Kinetick Real-Time Data Quality Issues - Reviews of Brokers and Data Feeds | futures io social day trading
futures io futures trading


Kinetick Real-Time Data Quality Issues
Updated: Views / Replies:3,796 / 15
Created: by srgtroy Attachments:2

Welcome to futures io.

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

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors – all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you don’t need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

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

Reply
 2  
 
Thread Tools Search this Thread
 

Kinetick Real-Time Data Quality Issues

  #1 (permalink)
Elite Member
Los Angeles, California Republic
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES, Mongolian Horse Futures
 
srgtroy's Avatar
 
Posts: 1,456 since Jan 2011
Thanks: 1,009 given, 2,237 received

Kinetick Real-Time Data Quality Issues

I am having some significant problems with the quality of my real-time data from Kinetick.

Whenever my trades go wrong, I always go back over them the next day.

Often, I find that the price action/candlesticks that I saw at the time are different, sometimes subtly, sometimes a little more than that, in ways that may have affected my decisions. Importantly, the change in data also affects my indicators and causes me to miss signals or chase false signals in retrospect.

I do understand that real-time data is subject to some kind of upgrading after the fact, but I never thought it would be so significant as to strategically affect my trading. Especially since Kinetick is supposed to be 'the best'.

I am running a lot of indicators, some of which are calculation-intensive, so I don't know if that affects the real-time data or not, but otherwise, I am sadly beginning to wonder if the Interactive Brokers filtered data might actually be better in that, at least, what you see is what you ultimately get. Please note I am not using Cumulative Delta in my trading so that is not an issue.

Any thoughts or ideas how to improve my situation and get better real-time data would be appreciated?

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,237 since Jun 2009
Thanks: 29,350 given, 83,160 received


Could you post some specific examples?

Have you raised it with DTN support? What did they say?

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #4 (permalink)
Elite Member
Los Angeles, California Republic
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES, Mongolian Horse Futures
 
srgtroy's Avatar
 
Posts: 1,456 since Jan 2011
Thanks: 1,009 given, 2,237 received

It's basically differences in the OHLC data of the candlesticks. It isn't huge, as in the chart looks completely different after I reload the data from the historical server, but more like subtle differences that add up enough to make a difference sometimes between a good and bad entry/exit.

I guess I'm basically wondering if anyone else is plagued by this issue? Or do most people using Kinetick find the OHLC data stays pretty consistent from when the bars are being built real-time to after a data reload?

Thanks!

Reply With Quote
 
  #5 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received

Are you using non time based bar types ? (such as xticks, xvolume, xrange or custom tick based candles ?) If so, that's to be expected and is not Kinetick dependant.

Reply With Quote
The following user says Thank You to SARdynamite for this post:
 
  #6 (permalink)
Elite Member
Portland Oregon, United States
 
Futures Experience: Beginner
Platform: Ninjatrader®
Broker/Data: CQG, Kinetick
Favorite Futures: Gameplay Klownbine® Trading of Globex
 
Zondor's Avatar
 
Posts: 1,327 since Jul 2009
Thanks: 1,246 given, 2,634 received

Suggestions

Does your computer have lots of RAM?

Maybe your chart refresh times are too high. The default is only twice per second. That is adjustable in chart properties.

Run your workspaces with an Output window open to check for run time errors.

Make sure that any indicators that are running with COBC false are efficiently coded. Many if not most indicators perform redundant CPU intensive processing on every tick.

Examples of bad coding techniques are failure to predefine the instances of the external indicators, calling the MIN and MAX functions on every tick, and in general executing loops on every tick where the same effect can be obtained by updating one single item in a data series.

