TT feed

February 9th, 2011, 01:24 PM

Trader Y

Thanks Big Mike. When you say Bid/Ask are you referring to the market depth in the DOM? Is the volume data accurate with TT from your experience? Thanks.

I am referring to the sequence/order of Bid Ask prints and volume. But lets not split topics, this has already been covered in great detail in the thread linked above.

Mike

February 9th, 2011, 01:29 PM

Just a heads up, TT Fix feed is junk for doing any sort of BID/ASK data work. The regular TT feed as connected to only XTrader 7 (and XStudy) is decent.

February 9th, 2011, 01:33 PM

Thanks Fulcrum. So the volume prints on say a 1 minute chart would not be that accurate ? That is my biggest curiosity.

February 9th, 2011, 01:39 PM

Trader Y

Thanks Fulcrum. So the volume prints on say a 1 minute chart would not be that accurate ? That is my biggest curiosity.

Total volume should be just fine......I am only talking about the BID/ASK data ("market orders" into the BID vs "market orders" into the ASK.....or BID/ASK differential).

The clean BID/ASK data is only needed for those who do Cumulative Delta work (Volume Ladders, Footprints, Delta Candlesticks, Prometheus tool, etc).

February 9th, 2011, 01:42 PM

Gotcha. Thanks for the clarification.

TT feed

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TT feed