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Tick Data Vendors
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Tick Data Vendors

  #11 (permalink)
Elite Member
Trading Experience: Beginner
Platform: NinjaTrader, TOS
Posts: 798 since Jun 2009
Thanks: 109 given, 791 received

Perl is a programming language. www.perl.org.

It looks well suited for parsing data. Amazon.com: Data Munging with Perl (9781930110007): David Cross: Books.

But again that's a step I'm trying get incorporated in the platforms I pay for .

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  #12 (permalink)
Elite Member
Trading Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
Posts: 292 since Dec 2009
Thanks: 243 given, 110 received

Now I know more than I should handle already lol thanks

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  #13 (permalink)
Elite Member
Trading Experience: Beginner
Platform: NinjaTrader, TOS
Posts: 798 since Jun 2009
Thanks: 109 given, 791 received


Updating an old thread to say that TickData.com now offers DateTime output (in addition to Date and Time as seperate fields) so it will play nicely with Ninja import process and any other code that likes ISO8601 DateTime structures.

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  #14 (permalink)
 Vendor: the1lottrader.com 
Douglas, United Kingdom
Trading Experience: Advanced
Platform: Custom
Favorite Futures: Bund
1LotTrader's Avatar
Posts: 181 since Jun 2009
Thanks: 206 given, 445 received


I came across this post of yours about TickData.Com from a few years back and see that you were using them, I wondered if you still are and how your experience was/is? I downloaded TickWrite Demo and I quite like the flexibility of it as well as the offering of products they have. I only trade the Eurex - Bund but I figure it's the sort of solution that can grow with you over time if you want to add other markets etc.

The main area of concern for me is how streamlined the process is if one is using the daily updates.. I imagine I would want to continually update my Ninja Stream at the end of each day with the TickWrite info so I know it's always clean in Ninja but I'm wondering how much of a hassle this is in terms of Ninja maintaining the integrity of the data once imported. My concern is that when Ninja does Data refreshes from my active feed during the day it might start over writing imported historical stuff from TickWrite etc.., i looked at the option of turning off historical data retrieval on my active account connection but since this is a system wide option I can't do it just for the Bund which I want to maintain via TickWrite, I do watch a bunch of other instruments at the same time and so i would still want them to be pulling data from the Ninja Historical server. I guess in short I was just keen to hear your thoughts really on how the set up has worked for you over time and whether it was worth the effort in the end.


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