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Date/Time: Wed, 03 Dec 2025 01:09:21 +0000



Post From: How to update on every tick rather than 10mschartupdate

[2025-10-19 10:45:52]
binaryduke - Posts: 387
@User944318 0 re post #10, while NinjaScript does have a method that can be called on each bar update, i.e. tick by tick, this does not mean that the code is actually called as each new tick is received. This is simply not practical based upon performance limitations as well explained by Sierra Chart Engineering. NT is still batching receipt of incoming data, and then it can be processed tick by tick. This is no different to processing new time & sales records in Sierra Chart when the study is called.

To understand this better, play with the T&S data and see how many updates occur. Look at how much activity occurs from the exchange within a 10ms period. Then consider your latency to/from the exchange. If you have a server at Cermak, you will have 1ms latency. If you're on the East Coast, around 20ms. If you're outside the US, it could be 80ms. Multiply by 2 for receive data/send something back. Add on your study calculation time (1-2ms if you're a good developer).

It is simply not feasible to sit on the incoming tick stream and act upon every tick. This is not to say that you cannot write code that evaluates tick by tick, but it's always going to be working on buckets of historic data that might be 10-20ms old as a minimum.

NT is a laughable performance comparison to Sierra Chart. Retail garbage.

Oh, and if you 'want your study to update on every tick' and you are trading manually as a human, you are deluded. Aside from the round trip latency, your reaction time as a simple human is minimum 200ms for a simple red/green stimulus and a button press.

There is stuff happening in the tick stream that you cannot even perceive as a human. Acting on this stuff is in the realm of automation, but, the layers of retail platform/API/internet latency means that reaction to the event is always be at least 12-25ms later than the event.

Thinking that "if my super duper RSI indicator updates every tick" will give you as a human manual trader an advantage, is totally delusional.
Date Time Of Last Edit: 2025-10-19 10:50:13