Zen Fire data feed in fast market

Discussion in 'Data Sets and Feeds' started by Andromeda, Aug 22, 2009.

  1. Hi,

    I am really disappointed
    I trade with Ninja Zen Fire, and every time there is a fast market condition, the platform lags

    I never heard about this issue from many traders that use Zen Fire

    I don't know what I can do to resolve this issue

    Any advice?

    My ADSL runs at 14.000 kbps, latency 50/150 milliseconds

    [​IMG]
     
  2. moarla

    moarla

    i had the same expirience, ZEN lags when more data comes in, but someone told me its a Ninja issue. Who knows...

    I tested different feeds searching the optimum (DTN esignal ZEN +++) and for my needs even with aggregated ticks IBs feed is ok for me- no lags
     
  3. You have no problem with zen-fire (well, the technology that is sold to you as zen-fire - it is a marketing term). You have a problem with Ninja.

    Ninja sucks, performance wise. They use one thread for all, including... updating the UI. If it gets fast, you lag.

    Proof? ;) Well, let me say I had a data collection running recently (as: yesterday). Coming from the same technology platform that is sold as zen-fire. I got the COMPLETE CME FEED for half an hour around market opening to stress test my platform. Please understand: we talk complete CME feed here, not "a couple of symbols". We talk all - futures, options, spreads. This is significant more than 30.000 updates per second.

    The feed has original microsecond timestamps from the platform. I got all of it, and lag was within acceptable parameters and stable. I used quite some bandwidth, but not anything worth noting those days (6mbit would be plenty). And the lag I got was pretty stable from the timestamps - and within parameters acceptable on the internet.

    The technology sold to you as zen-fire is terrific (and not that rare it you know whom to ask). The technology from Ninja is... well..... lets say when I still worked in IT projects we would have sued people writing something of that quality.

    Put the blame on Ninja. Until they fix it (and SOME at least gets fixed with v7 end of the year), the only thing you can hope for is the fasted processor core you can get. Note: processor core - multiple cores are pretty useless for the UI, as they wont get utilized heavily. Go for highest core rate you can.

    I for myself will do another test next 2 weeks trying to capture a complete week of data onto disc.

    Oh, anyone asking me how I get access to the whole exchange feed including options via zen-fire when ninja can not do that and the zen-fire api can not do that ;) I am not using the (limited) zen-fire API but the real api from the technology provider ;) Nice functions there, like "SubscribeExchange" ;)
     
  4. Ok, I need to comment here.

    For years now, I have been seeing people post about data lags on all kinds of platforms: IB, Tradestation, Ninja-Zen (rarely) and a couple others.

    It is the most amazing thing: I have never had this problem, even though I have used all of the above providers at one time.

    The prior poster who trashes Ninja must have very robust requirments to be unhappy with it. I have used it for 2 solid years and virtually never had any lag (except when CME has had known issues). In fact I would call it perfect if there was such a thing. But IMO, Ninja-Zen is the overall most stable combo out there. I can't even remember the last time I had an issue.

    (I should say that I run only a few charts and no autotrading - I cannot speak to a situation with 30 charts open and API's running all over the place)

    ---------------------------------------------

    My strong belief is that most people with these problems have either (or a combination of):

    - a corrupted software installation

    - antivirus or antispyware software interference

    - a PC that has a bad registry that needs cleaning/fixing or indeed has corrupted O/S system files

    - their own TCP/IP or Winsock issues

    - an ISP that sucks/high latency (many have this but don't know it)

    - too many processes in the background so therefore are memory or resource deficient (as in too many startup programs running)

    All of the above items can and will create performance issues with most platforms - that may be perceived as data lag but are really systemic malfunctions. The data lag is only a symptom.

    Ask yourself what is REALLY more likely: that the software platform is flawed by design OR that you have a PC issue you created somewhere along the way ala the above mentioned items.
     
  5. No, sir, I have a separate computer for trading, separate internet, more powerfull than I bet yours ;) Chances are on my side.

    There are KNOWN issues with Ninja - there are various ways to overload it. Some are simple, some are not so much. All are known and documented.

    Examples:

    * Put a T&S into real time mode. It normally refreshes only x times per second. Real time, it will redraw (SLOW) on every tick. Good normally, fast markets see you lag terribly. This is actually documented - just some people dont realize that when they turn T&S real time. Happened to me.
    * Strategies or indicators doing a singficiant amount of maths AND set to repaint / recalculate on every tick. Normally they run pretty simple. This is also the case if only little happens in the strat / indicator - for example, I use per tick data only to move trailing stops. No big problem. But if you do a lot of maths there, then the amount of work goes up in fast markets.
    * Reloading historical data under certain circumstances freezes the platform until it is loaded. Happened to me a couple of times. This is partially also the case if you open / reopen / change the timeframe on a new graph and that goes up the window with CPU usage calculating bars.

    It all runs down on running more complex code than average and / or a higher number of symbols. Most issues are well documented and - at times - ackknowledged by the Ninja trader staff. Read the tremendous amounts of things getting better with Nt7 - memory consumption, speed in certain aspects.

    If / as long as what you do is sensible, Ninja is actually not that bad. But especialyl for non-IT people and non-programmes it is sometimes not exactly that easy to know realize how easy it is to overload the whole system with certain easy things.

    I particularly like the real time T&S redraw issue. Someone may just put their T&S into real time mode, see the warning and see all is ok. Next time the market goes bonkers, you LAG. I got a10 second lag spike once, including my strategy trailing stops and putting in orders too slow - with a nice loss. Once I turned that off, acutally, I have no lag issues to start with.

    That said, the other comments are right. Stuff like background proceses, internet connection etc may use up resources. Turn of BitTorrent while you trade, or get a separate uplink ;) No anti virus please - WHILE you trade, you are not supposed to download anything, so you can turn off anti virus DURING TRADING. Or do as I do - use a separate computer, ONLY for trading. NOTHING else installed.
     
  6. RedDuke

    RedDuke

    I totally agree with slapshot. Had pretty much no issues (twice over a year has some weird freezing behavior during very quiet time ). I used to trade DAX, and it is a very fast market.

    I had 5 charts open (0 delay on each), T&S (real time) and DOM.

    Also have MacAfee and Spybot on PC.

    One can not go wrong with Ninja + Zenfire.

    Currently trade KOSPI with IB and Ninja combo. Not even 1 issue.
     
  7. Kap

    Kap

    agree with half of it , zenfire is great, ninja not so.
    - but to the authour : what platform is timestamping your data ./>? or is it exchanged stamped >?
     
  8. Thanks all for detailed replies

    But the issue is still present, every day, normally after market data release.

    My CPU is Intel E8400 3 gHZ, 2.0gb ram, so basically, the hardware requirements are ok.

    I tried to disable Firewall and Antivirus but anything has changed.

    I don't use P2p, when I trade only CNBC and real time news are enabled

    I noticed that CQG trader tends to perform better under fast market conditions
     
  9. You should be aware that the DAX mentioned is - hm - not exactly busy compared to example to the ES.

    Suggestion:

    Please keep task manager open, or record CPU utilization. Look for a 100% spike when it lags. YOu should see the Ninja process eating all your CPU.

    Oh, with multi core... the 100% is 100%/core numbers - basically you want one core going 100%.
     
  10. RedDuke

    RedDuke

    Dax is obviously much less liquid , but it moves much faster especially when news are involved. I had x trader and ninja+zen and they were ticking the same.
     
    #10     Aug 22, 2009