Staggering Data Lags with Investor/RT and DTN - Any and All Help Would Be Appreciated

Discussion in 'Data Sets and Feeds' started by cwb1014, Apr 10, 2009.

  1. cwb1014

    cwb1014

    Actually, after working with the program for a couple of years, I think the IRT software is outstanding in all but fast markets. It has some tremendously valuable functionalities that I believe are unique to it, most notably its volume breakdown feature which enables traders to see how much volume over any periodicity is buy v. sell volume, defined either by how much volume is occurring on upticks v. downticks or, separately, how much is occurring at the bid v. the ask.

    Unfortunately, as you likely know, there's a lot of money to be made in fast markets and presently IRT, at least in combination with DTN, is not performing well in them by way of providing the timely data that one needs to succeed.

    What charting software with which data feeds have you been having better luck with in fast markets and how many symbols are you monitoring without experiencing significant data lags?
     
    #21     Apr 10, 2009
  2. cwb1014

    cwb1014

    Jay is absolutely correct here: IRT and Jay on behalf of DTN have both provided excellent and generally timely support on an array of issues over the years. What I think we need here is some careful, thoughtful consideration of this issue from some of DTN's most technically expert personnel (and they have a bunch of them), in collaboration with IRT's principals, and to have their best thinking communicated to us here, either directly or through Jay.

    Personally, I've begun to address this problem in general terms with some computer engineering experts at Duke University, which I live nearby, and the preliminary feedback I'm getting from them is that there are a number of potential causalities of the underlying problem here, some relating to single factors and others relating to the interplay of multiple factors, and that only some of those causalities would be resolved by throwing more computational power at the processes involved.
     
    #22     Apr 10, 2009
  3. That’s great, now you can spend your time analyzing why IRT is so quirky instead of analyzing charts, good luck!
     
    #23     Apr 10, 2009

  4. So in other words you’re not confident in IRT using real time data in fast moving markets. Move on unless you just want to analyze end of day charts.

    For end of day study IRT is fine.
     
    #24     Apr 10, 2009
  5. I use DTN's "IQ-Feed" on one of my trading rigs and I would bet you "dollars to donuts" that your issue has nothing to do with the DTN data-feed.

    My guess ( and I have had this happen before ) is that the version of your IRT or trading platform software is "corrupting" the data and this is what is causing the "bottleneck" and lag.

    The next time you get lagging data, simply go into the program files of your trading software platform and delete the folder for DATA, NEWS, and CACHE.

    See if that clears things up.
     
    #25     Apr 10, 2009
  6. cwb1014

    cwb1014

    Actually, I'd rather not and am hoping I won't have to. What charting software are you using with what datafeed that has given you good results in fast moving markets? Please let me and everyone here know. Thanks in advance.
     
    #26     Apr 10, 2009
  7. srv

    srv

    Thanks for the tip, I'll try it.

    (The quote you attributed to me was actually from "cwb1014" - I also think it unlikely there is a problem with the data feed. I've used IQFeed with other charting software w/out problem)
     
    #27     Apr 10, 2009
  8. cwb1014

    cwb1014

    What other charting packages have you used with DTN without problems? Please let us know. Thanks in advance.

    cwb1014

    :cool:
     
    #28     Apr 10, 2009
  9. Eight

    Eight

    Is there a data feed with exchange timestamps? I'd like to have that to measure everything else with. I think most resellers apply their own timestamps.
     
    #29     Apr 10, 2009
  10. I tried DTN twice. I never had much luck with it.
     
    #30     Apr 10, 2009