Here's another issue. If Optimus/VFM/Rithmic provide unfiltered data, what kind of data is MB Trading providing? Look at the amount of bars provided or data for the same period of time. They're what I use right now but they make my head hurt far too frequently.
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Lets not get sidetracked - this thread is about Optimus. If you want to create a new thread and compare MB Trading to Rithmic, you can, although it's already been covered I'm sure in the 40+ pages of posts in this thread:
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.
I only watch CL, NQ and 6E, so I'm not sure, but I'll post charts for comparison for the ES. I don't subscribe to ICE data so I can't post for the TF.
Edit: In the appropriate thread.
@mattz, if possible would like to hear the reply to this. I remember having a similar issue back when the CME unbundled their tick data. I was then getting more data from zenfire and significantly less data from TOS. The frustrating part about that situation was that my TOS data exactly matched the data coming from the CME using the CME's own platform - and yet, clearly, there was more data being pushed out by zenfire.
I'm a professional programmer, and have been building a proprietary automated-trading system in my own time.
Currently i've tried it hooked up to zen-fire demo - at least for when i've needed to do some testing.
But i've been realizing that zen-fire has a few issues - and i'd much rather code directly against the Rithmic R-Api, than against their api solution plastered on top of it.
Anyway you'll probably hear more from me as i open an account - i'm avoiding those brokers pushing the zen-fire route.
For me its a trust issue. I've asked some qns on zenfire and haven't got clear or honest responses.
Maybe if they knew as much as the Rithmic guys they could explain things better and ease my mind. But they haven't even tried so I believe it's safest just to going with the source, and not have to worry about it
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You might look into coding for SierraChart. They offer the Rithmic (Optimus broker) feed via api and also have an infrastructure in place for distributing proprietary studies/dlls. It's a very stable platform w/ a low level advanced custom study capability.
Thanks, haven't actually looked into the trading platform options yet.
I wouldn't use one for strategy execution though as wouldn't want the processor overhead. I'm running optimized c++ and recalculating custom indicators at every trade tick. Simulating the strategy on an entire trading day of ~1 million ticks takes just a few seconds.
PLEASE PM (Private Message)me your email and I will answer your questions. We have hooked up algo/system traders to Rithmic R-API and we also used NinjaTrader/Rithmic to connect to TradeStation, etc. if you are not an Elite Member, please email me (matt-(AT SIGN)-optimusfutures.com
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I recently opened an account with Optimus and have been working with Matt who has been absolutely great.Not only will he work to solve any problem or concern you may have, but I enjoy speaking to him as well. Here are a few examples of the stellar service I have received:
The first time I emailed him, it was around 1:00 am EST. I thought I'd wake up to a response, but to my surprise Matt replied within a few minutes.The emails went on for another hour. I never experienced that before.
When there was a problem with my demo login, he got on it and solved the problem right away.
When I told Matt I was paying less commission with another company, he worked with me to lower my commissions. I was very grateful. (Don't be a schmuck like me, pay the man.)
Last week I told him I was having trouble understanding some features in the R-Trader platform, so he created a video for me. That was remarkable and unexpected. What company ever created you a video because you didn't underrstand something?
As far as the platform goes, although I have had an issue with R-Trader, which is being worked on by Rithmic, it is the fastest broker feed I've every experienced.
If you have a problem, Matt will do his best to solve the problem, and he actually follows up, unlike most companies in this industry. He won't let it go until your problem is resolved. Matt takes it as a badge of honor to stand out from the rest, which means he is conscientious about any issues you may have, and he has integrity. Matt is a rare find and I highly recommend you check out Optimus.
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