Delay between incoming oif and execution to long

[Torso]

Hi,

I use the automation, but I have a problem. Between incoming oif and sending order from NT to the IB-TWS the NT delayed the order for 3-4 seconds (see logfile:)

9/11/2006 09:08:51|1|1|AT, 'PLACE;DU6889;FDAX 12-06;BUY;1;MARKET;0;0;DAY;;;DAX_1Stk_Target_3.0;' processing
09/11/2006 09:08:55|1|32|Submitting order with strategy


09/11/2006 15:36:17|1|1|AT, 'PLACE;DU6889;FDAX 12-06;BUY;1;MARKET;0;0;DAY;;;DAX_1Stk_Target_3.0;' processing
09/11/2006 15:36:20|1|32|Submitting order with strategy

Is there a way, that NT slash the time between incoming oif and submitting??

Torso

[NinjaTrader_Ray]

Does this happen on every order or only on the first order placed after starting NT?

[Torso]

Hi,

I observed the problem a little time. The delay is only on the first order, see log

1.order:

4/01/2007 03:03:16|1|1|AT, 'PLACE;U75966;HSI 01-07;SELL;1;MARKET;0;0;DAY;;;HSI_1x_Target-20;' processing
:?--------> now 4sec. !!
24/01/2007 03:03:20|1|32|Submitting order with strategy
:?--------> now 5sec. !!
24/01/2007 03:03:25|1|32|Order='6c92d82891ef40508db5f94391033 6f7/U.....' Name='Entry' New State=PendingSubmit Instrument='HSI 01-07' Action=Sell ......
:?--------> now 9sec. (waiting for execution?? strategy is go short, MARKET)
24/01/2007 03:03:34|1|32|Order='29779622/U.....' Name='Entry' New State=Accepted Instrument='HSI 01-07' Action=Sell .....
24/01/2007 03:03:34|1|32|Order='29779622/.....' Name='Entry' New State=Working Instrument='HSI 01-07' Action=Sell.....
24/01/2007 03:03:34|1|32|Order='29779622/U.....' Name='Entry' New State=Filled Instrument='HSI 01-07' Action=Sell.....
24/01/2007 03:03:34|1|16|Execution='HSI 01-07/0000ee9b.3e0afcf9.01.01' Instrument='HSI 01-07' Account='.....Time='24/01/2007 03:03:34'
24/01/2007 03:03:35|1|32|Order='.....


2.Order

4/01/2007 03:08:19|1|1|AT, 'CLOSEPOSITION;...;HSI 01-07;;;;;;;;;;' processing
24/01/2007 03:08:19|1|32|Order='29779623/...' Name='Stop1' .....
24/01/2007 03:08:19|1|32|Order='29779624/....' Name='Target1' .....
24/01/2007 03:08:19|1|32|Order='6391b30addd24979a7d2e3f2436d4 7cb/U.....' Name='Close' New State=PendingSubmit Instrument='HSI 01-07' Action=Buy.....
24/01/2007 03:08:20|1|32|Order='29779623/U.....' Name='Stop1' New State=Cancelled Instrument='HSI 01-07' Action=Buy.....
24/01/2007 03:08:20|1|32|Order='29779624/.....
24/01/2007 03:08:21|1|32|Order='29779625/.....
24/01/2007 03:08:21|1|32|Order='29779625/.....
24/01/2007 03:08:22|1|32|Order='29779625/.....
24/01/2007 03:08:22|1|16|Execution='HSI 01-07/0000ee9b.3e0afd2f.01.01' Instrument='HSI 01-07' Account='.....Time='24/01/2007 03:08:22'
24/01/2007 03:08:23|1|64|Instrument='HSI 01-07' Account='U.....' Avg price=0 Quantity=0 Market position=Long Operation=Remove Currency=HongKongDollar



3.order

24/01/2007 03:11:55|1|1|AT, 'PLACE;U.....;HSI 01-07;SELL;1;MARKET;0;0;DAY;;;HSI_1x_Target-20;' processing
24/01/2007 03:11:55|1|32|Submitting order with strategy
24/01/2007 03:11:55|1|32|Order='b24c4cd20a404b1987b23e41511c5 76a/U.....' Name='Entry' New State=PendingSubmit Instrument='HSI 01-07' Action=Sell.....
24/01/2007 03:11:57|1|32|Order='29779628/U.....' Name='Entry' New State=Accepted Instrument='HSI 01-07' Action=Sell.....
24/01/2007 03:11:57|1|32|Order='29779628/U.....' Name='Entry' New State=Working Instrument='HSI 01-07' Action=Sell.....
24/01/2007 03:11:57|1|32|Order='29779628/U.....' Name='Entry' New State=Filled Instrument='HSI 01-07' Action=Sell.....
24/01/2007 03:11:57|1|16|Execution='HSI 01-07/0000ee9b.3e0afd76.01.01' Instrument='HSI 01-07' Account='..... Time='24/01/2007 03:11:57'
24/01/2007 03:11:57|1|32|Order='.....


It seems that is only the first order a problem, but the delay near 10sec. or more are a great problem for me trading in fast markets. any ideas?

Torso

[NinjaTrader_Dierk]

9 out of 10 times when we get reports like this it's a resource problem, meaning:
- PC does not have enough RAM
- there is not enough RAM available, since a lot of programs are running

[NinjaTrader_Ray]

Most people have either upgrade RAM or, submitted a dummy order on start up to get around if they want to stay with current PC set up.

Ray

[Torso]

Thanks for help.

It´s true, if the NT application is with the first trade in the WindowsXP-swap-file, the first trade need longer.

Now I make first of all a dummy trade, then NT work fine.

Torso