Jump to content
Medved Trader Forums

Trading parabolic momentum at open (using DXFeed)


mb4x4

Recommended Posts

Whenever a stock is going parabolic at open my data feed becomes borderline unusable, has happened a few times now. Level 1 continues to update correctly but Level 2 depth and RAW Data freezes and only starts processing the feed when volume has eased a few seconds later. It happens only at very intense volume peaks but it doesn't happen every time which makes it hard to capture/reproduce. I'm still able to place trades using IB which tells me the MT platform itself isn't freezing. This seems to have happened after switching to DXFeed but I can't be 100% sure it's related.

I've checked resources on my dedicated trading PC when this happens and it isn't being tax whatsoever, also have Google Fiber (1Gbps) so doesn't appear to be hardware/bandwidth related.

Ryzen 9 3900 (24 thread)
32GB RAM
No Antivirus etc... only trading tools.
Windows 11

 

Ideas? Thx

 

Link to comment
Share on other sites

2 hours ago, mb4x4 said:

Level 1 continues to update correctly but Level 2 depth and RAW Data freezes and only starts processing the feed when volume has eased a few seconds later.

What exactly does that mean? Does the Level II and raw data window stop responding to mouse and keyboard? or just quotes not updating?

Link to comment
Share on other sites

1 hour ago, Jerry Medved said:

what datafeed were you using previously?

do you have spike filter turned on? If so, turn it off please and let me know if it alleviates the issue.  (SETTINGS / CHARTS / Spike filter)

I was using TDA Level 2 feed but DX seems to be an entirely different animal... in a good way. The tick-by-tick volume is far quicker than anything close to the TDA feed (IMO).

I did have spike filtering turned on, just now disabled it.
 

1 hour ago, Jerry Medved said:

What exactly does that mean? Does the Level II and raw data window stop responding to mouse and keyboard? or just quotes not updating?

To clarify, the L2 and Raw Data windows themselves don't actually stop responding, they just stop receiving quotes. The odd thing is that on that same L2 window, the L1 panel above continues to provide the correct data the entire time. It's as if L2 and Raw Data are trying to drink from the firehose that is DXFeed and need a few seconds to catch up. 

If it happens again I'll try my best to record it.

Link to comment
Share on other sites

I've emailed a short video. Def something up with my MT/DX, seems to lag behind the other data feeds and stop responding all together after market open. It hasn't always done this, worked great when it was first implemented.

Link to comment
Share on other sites

  • 11 months later...
On 1/7/2022 at 10:04 AM, mb4x4 said:

I've emailed a short video. Def something up with my MT/DX, seems to lag behind the other data feeds and stop responding all together after market open. It hasn't always done this, worked great when it was first implemented.

Are you still having this issue?

Link to comment
Share on other sites

I'm still away from the PC so email responses are a bit slow.

DX feed sends every tick so that can be more intense than some other feeds. Usually some configuration settings will make a drastic difference. Can you please send us the logs and settings and we will check it out and get back to you but probably not till tomorrow

Link to comment
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

×
×
  • Create New...