Market data - two feeds - futures io
futures io futures trading



Market data - two feeds


Discussion in Platforms and Indicators

Updated by Mich62
    1. trending_up 1,360 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 2 replies
    2. attach_file 1 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Market data - two feeds

(login for full post details)
  #1 (permalink)
Los Angeles, CA
 
Experience: Advanced
 
Posts: 39 since Nov 2019
Thanks: 42 given, 3 received

Just came across a thought.

I am configuring my platform to feed data from Interactive Brokers to get equities data and then futures data from Rithmic.

How do platforms handle the fact that IB is feeding futures data as well? Since Rithmic data is considered much cleaner and tick by tick that is obviously the more reliable feed.

If getting futures from two feeds, how does it handle the discrepancy between the unfiltered and aggregated data?

Thanks.

Reply With Quote

 
 
(login for full post details)
  #2 (permalink)
Legendary Elite_Member
Wiltshire, United Kingdom
 
Experience: Beginner
Platform: Jigsaw daytradr
Trading: US Equity Index Futures
 
matthew28's Avatar
 
Posts: 852 since Sep 2013
Thanks: 1,951 given, 1,443 received

That's going to depend on how the platform is built to manage that. Jigsaw daytradr for instance has a comprehensive help manual that covers all that, but as your profile or post don't say what platform you use....Who knows.

Trading, ideally structured, is a vehicle for expanding consciousness, not damaging it. - Brett Steenbarger
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #3 (permalink)
Netherlands
 
Experience: Advanced
Platform: NinjaTrader 8
Broker: IB, NinjaTrader Brokerage
Trading: Futures
 
Mich62's Avatar
 
Posts: 167 since May 2012
Thanks: 160 given, 255 received



grayfrog View Post
Just came across a thought.

I am configuring my platform to feed data from Interactive Brokers to get equities data and then futures data from Rithmic.

How do platforms handle the fact that IB is feeding futures data as well? Since Rithmic data is considered much cleaner and tick by tick that is obviously the more reliable feed.

If getting futures from two feeds, how does it handle the discrepancy between the unfiltered and aggregated data?

Thanks.

With NinjaTrader 8 you can select your 'Preferred connections - real time & historical'.

Although I have to say that I am unable to use NT with IB stock data (intraday) because of performance and other issues.


NT_Market_Data_Connections

Visit my futures io Trade Journal Reply With Quote


futures io Trading Community Platforms and Indicators > Market data - two feeds


June 12, 2020


Upcoming Webinars and Events
 

Every journal equals ten meals for the hungry

Now
     



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts