IB and Thinkorswim chart loading speed

[NinjaTrader_Ray]

Various different data feeds can produce different load times when loading data from the server. NinjaTrader does several things to optimize load times.

First, base data (tick, minute and daily) data is loaded from the source and is stored on the local user PC. Thus, if the same request is made again, since the data is stored on the local PC, NinjaTrader does not need to re-request it from the source obviously saving time.

NinjaTrader takes a second step and caches bars. So, if you request 5 minute bars, we load the 1 minute bars from the storage, construct 5 minute bars and store these bars in a local cache. Thus, on subsequent request for 5 minute bars, it just loads it from the cache.

We do support eSignal and IQFeed however, our preferred market data service is www.kinetick.com. Optimized for NinjaTrader 7 and less expensive than the competition.

There will be a Kinetick webinar next Tuesday as well - http://www.kinetick.com/events

 

[Kirkx]

LeeD:It's not even accurate to build minute charts. Because it's a snapshot, 1-minute charts very often don't show the correct high or low. If you reload a chart (which involves requesting minute data from IB) highs and lows become correct.

Well, if you really take the data under the microscope, you can find some inaccuracies in one minute data, especially in very fast markets. With 100 ms snapshot there is 600 prints in one minute period, so most of the time H/L will be accurate, and occasionally it might be off by one tick.

IB actually has a separate symbol format that allows downloading the full data (instead of a snapshot), but this data is 5 second delayed. IB calls it "true data":

ES-201103-GLOBEX
ES-201103-GLOBEX-TD

True Data has the following shortcomings:

- 5 second delay
- Time and Sales data is not available
- Bid Volume and Ask Volume data is not available

I've seen some elaborate C++ code for a custom DLL posted by some SierraChart guru that actually allows combining the two symbols in the example above, and have "true data" with no delay.

 

[traderharley]

Thank you for your info Ray. I set up the exactly same chart on IB TWS and Ninja ChartTrader, when I enter a new symbol, TWS chart can load instantly - less than 1 second, but ChartTrader will take around 3 seconds, I am not sure how to optimize the application to make the chart load quicker, could you help?

Quote from NinjaTrader_Ray:

Various different data feeds can produce different load times when loading data from the server. NinjaTrader does several things to optimize load times.

First, base data (tick, minute and daily) data is loaded from the source and is stored on the local user PC. Thus, if the same request is made again, since the data is stored on the local PC, NinjaTrader does not need to re-request it from the source obviously saving time.

If I request GOOG first, then I request AAPL, then I come back for GOOG again, the load speed is same as the first time, I requested GOOG, did not see improvement.

NinjaTrader takes a second step and caches bars. So, if you request 5 minute bars, we load the 1 minute bars from the storage, construct 5 minute bars and store these bars in a local cache. Thus, on subsequent request for 5 minute bars, it just loads it from the cache.

If I request 5 minute bars first, then request 1 minute, it did load instantly, no delay.

We do support eSignal and IQFeed however, our preferred market data service is www.kinetick.com. Optimized for NinjaTrader 7 and less expensive than the competition.

There will be a Kinetick webinar next Tuesday as well - http://www.kinetick.com/events

 

[NinjaTrader_Ray]

Your welcome.

Your best bet is to contact my support team through any channel listed at the link below or provide me your email and I will have someone on my team follow up.

http://www.ninjatrader.com/Support

In short, I am not sure we are talking apples to oranges here. I am not sure what data TWS is loading vs NinjaTrader. Any new symbol for sure will take longer to load then if your reload the same symbol again since the data is not yet cached.

 

[jtfutures]

Try clearing your JAVA history. IB data will still be slower than most, but it MAY speed up the loading process for you...

 

[traderharley]

Quote from jtfutures:

Try clearing your JAVA history. IB data will still be slower than most, but it MAY speed up the loading process for you...

Hello jtfutures, could you give detail about how to clear the JAVA histroy? Thank you.

 

[jtfutures]

I am not a computer expert at all and I am not recommending or suggesting that you do this to your system. I am simply stating what I did (with the assistance of an IB rep) to increase the performance of my IB charts and Booktrader.

You may want to call IB yourself for more advice.

In Vista go to CONTROL PANEL - CLASSIC VIEW - JAVA - Settings - then Delete Files.

Again, I am not a computer expert and I am not recommending or suggesting that you do any of this to your computer. I am simply stating what I have done to my own personal system.

 

[tlow]

Hey I wrote up a little how to on this issue...more specifically for ToS loading speeds. But give it a try with IB, I think it will help. Shoot me a PM if you want some help.

http://www.elitetrader.com/vb/showthread.php?s=&threadid=214227

 

[traderharley]

Quote from tlow:

Hey I wrote up a little how to on this issue...more specifically for ToS loading speeds. But give it a try with IB, I think it will help. Shoot me a PM if you want some help.

http://www.elitetrader.com/vb/showthread.php?s=&threadid=214227

Thank you tlow.

I currently use Ninjatrader as my trading platform, and get data fill from IB, and it will take about 3 seconds to load my chart on Ninjatrader, I actually do not use IB chart. So do you think your modification will help to load chart quicker on my Ninjatrader? Thank you so much in advance.

 

[tlow]

Quote from traderharley:

Thank you tlow.

I currently use Ninjatrader as my trading platform, and get data fill from IB, and it will take about 3 seconds to load my chart on Ninjatrader, I actually do not use IB chart. So do you think your modification will help to load chart quicker on my Ninjatrader? Thank you so much in advance.

I kinda don't think so since Ninja trader is not Java based...I have a demo acct with them so let me take a look. The how to is more based on the platform (Java) than the actual feed.

What OS are you running? Im not sure what the options are but there may be a way to dedicate more RAM or processing power to ninja trader...but again, I have to look into that to see if it can even be done.