NtDirect Memory Utilization

[Atomic]

I routinely run the NtDirect dll to provide an external data feed to NT platform from TradeStation. This morning I had an instance of not being able to load a TS chart due to insufficient memory. I shut down all of my TS workspaces except the one providing the external data feed. Task mgr showed 5gb of memory use at this point. When I closed the NT data feed workspace, the memory use dropped to 2gb. Seems like there must be a memory leak associated with this dll?

[NinjaTrader_Bertrand]

Hi Atomic, thanks for the report - we currently have no other similiar one here : is this reproducible on your setup? What NT and TS version would you employ?

What charts were contained in the TS workspace?

Would the memory use be more conservative if you'd used a dedicated workspace containing only the needed instruments for the feed function?

Please also keep in mind this interface was developed for providing a simulated trading feed for a few symbols.

[Atomic]

I am running TS 9.0 and NT 7.0. The only symbol I am using is @ES.D. The other thing I am doing is a lot of simulated trades, all from @ES.D 3 minute charts.

I'll monitor memory usage more close when I'm doing this and let you know if I see it happen again.

I checked it just now and my memory use sat at 5 gb. I shut down the NT data feed momentarily and turned it back on, and now the memory use is 3.5 gb,

[NinjaTrader_Bertrand]

Thanks, which TS 9 build would that be? If this would be still available, I could look into reproducing on your exact setup - so far I've not seen such a case and we have quite a few users with this interface option.

Since we don't really support the .D symbol, some occurrences for you if you work on @ES or an individual contract in TS?

[Atomic]

I'm on 9.0 (update 8997). I did not have any significant memory consumption today, so I'll keep an eye on it and probably restart it once a day to avoid this problem.

I didn't understand your last question. I only run this to develop code for the broker who trades my systems and is using the NT platform for execution.

[NinjaTrader_Bertrand]

Ok, thanks, please keep me posted on what you see and if this memory buildup would happen reproducibly for you. We cannot support TS's .D unfortunately with this interface option though.

[Atomic]

Originally Posted by NinjaTrader_Bertrand

Ok, thanks, please keep me posted on what you see and if this memory buildup would happen reproducibly for you. We cannot support TS's .D unfortunately with this interface option though.

So if I used symbol @ES or @ESM12 and created a custom session, that would make a difference?

[NinjaTrader_Matthew]

Hell,

You can use @ES with the CME US Index Future RTH session template to plot the day session only for this contract.

[Atomic]

Originally Posted by NinjaTrader_Matthew

Hell,

You can use @ES with the CME US Index Future RTH session template to plot the day session only for this contract.

I know how to make custom sessions in TS. Is TS what we're talking about for custom session or NT? I'm just trying to understand what the relevance of session time is to the memory leak?

At the end of the day today, my memory use sat at 4.8gb. I have restarted the computer with TS + NT + 1 workspace which provides the NT data feed and nothing else. Memory is at 1.50gb. I'm going to leave it run (overnight if I can) and see what happens to memory use.

[NinjaTrader_Matthew]

The custom session wouldn't affect the memory itself - we're just suggesting this to mimic what the @ES.D contract does visually on the chart.

We do not support th @ES.D symbols, so to narrow down the issue, it would be great if you could run on the standard @ES symbol and use a custom session template.

[Atomic]

Originally Posted by NinjaTrader_Matthew

The custom session wouldn't affect the memory itself - we're just suggesting this to mimic what the @ES.D contract does visually on the chart.

We do not support th @ES.D symbols, so to narrow down the issue, it would be great if you could run on the standard @ES symbol and use a custom session template.

Ok, I've modified my charts to use @ES with custom session.

[Atomic]

I have some ELD's I will send you to demonstrate the memory leak. Where do you want me to send them to?

[NinjaTrader_Brett]

support at ninjatrader dot com

ATTN: Brett in the subject line and reference this post.

-Brett

[Atomic]

Here is a picture of the problem. Turns out the memory is being taken up by orchart.exe. When I close and reopen the chart that is communicating with the NtDirect, the memory commitment to orchart.exe decreases by 1 Gb. I believe this problem is caused by the NTFilled function calls, but I can't be sure and I have no idea of how to deal with the problem. Suggestions welcome.

[NinjaTrader_Brett]

What is orchart?

Thanks.