Zen-Fire Lag VS e-Signal (Fast Market)

Discussion in 'Trading Software' started by smalltrader35, Aug 14, 2009.

  1. I have noticed a serious lag from the Zen-fire feed using Mirus compared with the e-Signal version 10.5. It used to be that e-Signal was lagging but now during a Fast Market & Breakout points both the Dome and Charts on NT using the Zen-fire feed are lagging behind e-Signal. I have adjusted the chart update to 0 on NT but this has not made any difference. I am using both the same size Tick Charts on both platforms. Has anybody else experienced this? Would anybody using both platforms care to test this to see if my problems are isolated? I am using 376Tick on both NT & e-Signal. Anybody any ideas as to why this is happening?

    Thanks you.
  2. Noticed 3-7 second lag trailing my IB feed on NQ/ES today.
  3. moarla


    IB is perfect just for not sending all ticks; because of that it never lags :)

    I made also some tests moinths ago and found that in heavy markets ZEN lags....
    (also DTN had problems...)
  4. Yeah, definitely. The tick aggregation does come in handy sometimes :)
  5. How does this lag affect your orders especially Stop Limit Orders given that the off set is 20Ticks on NT. I changed the off set to 2Ticks as I don't want to be filled 1-2pts away from my stop price with this lag. e-Signals price was 1-2pts ahead of Mirus this morning after the ecomonic report at 9.55am. What is the official procedure for fills when the price on Mirus Dome is lagging behind the real market price? Do they have to fill you at their posted quote at the time of your order or not? If not this would effectively mean that your stop orders (Stop limits) could be filled pts away from your stop? Any further insight is most welcome.

    Thank you
  6. Man, your internet connection must suck ;) No, seriously - where exactly are you seeing a delay in zen-fire (the feed that does not even exist - technically)? Zen-Fire (which is mostly a marketing term - they do not do the technology) can handle a lot more than some dozen symbols - if you have the proper bandwidth.

    Or do you use - Ninja Trader, which, being not exactly a stellar application, has - hm - some VERY tupid possible programming issues (especially if you have time and sales open) that SIMPLY may delay the user interface?

    How many symbols do you get (i.e. subscribe to)? I am currently in the process of moving my own programming away from crappy NInjaTrader to something I write myself, and in the process also retirng the zen-fire api (towards the real deal - zen-fire does technically not really exist, it is merely a wrapper around another technology).

    Here is the news: in this other API (same backend system, I basically use what Zen-Fire used to write their API around - and seriously made some not smart decisions) I can easily grab the data stream of the whole exchange ;) Including options etc. I was warned, though, that this may be around 30.000 ticks per SECOND on the extreme (note: most is bid/ask changes obviously - complete order book). I can see Ninja crapping out at a miniscule part of that - thanks mostly to some really impressive programming (not in the positive sense).

    But this is not the "Zen-Fire" feed crapping out, it is only the front end.
  7. moarla


    on what other frontend you can use ZEN? I know only Ninja....
  8. ArcticTrader

    ArcticTrader Guest

    If you are using NinjaTrader, the delay is almost certainly the software. You can't run more than a small handful of charts on NinjaTrader/ZF without it lagging during heavy conditions, but that's not the feed - it's the crappy software.

    I have to run multiple virtual machines, each with its own copy of NT 6.5, just to be able to get all my charts open. I have one copy with just a time and sales ticker (which uses up a lot of CPU), another copy with 3 charts (each looking back no more than 100 bars, and with hardly any indicators, all of them set to CalculateOnBarClose = true), and another copy with some longer range charts on it.

    You should uncheck the option that says "store realtime bar data", and do all of the performance enhancements suggested on the NT website. If you do all of that, and you have a Core i7 920 like I do, you MIGHT be OK. I still see CPU spikes during heavy usage, but as long as none of the cores hits 100% (you have to open task manager to check) it's probably OK.

    You can't rely on this platform AT ALL right now, unless you are prepared to work very hard at tweaking the hell out of it to make it acceptable and you have a very powerful CPU. The programming in this thing is absolutely ATROCIOUS when it comes to performance, and cost me a lot of time that I am not happy about.

    Presumably NT 7 has a lot of performance improvements, but the beta isn't going to be out until at least the end of September and I don't think it will be officially released until late 09/early 2010.
  9. eSignal Support

    eSignal Support eSignal

    As of this week, you can now use eSignal as well. Here's another thread with more info.