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Unfiltered Data


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Unfiltered Data

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  #21 (permalink)
Northeast US
 
Experience: Advanced
Platform: Ninjatrader
Trading: ES & 6E
 
Joules360's Avatar
 
Posts: 35 since Nov 2010
Thanks: 29 given, 18 received


Big Mike View Post
It's snapshot data. You are missing ticks, and also only receiving them in a "burst" fashion (every 250ms if I recall, or maybe it's every 100ms). You aren't missing just a few ticks, you are missing a bunch of them.

If you use exotic bars, like range bars or non-time based bars of any kind, you really should use a better data feed.

Mike

Mike:

I guess I will have to look at the charts side by side on the Ninjatrader/ AMP/CQG feed vs the Ninjatrader/IB feed on the range bars to see how bad they look. I just assumed that IB would at least print a high or low in a range which would print.... giving a similar looking bar...since its based on a range of a low and a high of a 15 tick range in may case.

It would just be convenient and keeping my machine lean and trim if I could package IB and Ninja using Bracket Trader to handle the details of my trade. Otherwise I will have to run AMP/CQG to fill the charts on one computer and IB on another computer to do the trades with Bracket Trader.

That actually may work out better anyway.....

Thanks,
Joules360

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  #22 (permalink)
Seattle,WA
 
Experience: Advanced
Platform: NinjaTrader , Multicharts and my own system
Trading: Futures
 
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Big Mike View Post
Rithmic, Zen Fire, CTS, IB, and BigTick (Mirus) all offer server side OCO I believe, but it will depend on your platform as to what is supported.

I have no comment on CQG except that I would never use AMP Futures to get it.

Mike

Whats up with AMP ?

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  #23 (permalink)
Toronto, Canada
 
Experience: None
Platform: Ninja
Trading: ES
 
MethylSeasons's Avatar
 
Posts: 56 since Apr 2014
Thanks: 162 given, 58 received


Hoping someone can help me.

I'm a client with IB and using ninja. What is the cheapest way I can get unfiltered data for ES, CL, and forex? I know kinetick is an option but they are fairly expensive for me right now considering im a new trader and am not working with much capital.

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  #24 (permalink)
Slovakia
 
Experience: Intermediate
Platform: Ninjatrader 8
Broker: Interactive Brokers
Trading: K200M,KOSDQ150
 
Posts: 199 since Aug 2009
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MethylSeasons View Post
Hoping someone can help me.

I'm a client with IB and using ninja. What is the cheapest way I can get unfiltered data for ES, CL, and forex? I know kinetick is an option but they are fairly expensive for me right now considering im a new trader and am not working with much capital.

Create a Ninjatrader demo for futures and for FX and you have data for free and when the demo expire renew it.

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  #25 (permalink)
Toronto, Canada
 
Experience: None
Platform: Ninja
Trading: ES
 
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Posts: 56 since Apr 2014
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Obelixtrader View Post
Create a Ninjatrader demo for futures and for FX and you have data for free and when the demo expire renew it.

I need to trade through NT. I use a live account through IB.

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  #26 (permalink)
Slovakia
 
Experience: Intermediate
Platform: Ninjatrader 8
Broker: Interactive Brokers
Trading: K200M,KOSDQ150
 
Posts: 199 since Aug 2009
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MethylSeasons View Post
I need to trade through NT. I use a live account through IB.

If you have multibroker licence first connect to ninjatrader demo and then connect to IB live account

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  #27 (permalink)
Toronto, Canada
 
Experience: None
Platform: Ninja
Trading: ES
 
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Posts: 56 since Apr 2014
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Obelixtrader View Post
If you have multibroker licence first connect to ninjatrader demo and then connect to IB live account

NT demo gives unfiltered tick data? Better than IB?

I'd really like to just get a data feed and do this right. Is there nothing else cheaper than kinetick that IB can use?

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  #28 (permalink)
Site Administrator
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MethylSeasons View Post
NT demo gives unfiltered tick data? Better than IB?

Have you read post #3 of this very thread? Check it out.

Mike

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  #29 (permalink)
Toronto, Canada
 
Experience: None
Platform: Ninja
Trading: ES
 
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Posts: 56 since Apr 2014
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Big Mike View Post
Have you read post #3 of this very thread? Check it out.

Mike

Thanks homie

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  #30 (permalink)
Toronto, Canada
 
Experience: None
Platform: Ninja
Trading: ES
 
MethylSeasons's Avatar
 
Posts: 56 since Apr 2014
Thanks: 162 given, 58 received



Big Mike View Post
Have you read post #3 of this very thread? Check it out.

Mike

So it appears that using either Rithmic or Zenfire with IB would be the best and cheapest option... Would you agree?

Now I just need to see if I can use either or those with IB.

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