Zen Fire data feed in fast market

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

  1. FB123

    FB123

    I have another copy of NT running on a second computer, with the same internet connection. I can load up one copy with a lot of charts, and the other copy with next to nothing, and I will notice that the price on the copy with a lot of charts will lag the one with nothing under heavy conditions. When I close the charts, the lag goes away. That's pretty clear-cut to me.
     
    #81     Aug 26, 2009
  2. Mine doesn't crash, when hitting 'Reverse', but it frequently drops my autostop.
     
    #82     Aug 27, 2009
  3. FB123

    FB123

    Yeah, I've noticed that too. It doesn't happen that often to me, but when it does it's a real pain, especially if the market is moving fast.
     
    #83     Aug 27, 2009
  4. RedDuke

    RedDuke

    You are way braver then me. Your style of trading does require 0 latency under any conditions. Hopefully, NT 7 will solve your issues. While I do not have any delays under fast market conditions, I do not trade during such times, and thus do not know if there are any issues.
     
    #84     Aug 27, 2009
  5. FB123

    FB123

    It's actually not as bad as it seems, but you have to be careful not to enter at certain points. For example there are periods of time where it's completely crazy and a whole whack of massive buy/sell orders are hitting the market at exactly the same time... you can generally see this right in the last 20 seconds before the cash close on the stock indices, or at 2:30 EST at the crude oil close. When everyone is just hitting the market to exit whatever positions they have like that, you can't judge direction at all and it's useless to try. Besides, the internet lag factor would probably make a difference during these times, even if your software was perfect.

    The same type of condition exists in the first few seconds right before/after a major announcement comes out. However, if you actually wait and just observe for a few tens of seconds during this period, you can usually see a slight imbalance forming in one direction, and it's worth the risk/reward to enter with a stop just above/below what I call the "crazy chop" range.

    I often place a stop bracket order on either side of this craziness if it occurs in a relatively tight range, and get ready for the breakout. When it occurs it usually runs pretty far and makes it more than worth it relative to the stop size. As I said though, you have to move your stop fast when it goes in your favor to track the market and lock in gains.

    Also, if you know how to read the small signs that exist in the market on very short-range charts, you can usually see a bias to one side or the other as large players position themselves for the move they know is coming after the news. This give you a better than 50/50 shot of picking initial market direction on the release.

    There are lots of places during this period where the action does pause for a second or two, and you can actually enter with a decent risk/reward. It does takes practice and you're right, you really do need zero lag from your software. I can get that on NT with a couple of very short-term charts open, with a decent internet connection. I'm not trying to trade for moves in the 100 to 500 millisecond range because that's not humanly possible (and besides, internet lag is a major factor at that resolution anyways). Generally my moves will last in the 5 to 10 second range, which makes internet lag a non-factor if you enter at appropriate points when the action pauses.
     
    #85     Aug 27, 2009
  6. Under XT 7.6.x or later the TT feed is no more filtered; I'm unsure that the TT Fix is 'filtered' using NT. The OP should ask to TT/Ninja.
     
    #86     Aug 27, 2009
  7. DonKee

    DonKee

    Sometimes the crap does turn into gold.

    My Ninja was running like glue this AM.

    I deleted all of my charts on one of my work stations and re-did them.

    So I then short a 5 lot in the 6E at .47 from the DOM.

    I start buying some back off of Chart Trader.

    I go to look at my position and I'm still short 5 in my Mirus account, but see I am long a total of 5 in my "sim" account?????? WTF

    Oh, I then realize the chart trader loads with the Sim account (as soon as I loaded it, I made the buttons disappear, as I just use the mouse on the chart)

    I know better then to trade a "gift horse", so I wind up buying my 5 lot back at 142.95.

    I guess this makes up for all of the time when things get f**ked up and it's a loser. :)


    (btw, for those of you who leverage yourself to the max, this could have easily gone the other way...it all happened in 30 minutes)
     
    #87     Aug 28, 2009
  8. My experience with zenfire is good. The stream is fast, doesnt lag and is comparable or as good as other streams.

    I think you will find that the majority of faults with Zen are actually due to ninja, take that out of the equation and they are fast and solid.
     
    #88     Aug 28, 2009
  9. jjw

    jjw ET Sponsor

    Though i do not know all the issues involved in the development of the upcoming NT7 release and the changes in its release date, i am pretty sure some of the delay is due, in part to issues discovered by Ninja, with the underlying api libraries used by Zen-Fire. As my firm makes this api i can say that these issues, which center around connection/disconnection and high volumes of data, were very difficult to trap, clearly identify and then correct. we have corrected them now and i think it has been prudent of Ninja to hold back the release until it was able to demonstrate to itself that the issues were corrected. this takes time, unfortunately measured in weeks, if not months.
     
    #89     Aug 30, 2009
  10. RedDuke

    RedDuke

    Hi Jjjw,

    Just curious, why are you not working directly with front end software firms and have zen-fire utilizing your technology?

    Thanks,
    redduke
     
    #90     Aug 31, 2009