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Time and Sales vs system clock


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Time and Sales vs system clock

  #1 (permalink)
 futuretrader 
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I noticed considerable lag today placing orders using charttrader, so I checked around to see what was happening.

I'm not sure if its related, but my Time and Sales is consistently about 7 seconds behind my system clock. How is this possible when NT uses the system clock for its timestamp? And what does it mean?

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  #2 (permalink)
lOQl
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futuretrader View Post
I noticed considerable lag today placing orders using charttrader, so I checked around to see what was happening.

I'm not sure if its related, but my Time and Sales is consistently about 7 seconds behind my system clock. How is this possible when NT uses the system clock for its timestamp? And what does it mean?

Definitely related.

If your provider uses Native Time stamping, the Time and Sales won't use your pc clock, it will use the time stamps your provider sends with their data. You should check their help guide to see if your provider has native time stamps (something like CQG or Zen-Fire will be native). It's most likley that you are using a provider who is using native time stamping and your pc clock is out of sync with their servers. You should sync your PC clock to a windows time server from the Internet Time tab of the date/time settings.

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  #3 (permalink)
 futuretrader 
Como Italy
 
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Thanks for the reply. The system clock is fine, and today there are no problems with the timing.

I discovered that Windows automatic update was turned on, and yesterday there was a big update, so perhaps my bandwidth was compromised that. Still seems strange, though, since my NT setup uses very little bandwidth.

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  #4 (permalink)
 gomi 
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Ninja trader does not use your system clock if the feed is timestamped
see NinjaTrader Version 7

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  #5 (permalink)
 
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 Big Mike 
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gomi View Post
Ninja trader does not use your system clock if the feed is timestamped
see NinjaTrader Version 7
Attachment 63078

Since when did NT 7 implement historical bid/ask? I think that chart is wrong, seems to be talking about market replay or something and not about actual implementation of historical bid/ask with backfill on your real-time charts.

Yes?

Mike

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  #6 (permalink)
 gomi 
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No , they have historical bid and ask time series, but they are considered as another price type (types are Last, Bid, Ask), and these values are stored as independant time series not synchronized with the main time series.

So utterly useless.

NinjaTrader Support Forum - View Single Post - BidAsk Historical...
" the EXACT sequence of a mix of bid/ask/last events will NOT be maintained while processing the historical data from multiple series"


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  #7 (permalink)
 
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 kalalex 
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gomi View Post
No , they have historical bid and ask time series, but they are considered as another price type (types are Last, Bid, Ask), and these values are stored as independant time series not synchronized with the main time series.

So utterly useless.

Does this mean it's not accurate if I use ninjatickfile for gomCD or ladder after F5 when my datafeed supports historical bid/ask?

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