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Direct MessagesDate/Time: Sat, 04 May 2024 00:38:25 +0000
Simple Warning Indicator for SC Time/Sales-Trades Lag vs System Clock
View Count: 1378
| [2015-09-25 02:35:08] |
| User931283 - Posts: 55 |
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I studied your Support page on Prices/ Data falling behind (lag) & understand SC Performance factors (excess charts, symbols, etc.), how to view processor load, trimming symbols,etc. Of course my System clock is atomic-clock set. I see no posts exactly addressing this. Most posts were about data feeds that had problems on time-stamping at server, etc. This is about fast markets, internet hop ping times, heavy Chart/symbol loads, & prospective-possible dual instances of SC. We need a warning when normal lag gets worse. It might also show if System Clock update is working (not an SC server heartbeat, just a difference from trade time vs system clock). I don't find a custom indicator to plot/ show "lag". (The easiest solution,but I can't program the tick time H-M-S conversions/sys clock compare in a spreadsheet). SC does better if we Traders make $$. You care about that--we APPRECIATE it! Rare lag can be a major but possibly unnoticed crucial problem, because it may only happen in a fast market, or some PC,data feed or internet lag issue. You say to compare the time on the top of the chart (or time & sales) to system clock. But humans can't watch that while trading. We need a little blinking button or tiny lag chart above the chart area (near the connection info?) that shows lag/ difference of ticks time vs system clock (red if lag above a level). (We know a second or more can have no trades). it would be trade-driven to compare. You talked about some data feeds are always 7 seconds off, etc. There could be an adjustment-tuner for that, to set-calibrate in normal slow-market using one test chart (like SP mini)/ special chartbook? InterNet hops also rarely get long ping times that can wipe out a trader. That alone is worth having a warning light/ blinking chart. I'm considering putting 2 instances of SC on one Good PC, and I'm afraid that with 3 data feeds (SC stats, etc), even an Intel I7 hot Processor might lag some= defeat the purpose. I see a 1-3 second freezing now, when reconnecting after a few seconds. That is expected,especially on start-up/ backfill. Reconnect backfill & recalc is a couple of seconds. Normal markets seem a small load and Intel I5 4 cores/processors are in the 7-10% range load. One instance has 22 charts with lots of studies& drawings, abt 16 symbols/ Mkt stats, (with tick updating, 1-second, 1-min. charts-some). The other (now on other PC) has less than 1/2 the # of charts,but BIG spreadsheet formulas. A total of 5 spreadsheets on both instances with big formulas on tick recalc. Lag will kill a trader. I'd rather not even try two instances without first seeing what happens with just the MAIN-one instance in a fast market. The ONE may already need trimming down. Most SC customers might appreciate such a "Lag Flag",with reminder that SC has always designed for best possible speed. Any suggestions? No hurry on this. Thanks! |
| [2015-09-25 03:25:58] |
| Sawtooth - Posts: 3993 |
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In the mean time, maybe this would help: http://www.sawtoothtrade.com/free-stuff-2.html |
| [2015-09-25 03:45:26] |
| U_winks - Posts: 190 |
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Thanks tomgilb, as always! But I hope SC Support can consider it as a standalone indicator, as not every SC user utilises the Spreadsheet study. Date Time Of Last Edit: 2015-09-25 03:46:37
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| [2015-09-25 03:50:46] |
| User931283 - Posts: 55 |
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Thanks both. Tom I thought long ago I saw something like that. The Sawtooth Lag Alert author says: "Since the NOW() function is also updated when there is a change in the Bid Size or Ask Size (for which there is no timestamp available), the difference in time can cause an erroneous lag alert between chart updates." Hmmm. That's a bit of a problem, eh? Just the sort of refinement that SC might fix somehow. |
| [2015-09-25 04:12:14] |
| Sawtooth - Posts: 3993 |
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"Since the NOW() function is also updated when there is a change in the Bid Size or Ask Size (for which there is no timestamp available), the difference in time can cause an erroneous lag alert between chart updates."
This is only a problem in a slow thinly traded market. In a fast heavily traded market this would not be a problem.
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