Ninja + Zenfire vs Ninja + TT feed
- Thread starter hanzahar
- Start date
No, NOT at all what I said......many use Ninjatrader, but unfortunately NT has NOT been able to handle the recent data flow per unit of time INCREASE from the CME. There has been a degraded performance with the NT platform/charting in various aspects of the overall capabilities. These are some of the same problems that have been seen with Transact AT, OEC, etc.Quote from maxima120:
Ok.. Gotcha - retarded people use Ninja.. Fair enough
The recent DATA FLOW INCREASE from the CME seems to have challenged the envelope for these lower cost broker and third party provided platform/charting apps.......so trade at your own risk.
All of this talk about fast feeds trying to capture every new piece of data. Start first with a simple ping to gauge how late your time sensitive data will arrive.
Unless you are co-located you are probably a 50ms ping away from the price servers. Take into account time to process the data, place orders and verify fills and you should realize no matter how hard you try you have a 100ms process lag.
What good is getting a stream of 100 updates per second when they are already 50ms old? Kind of like driving a car down the road by only looking through your rear view mirror...
But all of this HFT data processing is still subject to your weakest link - common denominator. Surveillance, Fills, Clearing, Credit etc.
It is really tough to break the 100ms barrier without co-locating.
Co-Location knocks your propagation latency down to 3ms and gets you closer to your broker's backoffice systems... then its up to you to tweak your processes.
Unless you are co-located you are probably a 50ms ping away from the price servers. Take into account time to process the data, place orders and verify fills and you should realize no matter how hard you try you have a 100ms process lag.
What good is getting a stream of 100 updates per second when they are already 50ms old? Kind of like driving a car down the road by only looking through your rear view mirror...
But all of this HFT data processing is still subject to your weakest link - common denominator. Surveillance, Fills, Clearing, Credit etc.
It is really tough to break the 100ms barrier without co-locating.
Co-Location knocks your propagation latency down to 3ms and gets you closer to your broker's backoffice systems... then its up to you to tweak your processes.
Yes I agree with much of what you say and I do currently have a co-located operation in place for one system I have.
My point was that even basic bid/ask differential work that used to be easily handled within current retail platforms/charting is no longer robust/reliable. This is all a byproduct of the recent CME data flow increase pushing the limits of some of the more retail directed platforms (fortunately, my Investor RT Pro with DTN.IQ feed still works excellent).
I know traders that have in these past months started to have expanding reliability issues and many where not aware of the recent data flow changes from the CME.
Outside of expanding the DOM to 10 slots a side what else have they changed? Still 70 TPS 14ms updates as far as I know, at least that is what is required for certifying platforms to globex. I know ICE updated recently to 200 TPS 5ms updates... but they were long over due.
The issue with Ninja and virtually all windows based platforms are the speed of updates are approaching Windows Messaging Limits. 700 messages per second is about the maximum the o/s supports and a single app gets throttled to about 200 total updates / second in a perfect world. Smarter feeds send batch updates in single message and the less efficient feeds require you to subscribe to each piece of data where you may eventually hit the messaging wall.
On a side note... Recently tested CME's market data service feed. You would think it would be the fastest and most robust feed.
100ms ping and throttled updates... Complete waste of time.
The issue with Ninja and virtually all windows based platforms are the speed of updates are approaching Windows Messaging Limits. 700 messages per second is about the maximum the o/s supports and a single app gets throttled to about 200 total updates / second in a perfect world. Smarter feeds send batch updates in single message and the less efficient feeds require you to subscribe to each piece of data where you may eventually hit the messaging wall.
On a side note... Recently tested CME's market data service feed. You would think it would be the fastest and most robust feed.
100ms ping and throttled updates... Complete waste of time.