My opinion is that the datafeed is one thing, the speed of trasmitting the order to the exchange (=execution Speed) is another thing. The 3. pioint of view is the stability of a system. What I found out is there is nothing better than TT (X-Trader). (I saw posting many users of ZEN with problems...) I prefer having piont 2 and 3 at the best. Go with the best.
The word I received from Mirus today is that the Zen-Fire problem with Eurex volume data will be resolved mid-September. There is a fix in place and they're currently testing it.
Announcing today live streaming data from EUREX integrated with the Zen-Fire trading engine. The significance of this level of connectivity being available to the retail trading market is enormous. Customers seeking low latency and high speed trading can request a real time trading simulator from the AMP Trading site: http://www.ampfutures.com/ninja_trader.php âStreaming market data will finally allow traders to see the true volatility and opportunities in the Eurex markets. Enhanced Broadcast Solution (EBS) The new data feed EBS offers an innovative high-performance market data broadcast solution for un-netted public market data. The socket-based distribution mechanism features among others an order book depth of 10 for options (previously only inside market data was provided), an enhancement of order Book depth to 20 for benchmark futures (previously 10) and a new subscription model, allowing members to select individual market data of all product groups relevant for their business. Along with the launch of EBS, the new data feed CEF ultra+ of Deutsche Börse Market Data & Analytics was started. CEF ultra+ contains the same market depth as EBS but distributes Eurex trading data to non-Eurex members like data vendors also with lowest latency. It is enriched by a trade recovery functionality which is necessary for data vendors. AMP Trading is a premier Ninja Trader brokerage firm. We are pleased to offer the NinjaTrader platform powered by Zen-Fire, Trading Technologies and Ninja FX. Our support team is fully Ninja trained and eager to support you reach your trading goals. Call us today toll free 800-560-1640 / Intâl 001* 312-893-6400 and ask for âMirekâ for your âEliteTrader Special Rateâ or register at http://www.ampfutures.com/EliteTrader.html
The Eurex EBS through Zen-Fire is available at Mirus Futures. Attached is the official press release. Try out the demo here: http://www.mirusfutures.com/landing/elitetrader_eurex_ebs.htm
Zen Fire rocks solid. The ticks are great, but one issue is still there. Sometimes Zen Fire shows the sell at bid but actually it is buy at lower ask. It happens then the level (bid or ask) is filled and Ninja shows that bid is equal ask and the wrong trade is shown. See screen shot. Ninja shows sells@3230 below bid but actually it is sell at bid. Also 10:27:40 26lots Sell @ 3231 was in fact buy (see left column, its Iq Feed).