(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 100,000 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.
Recently people were talking about data feed comparisons with regards to tick data. We know for instance that IB filters tick data and sends it in bursts. We also know for instance that TT does the same.
So just strictly speaking "real-time" data, not taking into consideration backfilling, I would like to do a comparison of tick data.
I can compare just IQfeed and Zen Fire, but am hoping someone with barchart will step up too, and maybe others.
Here is CL 04-10 89-tick via IQfeed from 7am to 1:30pm central time. There are 988 89-tick bars (MultiCharts labels them easily).
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).
Well I was going to show the same chart with Zen Fire data, but I am having problems getting it to load. Maybe someone else with MC or NT7 can report how many bars they have with Zen Fire data during the same period.
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.
The following user says Thank You to Big Mike for this 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.
I have 107,346 ticks from rithmic on CL 04-10 3/15
That is more than 988*89 = 87,932
I know there may be more than 89 ticks in a bar sometimes, but that still seems like a pretty big discrepancy to me..
here are my first and last ticks
20100315 000241;80.75;1
...
20100315 235836;79.7;1
I did a comparison once between IB and rithmic on CL and it was laughable how many fewer ticks IB had. Although on some of my older strategies they worked better on IB data with fewer ticks during news releases, so thats not always a bad thing.
IB forex feed is not bad though, due to decentralized nature of forex market the order flow is not as rapid as futures markets so the tick aggregation does not really affect it. Hence why I only trade spot FX through IB now and do futures through Mirus.
This is a side-by-side comparison of just the incoming data requests for Zen Fire vs. IQfeed, using the MultiCharts QuoteManager. Changes could include a new tick, last, or bid/ask/depth changes.
Look at Zen vs IQfeed. IQfeed has far more changes.
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).
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.
The following 3 users say Thank You to Big Mike for this post: