I've been using TOS for sometime but wanted to look at volume at the bid/ask so I'm trying Ninjatrader. I have TOS tick charts at 133 ticks with Better Volume and they seem to work well but volume is pretty consistent.
When I load the same 133 tick chart in Ninjatrader it's not even close. To get close I have to use a 40 tick chart and the volume bars are comparable but Ninjatrader has some bars that go much higher. I think the Ninjatrader volume is more accurate but I'm really not sure. The better volume bars also do not line up between the two so I don't know which might be right.
Anyone with any insight regarding this.
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 …
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.
If I could ask here then, what about the TOS platform for tick charts? Same issue or are they ok?
Thinking I might just have to go with a dedicated data provider. Thanks again for the info.
TOS does provide Tick Data, which I believe they license from ESignal but I'm not sure about the source exactly.
A NinjaTrader tick chart built from Kinetick data will be quite different then a TOS chart built from TOS data, with the NT/Kinetick chart being more accurate.
The TOS chart/data may still be good enough, however, depending on your needs so you have to compare them to make a proper decision.
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The TOS doesn't look bad but is slow in real time. I've used Zenfire, very nice and TOS looks close to it. Entries on bar close are one to two ticks off from TOS. Sometimes in my favour sometimes not.
My issue is even though I like Zenfire I already have a broker and don't want to set up an account with them just to get data.
I've looked at Kinetick but they don't support the Russel mini which is what I trade.
I've looked at IQ but Russel data is a bundle and costs $90 month.
Still trying to figure out what the best data provider will be without having to set up a brokerage account.
If the ICE exchange fee is all that's stopping you from trying IQFeed, I submit that 1 point profit/month covers it. Feel free to PM or email if you'd like a free trial.
My post was in answer to OP "trying to figure out what the best data provider will be without having to set up a brokerage account", and which offers TF. I'm not sure how your post helps him with his data problem.
Using 512tk and I think TOS is bundling the ticks. I see many more candles with NT than TOS. Time of sales match so one can only assume it's bundled ticks by TD/TOS.
Did anyone ever figure out how to replicate Tick based charts from TOS (specifically 512) on Ninja Trader? Would be great if someone did. Please let me know if you know if you have figured how to replicate the TOS tick charts on Ninja Trader.
