Ninja Zen no more unfiltered data?

Discussion in 'Data Sets and Feeds' started by RandomX, Feb 3, 2010.

  1. For sync'ing my pc clock I use Dimension 4 a free utility and it syncs every minute. I don't know if it can be configured to use CME servers or not.

    What do you mean by "ticker plant" and "data runs"?

    I'm just looking at the bid/ask data during the trading session, comparing between swing pivots. So I'm not that worried about the data from one session to the next.
     
    #11     Feb 11, 2010
  2. Reality is you must trade against your broker's supplied feed and process orders through their back office. What ever delays they have... you have x 2.

    Nothing wrong with using a 3rd party feed as a control or for price verification but if there is any dispute your Broker's feed data is controlling.

    Rithmic claims sub 500 microsecond order release. What's the big deal... You can just as easily use Excel and issue an order release via DDE in 150 microseconds. Either way the order release is just a trigger and means nothing... You need to measure the entire order process.

    Network latency
    Price feed processing
    Order release to Broker
    Broker Order Acceptance/credit check
    Broker release to Exchange and or smartrouting loop
    Exchange Order Processing Algo
    Exchange fill notification to Broker
    Broker Order fill notification
    Clearing confirmation
    etc.

    Plus error handling for each step along the way.

    In the quest for speed many miss the concept of building what can realistically be executed.
     
    #12     Feb 11, 2010
  3. I am not at all worried about fast order executions....I have that handled. What I am mentioning here is the NEED for those who use Cumulative Delta charting during the day to make sure they are getting "clean" BID/ASK runs of data all day long (without data loss or drops that will taint the CD plots for the day).

    Few charting apps/data feeds at this time are able to provide "clean" BID/ASK runs of data through the day for those tracking the Cumulative Delta on their charts. I have put out this information in several threads here at ET and that is it for me......I know what is working and what is not so I will leave it at that.
     
    #13     Feb 11, 2010
  4. After using IRT with zen-fire today to trade the dax, I confirm that the bid/ask data from Zen-fire is different than DTN's data.

    I'm unable to verify which feed is more accurate but I will trust claims made that DTN is the most accurate.

    For me it will be worth $266 (CME, Nymex, Eurex) to get correct data.
     
    #14     Feb 12, 2010
  5. Yep.

    I still like executing trades on ZEN though.
     
    #15     Feb 12, 2010
  6. I love the Ninjatrader DOM and ATMs. So I execute all trades through zen-fire.
     
    #16     Feb 12, 2010
  7. Sorry I cannot figure out what is the problem exactly with Windows based systems under 50ms? Could you please clarify.

    Is this graph demonstrate deviation of the system clock (red: price processed on your system) from what you expect it to be (blue: price sent from CME)?

    Are you saying that Windows cannot keep up its clock with CME or are there delays in processing price updates within the system which make it deviate so much?

    Would really appreciate some more details...

    Thank you

    P.S. is there such a picture for a Unix system? to compare...
     
    #17     Feb 13, 2010
  8. *** Update ***

    I have now talked with a trader (with a very good newer PC and decent cable modem internet) who is using NT with DTN.IQ feed and getting proper daily data runs of BID/ASK Cumulative Delta plots. His BID/ASK daily runs of data are matching a very robust Investor RT with DTN.IQ Cumulative Delta track at the end of each day......this is good news. Of course you will not have historical lookback with a NT set up unless you are willing to record and save your own data.
     
    #18     Feb 13, 2010
  9. Sierra chart gets DTN IQFeed historical bid/ask data for some $30 a month...

    What else do people need to build cheap CVD ? Why is NT should be in the picture all the time?

    I just dont get it.. I hate Sierra as a software and I like NT for C# but for historical bid/ask there is nothing better than Sierra for the price.
     
    #19     Feb 13, 2010
  10. Talk to anyone that is very proficient in running and gunning higher end data work and you will find out exactly why DTN.IQ feed is at the top of the current data feed choice list.....hands down, they rock! :cool:
     
    #20     Feb 13, 2010