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TT feed

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  #1 (permalink)
Windsor, ON, Canada
 
 
Posts: 58 since Dec 2010
Thanks: 14 given, 22 received

Anyone one here using TT feed with SC? I am curious how it is during volatile periods. I have heard that the bid/ask data is not as accurate as say Rithmic. Is the volume prints accurate all the time with TT? That and the speed are what I am most curious about. Thank you.

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  #3 (permalink)
Italy (IT)
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
 
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Posts: 1,501 since Apr 2010
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@Trader Y, you ca try to do it, just download the Gom data, IQFeed source, here https://futures.io/elite-circle/7279-official-gomrecorder-data-sharing-thread-9.html#post94781, and you can do the comparation like I made here https://futures.io/elite-circle/3873-analysis-comparison-different-data-feeds-platforms-bid-ask-studies-38.html#post91618.

Take your Pips, go out and Live.
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  #4 (permalink)
Windsor, ON, Canada
 
 
Posts: 58 since Dec 2010
Thanks: 14 given, 22 received

Great Thanks.

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  #5 (permalink)
Windsor, ON, Canada
 
 
Posts: 58 since Dec 2010
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Neither links work as I am not an elite member.

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  #6 (permalink)
Italy (IT)
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
 
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Trader Y View Post
Neither links work as I am not an elite member.

Oh, yep, i haven't figured out u are not...i'm sorry.

Take your Pips, go out and Live.
Luke.
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  #7 (permalink)
Italy (IT)
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
 
LukeGeniol's Avatar
 
Posts: 1,501 since Apr 2010
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Ok i can post here or send you the picture of first and last trading day of jan, u can chose one from these instrments: ES, YM, TF, 6E, CL.
Let me know.

Take your Pips, go out and Live.
Luke.
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  #8 (permalink)
Windsor, ON, Canada
 
 
Posts: 58 since Dec 2010
Thanks: 14 given, 22 received

That's great, thanks. CL please.

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  #9 (permalink)
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Big Mike's Avatar
 
Posts: 49,745 since Jun 2009
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I've used TT with SC and the feed seems stable, I have not experienced any issues. TT's bid/ask is good but not great, you can see all the detailed comparisons for it when/if you become an Elite Member. IQFeed is still the best in that regard. For some, "good" is good enough.

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  #10 (permalink)
Windsor, ON, Canada
 
 
Posts: 58 since Dec 2010
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Thanks Big Mike. When you say Bid/Ask are you referring to the market depth in the DOM? Is the volume data accurate with TT from your experience? Thanks.

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  #11 (permalink)
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Trader Y View Post
Thanks Big Mike. When you say Bid/Ask are you referring to the market depth in the DOM? Is the volume data accurate with TT from your experience? Thanks.

I am referring to the sequence/order of Bid Ask prints and volume. But lets not split topics, this has already been covered in great detail in the thread linked above.

Mike

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  #12 (permalink)
Austin, TX & Las Vegas, NV
 
Experience: Advanced
Platform: Investor RT Pro, NT 7.0
Trading: ES, DAX, CL, 6E
 
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Posts: 230 since Mar 2010
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Just a heads up, TT Fix feed is junk for doing any sort of BID/ASK data work. The regular TT feed as connected to only XTrader 7 (and XStudy) is decent.

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  #13 (permalink)
Windsor, ON, Canada
 
 
Posts: 58 since Dec 2010
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Thanks Fulcrum. So the volume prints on say a 1 minute chart would not be that accurate ? That is my biggest curiosity.

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  #14 (permalink)
Austin, TX & Las Vegas, NV
 
Experience: Advanced
Platform: Investor RT Pro, NT 7.0
Trading: ES, DAX, CL, 6E
 
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Posts: 230 since Mar 2010
Thanks: 32 given, 287 received


Trader Y View Post
Thanks Fulcrum. So the volume prints on say a 1 minute chart would not be that accurate ? That is my biggest curiosity.

Total volume should be just fine......I am only talking about the BID/ASK data ("market orders" into the BID vs "market orders" into the ASK.....or BID/ASK differential).

The clean BID/ASK data is only needed for those who do Cumulative Delta work (Volume Ladders, Footprints, Delta Candlesticks, Prometheus tool, etc).

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  #15 (permalink)
Windsor, ON, Canada
 
 
Posts: 58 since Dec 2010
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Gotcha. Thanks for the clarification.

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