Hello, does anyone know here how to get hands on the API / SDK for Zen Fire? If so, can you please give me a pointer or maybe PM me ? Thanks
I have never written to an API so wouldn't know. But this I can tell you for sure. I ran Zen against TT and the difference is so little you would have to measure it with software to notice the difference. My advice just go with TT. Lastly get a hold of TransAct's beta API, it's unfiltered tick, supposed to be just as fast as Zen, been out for 6 months I believe. You can write to it.
The best thing to do is get NinjaTrader and code with NinjaTrader's API. NinjaTrader's first data feed was Zen-Fire so it's pretty snappy.
yeah zenfire was built and then ninjatrader was built around zenfire, so i'd say thats as close as you can get
Is ZenFire filtered? If not, what advantage is there to using TransAct's API (which is a beta) over ZenFire?
I would add that with TT 7.6.x there are more more ticks than with 7.5.x. You can check with the T&S feature.
What I meant is the aggregation of the trades on MDTrader T&S column. For example on 7.5.2 you see 4 lots @ 127-065 and then 6 lots @ 127-065 on ZB while on 7.6 I checked 4 @ 127-065, 2 @ 127-065 and 4 @ 127-065.