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Search: Posts Made By: Big Mike
Forum: Brokers November 13th, 2015, 04:48 PM
Replies: 43
Sticky: Unfiltered Data
Views: 47,775
Posted By Big Mike
Zenfire is dead after NinjaTrader acquired Mirus...

Zenfire is dead after NinjaTrader acquired Mirus (who owned Zen-Fire).

https://futures.io/brokers-data-feeds/32165-ninjatrader-introduces-brokerage-services-acquisition-mirus-futures.html

I...
Forum: Brokers November 12th, 2015, 06:37 PM
Replies: 43
Sticky: Unfiltered Data
Views: 47,775
Posted By Big Mike
Have you read post #3 of this very thread? Check...

Have you read post #3 of this very thread? Check it out.

Mike
Forum: Brokers October 12th, 2015, 12:32 AM
Replies: 43
Sticky: Unfiltered Data
Views: 47,775
Posted By Big Mike
It's snapshot data. You are missing ticks, and...

It's snapshot data. You are missing ticks, and also only receiving them in a "burst" fashion (every 250ms if I recall, or maybe it's every 100ms). You aren't missing just a few ticks, you are...
Forum: Brokers September 3rd, 2015, 12:12 AM
Replies: 43
Sticky: Unfiltered Data
Views: 47,775
Posted By Big Mike
Kinetick is just a NinjaTrader branded version of...

Kinetick is just a NinjaTrader branded version of IQFeed. Yes, it offers historical bid/ask. However, NT7 doesn't support historical bid/ask, so if you want historical bid/ask backfill in NT7 then...
Forum: Brokers October 17th, 2013, 09:03 PM
Replies: 43
Sticky: Unfiltered Data
Views: 47,775
Posted By Big Mike
You need to read post #3. "Filtered" is really...

You need to read post #3. "Filtered" is really the right word, not "inaccurate". But luckily for everyone, you can choose your broker and your data feed, and pick the one that you like best.

For...
Forum: Brokers October 17th, 2013, 07:02 PM
Replies: 43
Sticky: Unfiltered Data
Views: 47,775
Posted By Big Mike
It's going to look different, because TDA is a...

It's going to look different, because TDA is a filtered feed as far as I am aware, while Zen Fire is unfiltered tick data.

As for "manipulation" -- this is futures, not forex. In the futures...
Forum: Brokers October 15th, 2013, 11:56 PM
Replies: 43
Sticky: Unfiltered Data
Views: 47,775
Posted By Big Mike
Rithmic, Zen Fire, CTS, IB, and BigTick (Mirus)...

Rithmic, Zen Fire, CTS, IB, and BigTick (Mirus) all offer server side OCO I believe, but it will depend on your platform as to what is supported.

I have no comment on CQG except that I would never...
Forum: Brokers August 24th, 2012, 02:15 PM
Replies: 43
Sticky: Unfiltered Data
Views: 47,775
Posted By Big Mike
Having never used TradeStation, I can't say. But...

Having never used TradeStation, I can't say. But my understanding there is an option in the menu somewhere to disable filtering and send you all the ticks.

Asking about scalping is the wrong...
Forum: Brokers August 24th, 2012, 01:44 PM
Replies: 43
Sticky: Unfiltered Data
Views: 47,775
Posted By Big Mike
If you are using TradeStation, then you can...

If you are using TradeStation, then you can choose any data provider you want, so long as it is TradeStation. You can also choose any broker you want, so long as it is TradeStation. TradeStation is...
Forum: Brokers August 24th, 2012, 12:12 AM
Replies: 43
Sticky: Unfiltered Data
Views: 47,775
Posted By Big Mike
Here is my opinion. Filtering isn't about...

Here is my opinion.

Filtering isn't about getting rid of bad ticks. It's about latency and completeness (accuracy).

Interactive Brokers is widely known for filtering data. It's snapshot data,...
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