Do you use IRT software for real-time trading?
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an alternative browser.
You should upgrade or use an alternative browser.
Staggering Data Lags with Investor/RT and DTN - Any and All Help Would Be Appreciated
- Thread starter cwb1014
- Start date
Do you use IRT software for real-time trading?
I am going to try this software again with IB as the feed. I will run it next to TradeStation just using 1-15 minute charts.
TradeStation does lag on Fed day, but other than that it's spot on with IB.
TradeStation does lag on Fed day, but other than that it's spot on with IB.
I can "watch" over 500 symbols with dtn with maybe 15% CPU usage. I have a 2 year old cheap core duo laptop, 1gig, vista. The software I use I wrote, it is an automated trading platform doing lots of calculation on each tick for each symbol. There are almost no graphics (only one chart at a time). This is probably your problem. Most software can not redraw the graphics fast enough to process tick data for very many symbols. Some software can handle more charts if you are doing minute bars. You can see how bad the problem is by looking at CPU usage while moving your mouse quickly around the screen. Or bring up a chart and scroll it quickly (CPU usage will go way up). So if your software can't pull the ticks off the DTN queue things can really bog down. Possible solutions are a faster graphics card or software optimized for real-time graphics.
Good luck
Good luck
Folks, just want to give you an update here on what was causing the lags that were the original subject of this thread and how they've been overcome.
With the help of DTN and Linn Software, I have been able to resolve the problems I was experiencing. As it turned out, I was mistaken about the number of symbols being monitored in real-time by Investor/RT (I/RT). I have 550 symbols setup in my I/RT system. While I thought only 23 of them were being monitored in real-time, all 550 of them were, in fact, being watched on a tick by tick basis. This in turn resulted from one of the advanced data management techniques I have developed in I/RT not working as expected, specifically the one I use to control the number of symbols I monitor in real-time. Bill Linn, one of I/RT's principal developers, has carefully examined this particular technique and recommended a minor modification to it to ensure that moving forward it will work as expected. Naturally, I have implemented his recommendation and, having done so, do not anticipate there being any further issues in this regard.
I should point out that it is very easy, both in I/RT and in IQFeed (the DTN utility that actually receives their data on my system), to determine how many symbols one is monitoring in real-time. In fact, it can be done, in either case, in a matter of seconds. Because I was confident that the data technique I employed in this case had set the number of symbols to monitor in real-time to the desired 23, I did not think to check how many I was, in fact, actually monitoring. Had I done so, I would have seen that I/RT and/or IQFeed were monitoring 550 symbols instead. Interestingly, during the non-peak times of the trading day, I/RT was able to track all 550 symbols while maintaining lag within entirely normal bounds. However, when trading volumes picked up dramatically in the last hour of trading, it was not possible for the system to keep up with the substantially greater tick rates, resulting in the extraordinary lags I reported.
I also want to point out that had I checked and seen that 550 symbols were being monitored in real-time, I could, in a matter of moments, have adjusted that number down to any level I desired because I/RT makes it very easy to change how many symbols one is monitoring in real-time. It's really a matter of a couple of mouse-clicks and it's done. Well, there you have it. Naturally, I welcome any further thoughtful comments or questions from persons with an interest in this matter.
With the help of DTN and Linn Software, I have been able to resolve the problems I was experiencing. As it turned out, I was mistaken about the number of symbols being monitored in real-time by Investor/RT (I/RT). I have 550 symbols setup in my I/RT system. While I thought only 23 of them were being monitored in real-time, all 550 of them were, in fact, being watched on a tick by tick basis. This in turn resulted from one of the advanced data management techniques I have developed in I/RT not working as expected, specifically the one I use to control the number of symbols I monitor in real-time. Bill Linn, one of I/RT's principal developers, has carefully examined this particular technique and recommended a minor modification to it to ensure that moving forward it will work as expected. Naturally, I have implemented his recommendation and, having done so, do not anticipate there being any further issues in this regard.
I should point out that it is very easy, both in I/RT and in IQFeed (the DTN utility that actually receives their data on my system), to determine how many symbols one is monitoring in real-time. In fact, it can be done, in either case, in a matter of seconds. Because I was confident that the data technique I employed in this case had set the number of symbols to monitor in real-time to the desired 23, I did not think to check how many I was, in fact, actually monitoring. Had I done so, I would have seen that I/RT and/or IQFeed were monitoring 550 symbols instead. Interestingly, during the non-peak times of the trading day, I/RT was able to track all 550 symbols while maintaining lag within entirely normal bounds. However, when trading volumes picked up dramatically in the last hour of trading, it was not possible for the system to keep up with the substantially greater tick rates, resulting in the extraordinary lags I reported.
I also want to point out that had I checked and seen that 550 symbols were being monitored in real-time, I could, in a matter of moments, have adjusted that number down to any level I desired because I/RT makes it very easy to change how many symbols one is monitoring in real-time. It's really a matter of a couple of mouse-clicks and it's done. Well, there you have it. Naturally, I welcome any further thoughtful comments or questions from persons with an interest in this matter.
I used this software back in 2003. I got so frustrated using it that I moved on and never looked back. Just out of curiosity I downloaded it last week and have been using it with IB. Itâs working great. I really like it.