Order flow module

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sbank
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Re: Order flow module

Post by sbank » Thu Mar 22, 2018 1:24 pm

To add my two cents. I do not think the IQ_COllector is ready for live trading.

I notice during huge spikes of volume for the ES (for example), so 3pm CT (EODish), 1pm (FOMC), etc, the bar countdown timer will be "stuck" at 0:00. It is almost like it is trying to catchup. So my real time will be advancing but the bar is still trying to be drawn.

A concrete example happened yesterday, at the 1pm spike with the FOMC announcement, my time continued and it was really 1:10pm or so, yet I was still with my bar countdown at 0:00 while it seemed to be still processing all the tick info.

At first I was collecting NQ and ES. But have since removed NQ thinking that the extra data was slowing everything down. I also set up NTP to ensure that I am time synced appropriately (and not relying on Windows 10). I also ensured I am writing the IQ_collect data to my local SSD harddrive.

So, think there is more work to be done with this. Earik, if it would help I can try to reproduce and collect screenshots or other data and open a Support case if needed.

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