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NT with TT
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NT with TT

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NT with TT

Hi everybody,

i'm trying NT with TT (with velocityfutures) and it's the second time i've seen a bid superior at ask, do you think it was the market moving too fast ? it's the FESX 50 wich is pretty heavy like ES.
Or is it the data from TT ?


Thanks

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  #3 (permalink)
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Hi Grignouf,

First,

If you are using the T&S window to make your determination, I think you'll find it is delayed. NT does this on purpose, I mean at least they say it is not a bug.

I also am under the impression (from memory) that TT uses filtered tick data. That usually means they send in snapshot bursts (like one packet every 10 ticks, or one packet every 250ms, etc). I've never used TT so I can't comment from direct experience.

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Big Mike View Post
Hi Grignouf,


If you are using the T&S window to make your determination, I think you'll find it is delayed. NT does this on purpose, I mean at least they say it is not a bug.

This is inaccurate. It is not delayed. The UI updates by default 10 times per second and this can be changed to update on each incoming tick although it is not recommended.

I have seen stale bid prices on Eurex before with TT and have reported this to TT in the past.

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This is inaccurate. It is not delayed. The UI updates by default 10 times per second and this can be changed to update on each incoming tick although it is not recommended.

I have seen stale bid prices on Eurex before with TT and have reported this to TT in the past.

Thanks for correcting me. I could have sworn T&S in NT7 was changed to where it wasn't every tick? Maybe I'm losing my mind a bit.

So, Grignouf, you'll want to make sure you change it from the default to a faster setting, assuming you have a modern quad core computer, and see if the issue still exists.

Mike

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ok, thanks for your fast answer, it seems to be with TT, i'm with ib and i want to try a faster data like zen fire or TT (because i've heard pat slower than the others). But i've heard too that zen fire bugs sometimes so TT is better than zen ? the TT's bug is with the eurex only ?

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