Our code optimizing thread has some good information, all based on the contributions of Elite member "Richard". Start at Post 31: https://futures.io/ninjatrader-programming/3565-anyone-have-any-hints-optimizing-c-code-4.html

Reply With Quote
The following 2 users say Thank You to Zondor for this post:
 
  #7 (permalink)
Elite Member
Quebec
 
Futures Experience: Intermediate
Platform: NinjaTrader wt Rancho Dinero's profiling tools
Broker/Data: Stage 5 trading/AMP/CQG
Favorite Futures: ES, NQ, YM
 
trendisyourfriend's Avatar
 
Posts: 3,697 since Oct 2009
Thanks: 3,041 given, 4,491 received

Check this answer from Ninja:
OHLC real-time data differs from manually updated historical data - NinjaTrader Support Forum

Reply With Quote
The following user says Thank You to trendisyourfriend for this post:
 
  #8 (permalink)
Elite Member
Los Angeles, California Republic
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES, Mongolian Horse Futures
 
srgtroy's Avatar
 
Posts: 1,456 since Jan 2011
Thanks: 1,009 given, 2,237 received

Thanks for all the help and suggestions, guys.

I did try and do my homework before I posted by reading all the relevant ninjatrader help info and searching the nt board. However, some of their information is confusing.

Basically, it was my initial understanding that if you had a good data vendor like Kinetick, NinjaTrader built the bars on the chart using the vendor's time-stamped data, and thus the bars shown were very accurate as it was basically the same data that you would get from the historical data server. However, there is some confusing info on the nt board as to whether that applies to time charts only, or to tick charts as well.

I believe this is what SARdynamite is referring to but I'm not %100 sure.

It's possible that for tick charts, NinjaTrader still uses the local pc clock to build the bars even if the data is time stamped, in which case the proper synchronization of the local pc clock is still very important.

In addition to the whole issue of the pc clock, there is the issue of whether resource-intensive indicators interfere/slow down the process of building the bars in real-time or whether the bar building process is completely independent of indicator calculations.

From your emphasis on this issue, Zondor, I assume you are saying resource-intensive indicators can affect/slow down the actual bar building process and throw off the timing, yes? I would've thought they would prioritize building of the bars before any calculations are done on the indicators but I'm not knowledgeable enough on the inner workings of NT to know.

Reply With Quote
 
  #9 (permalink)
Elite Member
Portland Oregon, United States
 
Futures Experience: Beginner
Platform: Ninjatrader®
Broker/Data: CQG, Kinetick
Favorite Futures: Gameplay Klownbine® Trading of Globex
 
Zondor's Avatar
 
Posts: 1,327 since Jul 2009
Thanks: 1,246 given, 2,634 received

General Observations.

The only things I can be sure of about resource intensive indicators are that they cause or exacerbate chart lag during fast markets, and that this problem is much less serious now than it was with NT6.5.

Lots of indicators do calculations that serve no useful purpose, especially with COBC =false. I have been revising many of the most common indicators to address this issue.

The most accurate possible PC clock synchronization is always a good idea. I use the free Windows NTP application that can be downloaded from Meinberg. Gomi had recommended it a year or more ago.

Reply With Quote
The following 2 users say Thank You to Zondor for this post:
 
  #10 (permalink)
Elite Member
Los Angeles, California Republic
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES, Mongolian Horse Futures
 
srgtroy's Avatar
 
Posts: 1,456 since Jan 2011
Thanks: 1,009 given, 2,237 received


How is the Meinberg app different/better than the native windows time synchronization service? if i use time.nist.gov my local clock appears to be properly synched.

Reply With Quote

Reply



futures io > > > > Kinetick Real-Time Data Quality Issues

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

Dec 7

Linda Bradford Raschke: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Real-time intra-day data feed for TSX stocks?? Calgarybabybear Reviews of Brokers and Data Feeds 3 March 15th, 2015 11:09 AM
Kinetick vs IB tick data togier Reviews of Brokers and Data Feeds 29 June 12th, 2014 11:49 AM
Store real time data from NT in mysql bascher NinjaTrader 23 November 4th, 2011 06:53 AM
Help selecting a real-time data feed for equities heretic Reviews of Brokers and Data Feeds 20 August 19th, 2011 06:40 AM
Webinar: NinjaTrader 7, Kinetick Data Feed Big Mike NinjaTrader 2 June 8th, 2010 06:15 PM


All times are GMT -4. The time now is 11:43 AM.

Copyright © 2017 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
Page generated 2017-11-20 in 0.12 seconds with 20 queries on phoenix via your IP 54.145.117.60