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Search: Posts Made By: Big Mike
Forum: Brokers January 20th, 2014, 10:49 PM
Replies: 12
Views: 6,434
Posted By Big Mike
I didn't see the DataMine portion of the thread...

I didn't see the DataMine portion of the thread title. I thought you just meant T&S in general. I have no clue about DataMine.

There has been discussion about correctly bundling ticks together...
Forum: Brokers January 20th, 2014, 12:33 AM
Replies: 12
Views: 6,434
Posted By Big Mike
I just saw this in your post. IQFeed does...

I just saw this in your post. IQFeed does publish the CME sequence number, it is available in the feed. I am using it in my app. I can't speak to NinjaTrader.

Mike
Forum: Brokers January 20th, 2014, 12:22 AM
Replies: 12
Views: 6,434
Posted By Big Mike
There might be a misunderstanding. I was...

There might be a misunderstanding.

I was simply suggesting it is difficult to analyze millisecond data and TickID on a platform that doesn't support it (NinjaTrader) and draw any conclusions.
...
Forum: Brokers January 19th, 2014, 07:26 PM
Replies: 12
Views: 6,434
Posted By Big Mike
I wouldn't put much belief in those results. ...

I wouldn't put much belief in those results.

You need to instead just access the IQFeed API directly where you can see the TickID as sent by the exchange, along with the actual Exchange timestamp...
Showing results 1 to 4 of 4

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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