Discussion in 'Trading Software' started by Ditch, Nov 12, 2002.
How often do you want me to repeat the problem?
This thread appears to be talking about at least two distinct problems and I think that's causing some confusion.
If you are talking about the performance of our Euro futs (the original post in this thread), then we are aware of exactly what the issue is. Project should be completed by 1/3/03. Please see my earlier reply for more information.
If you are talking about our application "freezing" or even 3p apps running on top of eSignal "freezing", that's a seperate problem we are still working to isolate and resolve. Please see my more recent reply for information regarding "freezing".
If you want additional assistance or further clarification, we'll be happy to arrange a phone conversation so we can talk more directly.
If Globex gets smashed with orders, a lot of bottlenecks are going to occur down the river.
If it is absolutely necessary to have real-time quotes at all times, I suggest some of you look into multiple data-steams and creating a program using "fuzzy type logic" to find out which data-steam is more up to date and always spit that out to your charting software.
How about a way to do some tick filtering - for example an option that would only update the charts every 0.1 (or 0.2 or something like that) seconds instead of every tick. I'm sure that even the most nimble scalper wouldn't mind losing all the in-between ticks in a fast market to have current chart elements.
Try out the MyTrack data feed with Sierra Chart. Practically all exchanges are covered, it's very solid, and no ridiculous lag (lag is about 1/2 sec behind IB's feed but you can use IB's feed directly into Sierra Chart as an alternative, like Medved Quote Tracker. Any gaps in your data can be filled in EOD thru the MyTrack feed). Sierra has all the studies you can imagine plus the capability to design your own.
I'm not affiliated with them, btw but I'm a happy user. And it's cheap, too. MyTrack data is $45/mth plus the usual exchange fees and Sierra is $40 for a 6-month license which gives you real time and historical data going back forever. Great support, too.
7.2 beta version is now available.
For the latest on our research into the CPU problems, please see this thread:
how about a simple lag indicator? regardless if its cpu/bandwidth etc a simple time lag indicator letting me know the tick being currently processed is xx seconds old.
Surely each trade in the time & sales window should be properly time stamped as to when it was traded in the pit/on the exchange etc.
Then you would know about lag quite easily.
However correct me if I am wrong but it seems that the time stamp just marks when it hits your computer, which really is of no use at all!
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