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Kinetick Real-Time Data Quality Issues


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Kinetick Real-Time Data Quality Issues

  #11 (permalink)
 
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 Big Mike 
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srgtroy View Post
How is the Meinberg app different/better than the native windows time synchronization service? if i use time.nist.gov my local clock appears to be properly synched.

Windows Time is not true NTP. It is only accurate to within a few seconds. You can sync every single second, and it still only be accurate to within a few seconds. Accuracy was not the goal of the Windows Time client. If I remember correctly, Windows Time also does not use a drift clock. It means that when time is syncd, time literally changes on your PC. Not great in production for serious servers.

A true NTP app, like Meinberg, uses true NTP standards and thus will give you extremely accurate clock settings and find the best stratum time source nearest you. NTP also uses a drift clock, which means time does not change from one moment to the next. Instead, NTP determines the drift and then slows or speeds up your system clock so that very minute, gradual changes are made instead of a disruptive change where time is skipped.

Mike

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  #12 (permalink)
 
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 srgtroy 
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I continue to investigate this issue. Here are some updates in case anyone else is dealing with this issue or will deal with it in the future:

1. When it comes to building Tick Bars in NT, time-stamping and PC sync are irrelevant.
2. The bars are built solely by counting incoming ticks and starting a new bar as determined by the tick bar setting.
3. There appears to be no mechanism to deal with errors.
4. If you're Tick Bars are not the same as the ones built by the historical data server, then either you are losing ticks in transmission or NT is dropping/not processing all ticks, but I'm not sure yet which one it is.
5. NT is not the only program that has issues with Tick Bars. Most trading platforms deal with this issue, however, I'm not yet sure which do a better or worse job than NT.
6. One solution proposed is to switch to Volume Bars, as they are considered more "stable" than tick bars. I have not investigated that further.
7. The latest MultiCharts release seems to at least try and deal with the possibility of lost ticks by establishing a Tick Cache. The guarantees that it will process all ticks received and not drop any. You would still have to lose no ticks in transmission for absolute fidelity, however. Nevertheless, it is something i hope to investigate further.

That's it so far.

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  #13 (permalink)
 Eintopf 
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Hey srgtroy,

past some time , did you find out someting new about the problem with the realtime / historical data server problem...?
I have the problem also on volume bar charts as you can see in the attached files ( first picture normal kinetick livestream , second picture reloaded ) , there is missing something after
I clicked reload all historical data....

greetings from germany

gerrit

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  #14 (permalink)
 
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 srgtroy 
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I did find one solution that greatly enhanced the fidelity between my real-time charts and the chart after historical server data reload. Initially I had been using a wired network connection. Strangely enough, when I added a wireless network connection as well, so that my computer was connected simultaneously both wired and wirelessly, my charts before and after reload started to look a lot more alike. It's not perfect, but its much better.

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  #15 (permalink)
 Eintopf 
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Hey ,

thanks for quick response...
That is an interesting tip...., maybe I will try it out ..
I also contacted Ninja Support , because I think it is not normal that I´m really missing some bars on
a reloaded chart , that is not slightly different ;-)

greetings

gerrit

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  #16 (permalink)
 Eintopf 
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Just for info :

I contacted Ninja Support , they had some problems with the historical data server the last days ,
problem should be solved over the last weekend.....

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Last Updated on July 30, 2012


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