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phantomtrader View Post
I've noticed something very curious during my Combine experience - my trades on the Rithmic datafeed are filled very fast - the exact same trade on my live account with Ninja sit and never fill at the same time - they are consistently late on fills.
Not sure if this is the right thread to ask the question, but has anyone else noticed anything similar with other datafeeds?

I'm really questioning Ninja Continuum now - I just took a trade on the ZB a few minutes ago - Rithmic filled the profit target; Ninja did not. I had to cancel the Ninja trade for a 1 tick loss.

Again, this is a consistent observation. If this is the wrong area to post, let me know.

Thanks for any input.

The difference between a SIM "fill" and a real fill is likely it.

The TST trade is using the Rithmic simulation server, rather than going to the exchange. It may or may not be generally close to a real in-the-market fill, but it can't be identical, because you aren't actually getting a match to a real order on the opposite side. (Two live executions wouldn't be identical either of course, since you would be getting a match to different orders , but the difference of live vs. SIM is probably going to be greater and more consistent.)

This is a common SIM vs. live issue. I doubt if it's important if you are aiming for larger moves and don't need to care about a tick or two, but if your timeframe is tight, and especially if you are using limit orders, it may be. Always something to be aware of in a non-live situation.


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