Hi, I'm wondering if anyone else has this issue. I have been experiencing lag when there is a lot of trades, usually around the open, close, and during news releases. I do have a fair amount of indicators but I consider them necessary, and have got rid of anything I don't use, and tried to set reasonable update intervals for the given indicator. After dealing with this for sometime I just built a new computer.
CPU: i9-9980xe
RAM: 64GB 3600 MHZ
GPU: Quadro RTX 4000 x2
Windows and IRT are stored on the fastest drive I could find, an Intel Optane 905p.
I figured the new hardware would put an end to my troubles, but I had not done my research properly. The lag persisted. I know IRT can't utilize more than 4GB of RAM per instance, but it appears I do not run into any issues there, so that is probably moot. The RAM it does use should be plenty fast. Realizing IRT is single threaded, I created 3 separate instances on my computer, and then tried adjusting clock speed on individual cores, pinning those instances to specific cores and running in Real Time mode. So essentially, I had IRT running on 3 instances pinned to 3 cores at 4.6GHZ with no other processes running on those cores, and was still seeing lag. There was some added workload for each instance, as now I have to shuffle variables from one instance to another, but that should be outweighed by a great reduction of open charts. So I've just been continuing to run Tradestation alongside IRT for when it freezes.
Anyone else run into similar issues? Did you come up with a solution?
I've been experiencing significant data lag ("hanging"), when IRT is not the active monitor (I have 6). Other software- like bookmap (using IQF, DXFeed, and Gain)- show no lag (most of the time, GAIN can suffer under high volume). When my IRT with IQF lags, I mouse back over the DOM and it populates the bars that were missing. It's very frustrating when you are trying to track the market and I get these freezes. They seem to happen more when I'm actively trading. I'm at a loss. I'm in the process of troubleshooting with Linnsoft, but no solution has been found. The initial troubleshoot was that the video cards were at fault. I spent time with Nvidia and found nothing indicating an issue. And since Bookmap is unaffected, it seems to rule out that cause. My computer is purpose built. An i7 -9700K cpu 3.6ghz 8 Core, 32GB memory. (2x) Nvidia rtx 2080 video cards.
Anybody else ? Any solutions ?
Both of you have probably viewed this video, and it's a bit dated, but does give some good suggestions to help improve the efficiency of your Investor/RT system.
https://www.linnsoft.com/videos/running-efficient-investorrt
Typically, at the core of the issue, is maybe one or two indicators in one of your charts, that is taking too long to calculate for the frequency you have it setup to calculate. The video will help you identify such indicators.
Also new since that video, go to File > Functions > Chart Indicator Report and inspect that report. That will identify indicators in open charts that are taking a long time to recalculate. Investor/RT does identify such indicators that are taking too long to calculate with respect to their frequency, and adjusts that frequency accordingly if at all possible. However, every indicator MUST recalculate when a new bar forms (1st tick of each bar) so that it has a value primed for that bar. If you have volatility-based periodicities which tend to create many bars quickly during high volatility periods, such as volume bars, range bars, tick bars, PNF....any periodicity that is driven by price movement or volume instead of time....those can also cause problems. It is possible that such periodicities can result in maybe 20 new bars within 1 second. Forcing 20 recalculations of all the indicators in that chart in that 1 second period.
Another source of lag can be Custom Quotepage Columns. If you are using custom columns, it's very important that you view this video: https://www.linnsoft.com/videos/custom-quotepage-columns
Is it possible to change how often an indicator updates? I am having serious lag issues and only have 2 charts open. 1 of them is day time frame with multiple profiles drawn over days in the past. The indicator report shows the profiles are recalculating every 3 seconds which seems unnecessary.
"However, every indicator MUST recalculate when a new bar forms (1st tick of each bar) so that it has a value primed for that bar. If you have volatility-based periodicities which tend to create many bars quickly during high volatility periods, such as volume bars, range bars, tick bars, PNF."
This makes a lot of sense, and I imagine is probably a big contributor to the lag. I will review that video.
Is there any plan to multi-thread IRT, or make other changes for this sort of issue? I can definitely look to improve performance by reducing function, but obviously that isn't ideal.
I have lag sometimes as well. I am also running two instances of IRT and also tradestion. I am still experiencing the lag. It seems like it's more of a tradestation issue than IRT, Almost like the two different software programs don't play nice together.