but as the feed have to come directly from exchanges, how is possible that TT is better than ZenFire? These two must have direct link with the exchanges, so the data must be the same or they filter the data? Is now TT more reliable than ZenFire, this mean more ticks as you have written. So seems ZenFire is lost some data in some of their process?
Sorry for the questions but I need to understand well the architecture of the future market, because I have read everywhere that the future market show the same prices for all the traders so now seems not true.... so is someway similar to the forex market where every broker have a different price...!!!
The data come directly from the exchanges for all the data providers. But each provider is different. Some are filtered and some are not. Some are almost 100% uptime and some have frequent disconnections. Recently zenfire is not reliable because it disconnects and also had a long period (hours) off-line.
Feed A may aggregate ticks at the same price together, and then send 1 tick with a bigger volume. The informations on occurred trades are the same, but it has delivered less ticks in this case, meaning a slower feed and less granularity. This doesn't mean that the feed has lost some data, it only means that it is not sending at full-throttle speed.
Price is still the same for every broker and every trader. Some trader may have this price some millisecond (or more) before others, if they're using a faster feed.
For my style I don't care much about milliseconds, I care more about reliability (no disconnections or holes in the data), this is because I'm telling zenfire is less reliable recently. When zenfire is working well, it is maybe 100 milliseconds faster then TT (at my broker, which is velocity), but TT never disconnects, so I think it is better.
Another info: the zenfire feed is identical for all the broker that offer it, while the TT feed depends on the broker. Velocity has his own network infrastructure where it hosts its private TT servers, not every TT broker do this.
The following 3 users say Thank You to jagui for this post:
Zenfire disconnected on me only once since April. And my broker sent out an e-mail explaining why...something about internet traffic problems on the east coast, not really related to Zenfire. It shouldn't be disconnecting on you...
Not at all. Two or more feeds were running at the same time and only zen-fire had issues. I'm not the only one who experienced this. Gave up on zen-fire for the moment. When I'll have to look for another broker/feed I will test again.