Even they "slice" bid/ask prices. For example, bid/ask may only be quoted at a time of a trade. If over a few seconds (or, sometimes, minutes) there were no trades but bid and ask fluctuated, this won't be reflected in historical data. The main advantage of a datafeed that sends every trade tick is you get correct highs and lows of every bar from tick data. Becasue IB only sends snapshots, these might miss highs and lows. (If you load, for example, 5-minute bars from IB as "history" you do get correct high and lows, which may be different from highs and lows you had on a chart from the real-time data.) Another advantage (over IB data) is every tick comes with its own time. So, you will see the same bars as everyone else. IB doesn't send time when the real-time snapshot was originated. As a result, teh time is assigned to real-time data based on when it arrived to teh user's PC. Given there is likely a difference between IB and user's clock and there is a possibility of data snapshot being delayed occasionally for a few seconds, the time bounds between bars (when one bar ends and the next bar starts) are somewhat blurred with IB. Among "affordable" data feeds IQ feed provides the longest intraday history (about 5 years of 1-minute data for futures and a little less for equity). The drawback is loading the whole 5 years may take 15 minutes or more. So, if you take advantage of this feature often, the charting software would better "cahce" this data.
Yes, but they deliver 30days historical tick data, and it's correct. It's not correct on zenfire, rithmic and TT.
They do NOT provide any (historical) Tick-Quotes. The best resolution you can get is a 1 second bar. And please remember that there is restriction if you request historical quotes. You can issue â if my memory serves me correct â 6 request / minute and there is also a limit for the amount of quotes you can receive for a single request. I think it is about 2000 bars if you want to receive 1-second bars.
10 days default, 40 days extra : http://kb.esignal.com/display/2/ind...r4LG2c3&cid=1&cat=&catURL=&r=0.81341153383255 http://www.esignal.com/esignal/features_exp.aspx?name=History
This statement is inaccurate. You can use *any* NinjaTrader 7 version (paid or free) to use Kinetick.
Sierra apparently will not allow you to mix data feeds. So if you use their historical data, you have to open those charts in a separate copy of Sierra, which they allow. This seems a bit cumbersome to me, but their explanation(stability) makes sense. Apparently, you can then share the historical chart on one copy with the other copy of Sierra that is running real time data. Not quite sure how that all works.
Just as an aside, I note that the ninja rep is the only company rep to appear on this thread. I give them full marks for that. I know that other s/w company reps do check in from time to time. ESig used to have a guy here all the time, and he was very helpful. The guys from MultiCharts also were on here a lot. If I am doing marketing for a charting app company, I can't imagine a better way to interact with customers and generate business than participating in a thread like this, but I guess I don't get it.
Kinetick is only worth it if you have CME fees waived. Therefor you NEED a PAID version of Ninjatrader. Read this : http://www.kinetick.com/cme-validation And agree that this is ACCURATE. POINT 2: 2. Eligibility is verified when you have established simultaneous connections to your real time Kinetick account and a qualifying live funded trading account at any of the following supported brokerages using a live trading version of the NinjaTrader 7 trading platform.