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**JayF** · 02-26-2003, 12:01 PM

Need Additional Info.

We have had a few reports on community boards of clients seeing delays when compared against IB, but haven't had a large influx of calls into our call center.

We are trying to gather more information on this issue, and have a few questions below for any who are seeing this.

Do you have any examples of the time/date this occurred? Also, what did the lag look like? Was the data spurting (stopping for brief periods of time then trying to catch up), missing (trades or quotes just not appearing), or stopping (long periods with any update at all)?

Any further information on this is greatly appreciated.

Sincerely,
Jay F.
eSignal Community Support

**atlas** · 02-26-2003, 03:51 PM

Hi, I can confirm this behavior. What seems to happen is that during periods of increased activity, the quotes just stop coming for several seconds (usually no more than five at the most). Then the quotes just stream by in one long succession until it seems to have caught up again. In fact, when I am scalping the ES, the delay is significant enough that I must rely on my IB feed for the final decision. It is definitely related to the volume of quotes at any given time. It seems eSignal just cannot keep up.

-CB

**dynastore** · 02-26-2003, 08:38 PM

Atlas,

What version of Windows do you use? We discussed similar things in our list and it turned out that this most likely to happen with 95-based Windows, i.e. Windows 95/98/Me family. The NT-based Windows (NT4/2000/XP) handle socket communications much smoothier.

I think that the root cause of this "lag" is not eSignal software itself (either client or server) but rather increased data stream coming via socket into your Windows - and this hardly depends on the OS' capability to process it.

IB TWS is written in Java and uses Java Virtual Machine's socket stack which is partly independent from common Windows socket stack, so that's maybe why your IB application looks better in this situation.

Just my 2.5 centavos.
DB

**atlas** · 02-26-2003, 09:43 PM

Interesting observation. I don't know what the issue is. It's difficult to tell if it's the rate at which the quotes are being received by eSignal from the exchange (unlikely), the rate at which they are processed and diseminated by their servers, or the rate at which I am receiving them across the internet (I am not a network guru). Your explanation may be on target, though, as far as a local stack issue.

What I notice:

1) A tiny, but noticeable lag (second or so) behind IB during high volume situations
2) Large several second delays occurring every five minutes or so, where delayed quotes suddenly arrive in short compressed bursts.

**atlas** · 02-26-2003, 09:45 PM

Oh, as to the windows version. I am running XP on a 3 Mb downstream and 128K upstream connection.

**zookie** · 02-26-2003, 10:58 PM

I am running Win2k Pro - with a 512k downstream, and a 256k upstream.

As for the additional info:
I have seen it multiple times. It is particularly evident when the market activity picks up (large volume and large moves). The specific instance that springs to mind is the 21st of February (last Friday). As the market dropped when the fuel barrels were ablaze near NY - the trading became very fast. I had eSignal still showing the market hitting new lows (in the vicinity of 830 on the ES) while my IB screens were showing the price currently trading at 833-35. I had to exit my trade because I could not adequately 'see' what was happening.

It seems that the program cannot plot the trades fast enough, and it keeps plotting frantically until the trading slows down again and it is able to catch up. I shut down eSignal at the time (on this occasion) re-started it and it was still lagging the IB feed.

Would appreciate finding out whether this problem is at my end, or if everyone is experiencing it. Also - will using the HK server give me any difference in data flow than if I connected to the US server?

Thanks again

**gspiker** · 02-26-2003, 11:22 PM

dynastore made an interesting point. W98/W95 stack was really bad, maybe even worse than that. The W2k and XP stack are better, but still not impressive (again an understatement).

However with W2k on a fairly beefy system (2x1.8GHz) and 1GB memory with 384MB downstream (measured) I don't see much lag (sometimes IB quotes are faster, sometimes eSignals but neither by much). And I'm using a standard stack.

eSignal tends to move a lot of data...it could be internet delays (too many hops or highly latency on a few hops) combined with a poor stack (adding even more latency) could cause some major backups.

I would suggest calling into eSignal tech support and having them take a look at things. It could be many things (a slow server, too many or the wrong kind of formula's, layout related somehow, or stack/ineternet issues, etc), and if a systematic approach to debugging is used it should at least identifiable as to what is causing the problem.

**JayF** · 02-27-2003, 07:16 AM

Thank you all for the additional information. This will help in narrowing things down. While we haven't seen it "in-house" yet, we will continue to work on trying to duplicate the problem. I'll post more information as soon as we have it.

