I am in the process of switching from TS to MC....using Zenfire broker to run MC...
after weeks of getting TS code to replicate in MC I am finally ready to can TS but now I am
noticing that when running both platforms simulataneously to check for accurracy in my code...
I see that indicator values/paintbar gets slightly skewed after 10-15 minutes in MC....
after refreshing MC charts...the historical data changes to correlate with TS charts....
when refereshing TS charts there is no change....
I have the rt history matching box unchecked in MC....seemed worse when checked
broker says this in MC historical server problem....not Zenfire....
MC says says this is Zenfire problem...different RT and historical data....
Not exactly on-topic, but the last I've touched Zen-Fire, I found out that their problems will never be fixed, because they've stopped all development on Zen-Fire. I don't actually know why - maybe their lead developer (Matt Griswold?) moved to a different company and they didn't have things set up for business continuity.
A side effect of this is that Zen-Fire is riddled with bullet holes and bugs: there's a huge security vulnerability that I'm not going to describe in public, the C++ examples don't compile, there's no proper API call to query for particular instrument(s), the documentation is incomplete. So MC/NT/Sierra etc. all contain the same security vulnerabilities thanks to Zen-Fire.
It's been discussed many times here, but ZF is designed for order execution, not charting. ZF market data is delivered via UDP which doesn’t guarantee delivery of data packets. It’s fast but incomplete (by definition) which leads to inaccurate historical data (ZF uses TCP protocol for order excecution to ensure accuracy). IQFeed uses TCP delivery protocol, which guarantees you see every trade the exchanges produce and IQFeed historical servers are a carbon copy of the streaming feed so both match.
If you’d like more info on UDP (ZF) and TCP (IQFeed) data delivery protocols, see:
Thanks. Your explanation and the link clarify a lot of things.
So, if one is using just a DOM for trade execution (order flow type trades) UDP (ZF) delivery is OK. But for chart analysis and trading from charts TCP (IQFeed) is preferred. Correct?
Also, can you provide a list of futures brokers supporting IQFeed?
Thanks.
The following user says Thank You to aligator for this post:
I can't think of any good reason to use UDP data when trading, given a choice, since the data is by definition incomplete, and sometimes out of sequence.
A TCP market feed into a trade-capable software (like MC, SC, NT, IRT, MD, etc) which supports your broker's TCP order execution is the only way to guarantee accuracy and reliability from start to finish.
I keep seeing these advertisements for unfiltered data.....
Isn't the whole point of filtering the data to ensure that a rogue/erroneous data point won't ruin your day? If you have a stop in place and a bad piece of data comes in, that exceeds …
The primary difference here is simple: Zen Fire is a brokerage execution feed first and foremost. IQFeed is a data feed first and foremost. Different priorities, features, etc.
ZF & TS historical data same....
ZF & TS & IQ Real time Minute data same....
IQ feed tick data differs from ZF & TS....
IQ feed on tick chart does not seem to calculate DMI Indicator correctly....
this throws off paint bar...giving false signals....twice today....yesterday as well
I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like.
Luke.
P.s. Is not a simple work, and take …
I don't know what "throws off paint bar" means, but it seems unlikely IQFeed is the culprit based on my experience. There is an AMA thread here you can ask questions to IQFeed's rep on futures.io (formerly BMT) @Robert Carrillo:
Dave Forss, Global Account Manager at DTN Trading Markets, will be monitoring this thread so that he may answer any questions that you post here relating to Telvent DTN IQFeed products and services.
Please keep in mind that some customer service/technical …
In the end, the products are simply different - you'll have to decide what features you need and make your choice.
First, you are comparing 3 different quotes. TS (@CL) is a Globex continuous contract (July 2013 front month). ZF (CLQ3) is Aug 2013, and IQFeed (+CLQ13) is the combined quote for Pit & Globex Aug 2013, not Globex. The proper IQFeed symbol for Crude Globex is QCL# (continuous).
Change that first, and also the TS quote to Aug 2013 instead of July.
IQFeed Support would have seen that right away.
Once you have the correct symbols, please try again and advise.
Robert
The following user says Thank You to Robert Carrillo for this post:
for whatever reason that particular @CL contract shows that it is pulling July....if you look closely the prices all match so it is in fact pulling August...my other @cl windows in TS show Aug...not sure why this one does not....
new to MC...when I did search those are symbols I received....will make changes and repost tommorrow...
for whatever reason that particular @CL contract shows that it is pulling July when in MC...if you look closely the prices all match so it is in fact pulling August...my other @cl windows in TS show Aug...MC issue?
new to MC...when I did search those are symbols I received....updated symbols as you suggested...
still same trouble DMI Indicator responds differently it seems...throws off PB
two pics this time ZF feed not pulling data....
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Thank you for changing the symbols. So the question is, which DMI will you trust as being correct? I'm not suprised that ZF & TS match. They are both delivered by UDP (incomplete by definition). I'm also not suprised that IQFeed is different than those, because it's TCP (all data). TickForce2 is VERY different as well (TS = -0.91 vs IQ = -1.80). What does that indicator represent?
biq question I have is that the tick data is where the differences lie...
virtually no difference in timed data....
as far as what I trust is true...the jury is still out....been with TS over 11 years....
using this PB for almost 4..every day....u get to the point where you know what
color the bars should be without looking
when an indicator responds as if its trending when on other feeds its clearly sideways
(white or low DMI vales) and it's obvious based on price action it should be sideways that's troubling...
will continue to evaluate...
counting difference of upticks- downticks for each bar....so each feeds bars are different with different time stamp....difference with ZF and Ts too..
Let's agree that IQFeed provides "different" signals than TS and ZF, and will continue to do so. Whether they are "false" depends on which you believe to be correct. I am not the least bit familiar with those indicators, and since the IQFeed signals haven't been tested in a trading situation against the TS & ZC signals, who is to say which is accurate and more valuable?
Again, because TS & ZF round up to 753, and IQFeed shows 752.75, isn't it possible that IQFeed is more accurate? Don't think it's a support issue.
I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like.
Luke.
P.s. Is not a simple work, and take …
It seems we have strayed off topic in this thread. When you contacted your broker, what did they say for the reason (title of thread) "Zenfire RT & Historical Discrepancies?"
