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Which data feeds chugged thru today?
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Which data feeds chugged thru today?

  #21 (permalink)
Elite Member
Madison, WI
 
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aslan's Avatar
 
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COTtrader View Post
I believe Zenfire/Rithmic prints price (with no time stamp) fast and accurately but its volume data has always been considered unreliable. Hear tell IQ Feed is accurate, though but few others.

If you compare the two feeds side by side in the same platform, there is no question that Zen is faster than IQ, especially when it is moving fast.

It is also correct that volume/bid/ask is correct with IQ data, while it is somewhat suspect with Zen. I am talking about the feed, not the platform (i.e. NT can not store bid/ask correctly regardless of feed).

I have been driving my trade platform with Zen, and my charts with IQ/Zen.

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  #22 (permalink)
Schroedray
Norwalk, Iowa
 
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Platform: NinjaTrader 7
Broker/Data: Arrowfield/Kinetick/Rithmic/DtnIQ
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PFG

My PFG also froze about 15 min. before market close. Using NT, Bestdirect 8 both froze.

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  #23 (permalink)
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I agree with with aslan said. Zen Fire will print 'faster' than IQfeed, but IQfeed has correct bid/ask data, so pick your poison. The difference is probably somewhere around 100-200ms, not huge by any means for discretionary trading, but for super-fast quant/algo, it is life vs death.

After switching to MultiCharts, my charts are powered by IQfeed. I still use the NT DOM, which is powered by Zen Fire as my broker is Zen Fire.

As for Zen Fire printing time stamps, yes they do. You can use OnMarketData() and use the e.Time function to see the stamps from the feed itself.

Mike

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  #24 (permalink)
Membership Revoked
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Hey Mike, who is the go-to guy over there at IQ. I can't remember which thread you mentioned him in?


Big Mike View Post
I agree with with aslan said. Zen Fire will print 'faster' than IQfeed, but IQfeed has correct bid/ask data, so pick your poison. The difference is probably somewhere around 100-200ms, not huge by any means for discretionary trading, but for super-fast quant/algo, it is life vs death.

After switching to MultiCharts, my charts are powered by IQfeed. I still use the NT DOM, which is powered by Zen Fire as my broker is Zen Fire.

As for Zen Fire printing time stamps, yes they do. You can use OnMarketData() and use the e.Time function to see the stamps from the feed itself.

Mike


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  #25 (permalink)
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syxforex View Post
Hey Mike, who is the go-to guy over there at IQ. I can't remember which thread you mentioned him in?

Jay Froscheiser, jay [dot] froscheiser [at] telventdtn [dot] com. 800-485-4000 x2816. He'll put you in touch with the right person.

Mike

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