Regards,
Jay F.
eSignal Community Support

**Bob A.** · 02-28-2003, 03:33 PM

eSignal lags when market gets fast

I'm having this problem a lot too. As just one specific example, yesterday (Thursday) my ES charts lagged and the Time and Sales display froze at 10:42:19 EST and didn't resume til 10:44:50.

Whenever the market gets fast, my cursor lags and my CPU (1.7 mhz, 768mb with fast cable feed) redlines at 100% for tens of seconds at a time.

Is all of 7.2 written in JavaScript? I understand it's interpretive rather tnan compileable. As a consequence, could it be that we're hitting a performance wall here? Can someone with the technical knowledge on this please comment? I'm getting concerned that I'm going to have to buy a faster CPU or switch vendors neither of which I want to have to do.

Thanks, Bob A.

**rdw** · 03-11-2003, 09:12 AM

Re: eSignal lags when market gets fast

Originally posted by Bob A.
I'm having this problem a lot too. As just one specific example, yesterday (Thursday) my ES charts lagged and the Time and Sales display froze at 10:42:19 EST and didn't resume til 10:44:50.

Whenever the market gets fast, my cursor lags and my CPU (1.7 mhz, 768mb with fast cable feed) redlines at 100% for tens of seconds at a time.

Is all of 7.2 written in JavaScript? I understand it's interpretive rather tnan compileable. As a consequence, could it be that we're hitting a performance wall here? Can someone with the technical knowledge on this please comment? I'm getting concerned that I'm going to have to buy a faster CPU or switch vendors neither of which I want to have to do.

Thanks, Bob A.

I have the same problem too and don't know how to solve
please help

**JayF** · 03-11-2003, 09:22 AM

Re: Re: eSignal lags when market gets fast

Originally posted by rdw
I have the same problem too and don't know how to solve
please help

rdw, Bob A.,

Please confirm that eSignal version that you are running (the current version is eSignal 7.2 build 544). Also, what chart type(s) are you running? What studies? What interval(s)?

**rdw** · 03-11-2003, 09:49 AM

Re: Re: Re: eSignal lags when market gets fast

Originally posted by JayF
rdw, Bob A.,

Please confirm that eSignal version that you are running (the current version is eSignal 7.2 build 544). Also, what chart type(s) are you running? What studies? What interval(s)?

Yes I m using ver 7.2 n build 544.
Symbol Es #F, running 5 adv charts , 1 time/sales and 1 quote window.
Interval:
1min candle w/ ema(5,15,65 n 195);Donchanel 20; BBand 20; Stoch 15,3,5 ; Volume n w/Library VolumeMA.efs
3min candle w/ ema(5,15 n 65) Donchanel 20; BBand 20; Stoch 15,3,5
13min candle w ema(5,15 n 69) Donchanel 20; BBand 20; Stoch 15,3,5 and PiPoint(r1,r2, s1,s2).
Daily candle w/ema(10,20,40 n 200) Donchanel and ATR(14).
Advchart ($tick, 3min Bar).

AMD 850 Mhz, RAM 256 MB n cable for internet.

**Bob A.** · 03-11-2003, 05:15 PM

Esignal lags when market gets fast

Jay,

I'm running 7.2 bld 544.

8 ES adv. charts: 10,3 &1min; 600t&200t; 5000v with basic, AGET & Jurik studies

ES regular charts of Time &Sales, PriceVolume and Mkt Profile

1 quote sheet just showing ES

$PREM, $TICKI plus 10s $INDU

I have a fast cable feed on a 768MB 1.7ghz P4 CPU.

Hope this helps,

Bob A.

**DaveT** · 03-28-2003, 09:19 PM

Please add me to the list of those who see a lag between IB datafeed and eSignal. I have each program running on its own monitor off one Win2K PC, and I'd have to say eSignal is ALWAYS 2 or so seconds behind the IB quotes for ES mini S&P futures. This was even the case today, when volume for the ES M3 was running light.

Interestingly, I also noticed today that the time eSignal displayed was 2 seconds behind the time shown on IB's TWS screen. I don't know if this is coincidental or significant.

Looking down through the posts, I see lots of complaints but no ideas on how the lag might be eliminated. How about a list of suggestions?

Thanks.

Dave

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