test I attempted to arbitrage this setup and wouldn't you know there is no delay in the orders regardless if placed on the web or the desktop they show instantly on both platforms.

    Even more interesting is when watching the targets get reached the web app seems to be the controlling factor. Before a target is reached on the desktop it is filled (desktop is lagging the web app in this case).

    To further confirm this issue, I reached out to a pal on the east coast (I'm west coast) and sure enough his setup was discovered to be doing the same thing. So it's not an ISP issue or a computer issue. It appears this is an application delay, as his count was off by the exact same as mine when comparing the tick counters between the web and desktop platforms. Again, the desktop seems to always lag the web.

    We both have high end gaming laptops, have benchmarked our systems and believe them to be as good as one can find on the market today. However, that's of little concern really when the problem can be replicated across the continent, on different machines, using different internet providers.

    Again, this occurs with a single chart using one EMA indicator and no other windows open in NT nor other apps open on the computer.

    This bit of delay is alarming to say the least. If the orders were delayed then I would agree with some who might say "trade what you see". However, because the orders fill immediately and are shown on both apps simultaneously the delay of chart data is like flying blind. Never mind the fact that when they do print their open, close, high and low are often off sometimes by 2 ticks or more.

    Any help would be greatly appreciated. ​

    #2
    Hello motomike27,

    Thank you very much for your post and welcome to the NinjaTrader forums!

    We are not aware of any discrepancy in this regard, and I have not personally heard of this before.

    Could you send us any information you discovered together with your log & trace files? We could then investigate further what might have caused this.

    You can reach out to us directly by going to the Control Center -> Help -> Email Support

    Please select "Platform Technical Support" as the recipient and enter a brief note referring to this post in the message.

    Thank you in advance, I look forward to your reply!​
    Manfred F.NinjaTrader Customer Service

    Comment


      #3
      This thread caught my eye because I am experiencing the exact same thing. I also trade the ES with a 21 EMA and little else. I find it at the very least suspicious that the orders are filled across both platforms simultaneously while the data feed is lagging on the desktop app side. This of course can and will have negative consequences for trades placed on the desktop app.

      But just as concerning to me is the not infrequent printing of DIFFERENT bars at the same time between the web and desktop apps. As an example, on NT desktop, I had a red candle whose body consumed half the candle height with the wick comprising the other half on top. The same exact bar on the web app was completely different (a dogi), which was very unsettling. I would have made different decisions about which direction I would place my trade on each platform! And yes, the candles' OHLC can and do vary a fair percentage of the time The fact that the same, disciplined trading strategy needs to vary between the two platforms during the same exact time frame is highly concerning to me. I think it reasonable to get a concise answer on this from NT support.

      Comment


        #4
        Post catches my eye bc my order was filled on the desktop client this morning when bars weren't event around my price level. I watched bars print into the trade but indicative of a slow chart (for me -- weird visual experience) but thankfully the exit order was filled.

        I have recently upgraded the desktop client to the latest and don't use the website much. I guess I will try setting up there and seeing if the performance is better.

        If you can point me (new here to forum) to resources to make sure the desktop client runs with optimal performance it would be appreciated. Perhaps a common but buried thread on here?

        I will also create a support ticket for tech and get my log files over to them.

        Thank you all

        Response from Tech : https://ninjatrader.com/support/help...ance_tips2.htm

        Which is great, ty... I ask the program to do a lot some times. So keeping clean is important.
        Last edited by SolarGain; 11-16-2023, 11:13 AM.

        Comment


          #5
          Left to right, NT desktop chart, NT web chart, NT desktop DOM, tradestation desktop DOM. Interestingly this morning the lag was on the web portal. Notice the price 4520.50 on the NT web shown in upper left of the chart and tick count of 45. Now look to the right of the NT desktop DOM and you'll see the chart price line on the web chart is at 4519.50, a full point below what is registering on the top left of the plot window! That's not due to any latency on my side, I can assure you because that data is being processed and delivered to me from the NT servers as an image not raw order flow data that my browser is then interpreting and printing. The NT desktop chart price is 4520.50 as is the tradestation desktop DOM showing 4520.50. Also note the tick count on the NT desktop is showing 1988 and a new bar is printing while the NT web app is still on the previous bar!

          I'm beginning to wonder if the data for the DOM is different than that for the charting. Would this explain why the NT web shows one price for the candle being printed vs last price shown in the corner of the window? Maybe it's a spread issue where the candles are being printed on the bid and the last price is based on the ask? The DOMs don't support that idea though I don't believe.

          I've had brokers in the past warn me not to chart trade because their charts are handled by 3rd party data. Could it be that NT is doing the same? I have 3 DOMs that all agree yet the charts are off and the ticks are off and many times open and closes are off as well leaving EMAs to vary and overall chart patterns to look distinctly different.

          All very concerning to say the least. Working with tech support to clear db files and address what they think is a connection issue but as a former IT professional i don't see how latency or dropped packets would persist in this case to present these conditions. Is it reasonable to believe that multiple users have the same exact issue with their broadband connections? Anything can and does happen so who knows.

          I would encourage anyone reading this to compare your web and desktop and see if you experience similar issues.

          Thanks
          Click image for larger version

Name:	IMG_2060 (1).jpg
Views:	818
Size:	757.9 KB
ID:	1278332

          Comment


            #6
            Isn't it maybe the case that all of these are being updated on a timer basis periodically, a few times a second, and you're catching one ahead of the other randomly because they each have their own independent refresh timer? If there's consistently a lag of more than one second, that would not be it, but if it's consistently under a second, I would be thinking we're looking a timer refresh issue here.
            Bruce DeVault
            QuantKey Trading Vendor Services
            NinjaTrader Ecosystem Vendor - QuantKey

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by CMENDOZA878, Yesterday, 04:21 PM
            1 response
            6 views
            0 likes
            Last Post NinjaTrader_LuisH  
            Started by algospoke, 05-13-2024, 06:53 PM
            15 responses
            153 views
            0 likes
            Last Post NinjaTrader_ChelseaB  
            Started by llanqui, Yesterday, 05:56 AM
            3 responses
            15 views
            0 likes
            Last Post NinjaTrader_ChelseaB  
            Started by The_Novice_One, 07-15-2024, 05:49 PM
            4 responses
            19 views
            0 likes
            Last Post NinjaTrader_ChelseaB  
            Started by DeanJ, Today, 05:19 AM
            0 responses
            6 views
            0 likes
            Last Post DeanJ
            by DeanJ
             
            Working...
            X