If using NinjaTrader as your software, how much of the data is filtered using TT feed compared to Zenfire? I guess this would affect tick charts but what about volume charts?
it does not affect Volume charts. I know it from IB, they accumulate the volume and send it with the next tick they send. I personaly use Volume charts with IB on Ensign for ES and EUR
It's my understanding that the TT Fix used with NT 'compresses' (feed 'coalesced') the data in order work properly.
If I understood correctly, each broker has their own setting for coalescing. Bernard was good enough to urge me to check with my broker, as I originally thought mine wasn't doing anything, but in fact they are also.
I have kind of understood this too but wasn't totally sure about it. Thanks for the answers everybody.