NinJa Trader and real time data

Discussion in 'Data Sets and Feeds' started by majikman1, Apr 16, 2008.

  1. majikman1


    I have been trying to find a free reral time data provider to use with ninja trader.
    Or maybe someone could suggest a low c ost way to go with real time data for the Es mini and charting software. Trying to keep the costs as low as possible and still have decent broker and order entry and charting software.
    Any help on this would be appreciated.

  2. RedDuke


    Just register for demo account at mirus futures. They provide one of the best feeds called - zen-fire. Even though it is demo, ti is real time and very fast. The best part is the cost of course: Ninja is free for charting and demo trading and so is mirus zen-fire feed. :)
  3. Baywolf


    I am also demoing the mirus/ninja trader.

    Put a side by side comparison with TS Matrix and NinjaTrader static DOM.

    On the ES, TS seems to updates ticks on a temporal basis, where as zen-fire seems to update ticks as rapid/slow as the market vol moves. Its kind of shocking seeing the market depth update as fast as it does. That said, TS updates only a fraction slower (latency wise), so small that I cant see myself reacting fast enough anyways.

    I guess my main concern is that RJ O'Brien (TS' clearing firm) is rejecting a lot of my scalp moves. Henec my demoing mirus. I wont be able know for sure if RCG is any better wrt rejecting my scalp fills. Maybe someone can comment?
  4. Can you explain how or why you think RJ O'Brien is "rejecting" a lot of your scalp moves? And if so why would they want to do that? Are you just saying that you are not getting filled when it looks like you should be? Perhaps RJ O'Brien is slow to clear? How small of scalping are you doing? And how is it going with Mirus NT/Zen Fire?
  5. Baywolf


    On Globex instruments through RJOB, if i enter short at ask and the price moves down a tick, i might move it down to the ask again. If the price moves back to the original ask price TS audio says "Order Rejected". Same thing happens when I am trying to exit a trade. This is irritating especially the exits.

    I cant comment on mirus and their clearing firm yet. I am still waiting for someone to contact me from Mirus. Its been a week since I requested info.
  6. Surdo


    Are you dragging the order in the Matrix window and cancel and replace, or sending a second order. Is it possible your order is getting rejected by TS for a lack of buying power?

    I have my own issues with TS, but their fills for the most part are fine. ANY platform in a very fast market is going to miss even X-Trader!
  7. Baywolf


    I am dragging orders. My account is funded well, so buying power shouldn't be an issue.

    I suppose my next thing to try would be setting up a macro to move a limit order +/- a tick. For now, I am just waiting until the inside ask fills with at least 200-300 orders on ES before I move my order to the inside.

    I have given up on trying to catch the inside during high volume moves, I am not quick enough.
  8. Surdo


    You need to deal with a broker that uses X Trader, if you want the absolute fastest. Ninja/ZF is certainly faster than TS RJO.

    If you are missing trades consistantly, time to switch away from TS. I only position trade through them. That is odd you are getting an "order rejected". At least change the man to the ahooga horn!

    Keep us posted, and good luck.