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.
Here is January's data for the entire month. Remember, when I say "January" I mean as in the calendar month that just ended. The archived filenames say "Jan11", but keep in mind that within each archive are multiple symbols such …
Here is a pictures of CTS data on SC compared to IQfeed on NT, starting from jan 3 to jan 21, the cumulative delta is almost identical, the total difference of about 270 contracts is due to the different starting of delta bars, on NT the first bar is …
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Take your Pips, go out and Live.
Luke.
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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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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.
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.
Site Administrator Swing Trader Data Scientist & DevOps
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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.
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.
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).