Placing and delete orders is taking a huge time.

Samuel Manoel De Souza
9225

Does anyone has already experienced some issue on order fills and has discovered how to fix his issue?

My ping is 22ms, usually the orders ares placed in 33-40ms. But randomly it takes 160,300,500 ms, to place or delete orders.

I have an indicator in the chart and i can't share it, not even would be useful, because is a huge code. So only reply if you have experienced the same issue at some point and has some idea of why or how indicators could affect order filling.

thks in advance.


Juvenille Emperor Limited
Moderator
22505
Samuel Manoel De Souza:

Does anyone has already experienced some issue on order fills and has discovered how to fix his issue?

My ping is 22ms, usually the orders ares placed in 33-40ms. But randomly it takes 160,300,500 ms, to place or delete orders.

I have an indicator in the chart and i can't share it, not even would be useful, because is a huge code. So only reply if you have experienced the same issue at some point and has some idea of why or how indicators could affect order filling.

thks in advance.


This is all about your broker's liquidity providers, nothing to do with connection speeds.

You are trading a not so common instrument, so liquidity must be poor, especially in slower hours or days.

eliseexige
849
eliseexige  
MNQ is the micro NASDAQ futures contract - not an illiquid instrument by any stretch of the imagination.  It's astonishing that with 30 years of trading experience a moderator of this forum would not realize this.
William Roeder
26723
William Roeder  
eliseexige #:   It's astonishing

You don't like the answer, so you attack the messenger. Good luck getting help in the future.

Alain Verleyen
42953
eliseexige #:
MNQ is the micro NASDAQ futures contract - not an illiquid instrument by any stretch of the imagination.  It's astonishing that with 30 years of trading experience a moderator of this forum would not realize this.

What is this personal attack ?

You should learn to communicate peacefully. And by the way you are of no help for the OP.

Juvenille Emperor Limited
Moderator
22505
eliseexige #:
MNQ is the micro NASDAQ futures contract - not an illiquid instrument by any stretch of the imagination.  It's astonishing that with 30 years of trading experience a moderator of this forum would not realize this.

We are not all trading US micro futures you know, but thank you for this lesson in finance, I am grateful.

Alain Verleyen
42953
Samuel Manoel De Souza:

Does anyone has already experienced some issue on order fills and has discovered how to fix his issue?

My ping is 22ms, usually the orders ares placed in 33-40ms. But randomly it takes 160,300,500 ms, to place or delete orders.

I have an indicator in the chart and i can't share it, not even would be useful, because is a huge code. So only reply if you have experienced the same issue at some point and has some idea of why or how indicators could affect order filling.

thks in advance.


An indicator doesn't affect orders filling at all. An indicator is running locally while an order is filled at the server side.

Talk to your broker if you need details about the execution.

Samuel Manoel De Souza
9225
yeah, i thought could be due to broker, but i've tested in a different broker and still happens. It doesn't really make any sense, but with a clean chart it doesn't happens. i've even blocked the indicator calculations (in OnCalculate) for testing but just by having it attached causes this effect.

Regarding MNQ, isn't the case. I've test in Brazilian Market, ticker WING22, and is the same thing.
I would appreciate any reply from someone who has experienced the same.
Dominik Christian Egert
1565
Is it MT4 or MT5?

MT4 is single threaded, so an indicator could affect the execution. IMHO


Alain Verleyen
42953
Dominik Christian Egert #:
Is it MT4 or MT5?

MT4 is single threaded, so an indicator could affect the execution. IMHO


It's MT5. And MT4 is not single threaded, an indicator can't affect an order execution (it can affect the GUI which is single threaded on MT4).
Dominik Christian Egert
1565
Oh, I see. I still haven't worked alot or at all with MT4.

how do you distinguish between MT4 and MT5 in this case? I cannot tell the difference.