the EFX order server for NeoTicker sometimes gets out of sync with the real time. As a result, the EFX quotes that stream to NeoTicker are time stamped incorrectly. As a matter of fact, if this happens it's always the case that the time stamps are shifted about 3 seconds into the future.
Obviously, if your analysis depends on precise timing, this incorrect stamping of the quotes may cause havoc in your trading systems.
This kind of erratic behavior always lasts for many hours if not days. I don't know what is causing this, but I've come up with a solution: you've got to synchronize the EFX order server application's time server list with your PC's time server list.
There's a list of time-sync servers for the EFX order app in its subfolder under NeoTicker and its name is NIST.ini:
- q:\system\regs\TickQuest\NeoTicker4\OrderApp\EFX Group\NIST.ini
- [HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\DateTime\Servers]
All you need to do is to make sure the time server lists for EFX order server and for your PC match.
My NIST.ini file contents:
Code: Select all
tick.usno.navy.mil,192.5.41.40
tock.usno.navy.mil,192.5.41.41
usno.pa-x.dec.com,204.123.2.72
clock.isc.org,204.152.184.72
timekeeper.isi.edu,128.9.176.30My [HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\DateTime\Servers] registry key contents:
Code: Select all
@="1"
"1"="tick.usno.navy.mil"
"2"="tock.usno.navy.mil"
"3"="usno.pa-x.dec.com"
"4"="clock.isc.org"
"5"="timekeeper.isi.edu"I've attached the NIST.ini and also the registry file containing the server list as well as the poll interval below. You just need to copy the NIST.ini file to its respective folder (as indicated in the attached file) and run the attached .reg file.
Michal
