NinjaTrader + Zenfire toast today

Discussion in 'Trading Software' started by kcgoogler, Mar 7, 2011.

  1. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

    Both NinjaTrader and Zen-Fire take the customer experience very seriously. There have been a handful of users primarily out of Germany who have experienced delay on some markets. This came to our attention last week. Since that time, NinjaTrader has spent considerable effort working with individual clients who have exhibited this behavior directly to understand the cause of this. Since we only control the client side desktop application, we have asked as a next step for affected individuals to work directly with their broker to isolate any variables on their side in hopes to triangulate the root cause of this issue. We will continue to help impacted users in any way we can to resolve their issue.
     
    #11     Mar 9, 2011
  2. sk8erboy

    sk8erboy

    This issue has nothing to do with Ninja Trader. It's the datafeed (Zen-Fire or Rithmic, call it what you want) problem. I used Rithmic's proprietary platform R-Trader and the same lags occur there too.
     
    #12     Mar 9, 2011
  3. jimmyrey

    jimmyrey

    Ray,

    Surely you have your triangulation......the last poster looks to have tied this down to the datafeed provider (Zenfire/rithmic or whatever).......

    JR
     
    #13     Mar 9, 2011
  4. emg

    emg

    those that have zen fire/rithmic problems, what did your zen fire broker said. Im curious what is their reason for the problems?


    Did they said:

    A) Your computer sucks which caused the lagged
    B) My ninja is working well on my end.
    C) The AT&T server is fine on my end
    D) Put you on hold
     
    #14     Mar 9, 2011
  5. emg

    emg

    also, where is that clevelandbrownfans that always promote his platform
     
    #15     Mar 9, 2011
  6. beaker

    beaker

    There certainly is a data lag issue for me (mid-US) and my buddy (other side of the US).

    We got 4 people on Skype. Between us we have multiple feeds each of TradeStation, IB, and Ninja/Zen.

    There were some undeniable times where TF data (for instance) lagged on Zen compared to IB and TradeStation. Even times where I filled a resting order on IB and the Ninja/Zen Fire charts didn't show that price until 3-4-5 seconds later.

    We also use tick charts ... and there are certainly differences in the charts.... where maybe there are an average of 19 tick bars compared to TradeStation's 20 tick bars (on a 50t chart). I understand OHLC might look different for ticks bars, but we're talking # of bars in a given period is off enough to notice.

    We just started feeling out Zen Fire as a possible switch ... but between the tick bars missing is a given period and the definite lags in prints, our confidence is already waning.
     
    #16     Mar 9, 2011
  7. +1

    I'm directly connecting to Zenfire feed via their API (no NinjaTrader)
    -> frequent disconnects.

    No problems with other feeds (IB and others) or internet in general.
     
    #17     Mar 9, 2011
  8. #18     Mar 9, 2011
  9. beaker

    beaker

    There certainly is a data lag issue for me (mid-US) and my buddy (other side of the US).

    We got 4 people on Skype. Between us we have multiple feeds each of TradeStation, IB, and Ninja/Zen.

    There were some undeniable times where TF data (for instance) lagged on Zen compared to IB and TradeStation. Even times where I filled a resting order on IB and the Ninja/Zen Fire charts didn't show that price for a 3-4-5 seconds.

    We also use tick charts ... and there are certainly differences in the charts.... were maybe there are an average of 19 tick bars compared to TradeStation's 20 tick bars (on a 50t chart). I understand OHLC might look different, but we're talking # of bars in a given period.

    We just started feeling out Zen Fire as a possible switch ... but between the tick bars missing in a given period and the definite lags, our confidence is already waning.
     
    #19     Mar 9, 2011
  10. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

    beaker,

    With respect to your lagging experience, I suggest contacting my support team for further analysis, I am not sure that your experience may be related to the experience of the cases we have fielded from Germany. With regards to tick bars, I don’t think comparing tick bars between different chart/feed providers is a good starting point. I am not sure how TS builds their tick bars but we reset the tick count at session boundaries, if TS does not do that then for sure there could be a difference. The better approach to start with is to compare T&S between Zen-Fire and TradeStation. You could do this visually via the T&S windows or you can export T&S data from NinjaTrader’s Historical Data Manager, and then compare this output to output created in TS. If this exercise proves meets your expectations, you can then look at the tick bar construction approach between systems to understand why there may be a discrepancy between them. My support team can surely help you and your team understand how this all works in detail.
     
    #20     Mar 9, 2011