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| tick latency http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=65&t=43968 |
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| Author: | cb888trader [ Mon 28 Nov, 2011, 06:03 ] |
| Post subject: | tick latency |
hi, I did a small test in order to evaluate the latency between the tick's timestamp and the current time on my system. here is the calculation that I performed in my strategy's onTick method- System.currentTimeMillis() - tick.getTime() to my surprise - the results show a 46+ seconds delay between the registered tick's time and the current time. If that is the case - I'm trading the market almost a minute into the past... One reason might be related to DEMO servers. In Live Account could it be different?? Am I missing something? edit: my ping time to dukascopy is roughly around 80-90 ms so I don't think it is a network issue. |
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| Author: | API Support [ Mon 28 Nov, 2011, 08:38 ] |
| Post subject: | Re: tick latency |
We tested both JForex client and the latest standalone with the following strategy: package jforex.test;The tick delay in JForex client ranged from 0.1 to 0.3 seconds and in Standalone - from 0.07 to 0.15 seconds. With which JForex API version and what instruments did you obtain such results? |
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| Author: | cb888trader [ Mon 28 Nov, 2011, 09:07 ] |
| Post subject: | Re: tick latency |
I tested it on EUR/USD Range Bar Chart JForex Client ver 2.13..32 (API ver 2.6.38) Edit: just compiled and run your above example and this is the result: 08:12:27 -46182 tick: 1322467900968[2011-11-28 08:11:40.968+0000] / 1.32921 / 1.32916 08:12:26 -46178 tick: 1322467899977[2011-11-28 08:11:39.977+0000] / 1.32917 / 1.3291 08:12:24 -46174 tick: 1322467898217[2011-11-28 08:11:38.217+0000] / 1.32919 / 1.32911 08:12:24 -46173 tick: 1322467898106[2011-11-28 08:11:38.106+0000] / 1.32917 / 1.32909 08:12:24 -46135 tick: 1322467897886[2011-11-28 08:11:37.886+0000] / 1.32918 / 1.32911 08:12:23 -46163 tick: 1322467897337[2011-11-28 08:11:37.337+0000] / 1.32917 / 1.3291 like I said 46+ second delay. Any clue?? |
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| Author: | API Support [ Mon 28 Nov, 2011, 09:09 ] |
| Post subject: | Re: tick latency |
Could you please provide a sample strategy which replicates the issue? |
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| Author: | cb888trader [ Mon 28 Nov, 2011, 09:13 ] |
| Post subject: | Re: tick latency |
Edit: just compiled and run your above example and this is the result: 08:12:27 -46182 tick: 1322467900968[2011-11-28 08:11:40.968+0000] / 1.32921 / 1.32916 08:12:26 -46178 tick: 1322467899977[2011-11-28 08:11:39.977+0000] / 1.32917 / 1.3291 08:12:24 -46174 tick: 1322467898217[2011-11-28 08:11:38.217+0000] / 1.32919 / 1.32911 08:12:24 -46173 tick: 1322467898106[2011-11-28 08:11:38.106+0000] / 1.32917 / 1.32909 08:12:24 -46135 tick: 1322467897886[2011-11-28 08:11:37.886+0000] / 1.32918 / 1.32911 08:12:23 -46163 tick: 1322467897337[2011-11-28 08:11:37.337+0000] / 1.32917 / 1.3291 like I said 46+ second delay. Any clue?? |
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| Author: | API Support [ Mon 28 Nov, 2011, 09:50 ] |
| Post subject: | Re: tick latency |
It looks as if your pc clock were ~46 secs off. Could you please run the strategy and meanwhile change your pc clock time? |
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| Author: | cb888trader [ Mon 28 Nov, 2011, 10:44 ] |
| Post subject: | Re: tick latency |
yes - that was the case. So how do I sync my computer time? I know that there are a few methods but I was wondering if you have any recommendations? |
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| Author: | API Support [ Mon 28 Nov, 2011, 10:48 ] |
| Post subject: | Re: tick latency |
Nothing in particular |
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