Accurate VPOC with NT and ZF

Discussion in 'Technical Analysis' started by di0de, Oct 3, 2009.

  1. di0de


    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!
  2. 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).
  3. di0de


    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.