I've been told that Zen Fire's data feed lacks the necessary volume data to accurately plot a true volume profile and have been unsuccessful with any indicator when comparing my volume profile to TT's X-Study or Market Delta charts. Has anyone been able to use NT and accurately achieve this? I trade the ES, and NT claims the VPOC for 9/29 is at 1059 when it's actually 1056. Thanks!
Whoever said that is an idiot. Zen-FIre has raw tick stream. THis means every tick with associated volume, every change in bid/ask. Now, I do not say that the calculations done are propr (on NT etc.), and there could be an issue with that... but definitely NOT on the zen-fire side with volume. Raw feed, no aggregations. Just pure proper data. Millisecond timestamp (microsecond if using the rithmic api).
Thanks for the follow up. Sounds like I need to research a bit more in how NT is handling the volume from the indicators I'm using.