Zen Fire data feed in fast market

Discussion in 'Data Sets and Feeds' started by Andromeda, Aug 22, 2009.

  1. Depends.

    * If you want reliable T&S - IB is out.
    * If you do tick charts, IB is out.

    Otherwise it is fine.
     
    #31     Aug 22, 2009
  2. Truff

    Truff

    $3.85 per round turn all in for all contracts, not just after my first 500.
     
    #32     Aug 23, 2009
  3.  
    #33     Aug 23, 2009
  4. Use common sense.

    The previous poster is right...


    EXCEPT when you have ANY analysis running that relies on per tick resolution.

    Note that this not necessarily is uncommon - Range charts (rare), but mostly Tick charts or Volume charts simply NEED per tick data input or they are screwed.

    Not that important when you have large ones (4000 ticks), but if you run 89 tick charts, the aggregation CAN skew the charts.

    Btw., you guys wont believe how much data runs through an exchange ;) I am starting recording complete exchange feeds and it is tremendous.
     
    #34     Aug 23, 2009
  5. i've been sim trading the 6E - Euro fx and in the listed thread made a comparison
    between trading the fx eurusd vs 6E during the previous NFP release, often having
    the most volatile trading release reactions

    'news trading' is very attractive to some since there can be large price moves if
    you can get your trade on, something that's very difficult trading via an fx broker

    filtered ticks not only have a visual difference and apparent slow/fast difference
    there's also a real difference when trading and i wonder if IB's feed and order entry
    sw would result in differences in fills vs NTZF

    10 tick chart from thread attached
    http://www.elitetrader.com/vb/showthread.php?s=&threadid=172655
     
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    #35     Aug 23, 2009
  6. Ah, 10 tick charts ;) Yeah - in fast markets you have serious problems with that and aggregation ;)
     
    #36     Aug 24, 2009
  7. That is pretty darn close to what I pay with Zen/Ninja for all contracts as well - so there apparently isn't any significant cost difference between the two setups.
     
    #37     Aug 24, 2009
  8. DonKee

    DonKee

    Today has seemed particularly bad with the zf/nt set-up (between the 10am news and 10:30a).

    Lots of pauses, although I did get filled on some standing orders, while the pauses were happening.

    I'm thinking it is a combination of my CPU and video cards?
     
    #38     Aug 25, 2009
  9. Video hard hardly. Ninja does not a lot that requires video power those days. VIdeo cards are really fast.

    CPU most likely, plus RAM maybe.
     
    #39     Aug 25, 2009
  10. DonKee

    DonKee

    It is the CPU then, spiked into the 90% area while memory usage stayed at around half of max.
     
    #40     Aug 25, 2009