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Infinity Data Feed for Sierra Chart vs. Rithmic for Ninja


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Infinity Data Feed for Sierra Chart vs. Rithmic for Ninja

  #1 (permalink)
 bearpondtrader 
Charlotte, NC/USA
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Infinity, AMP, Dorman
Trading: Futures ES, CL, GC
Posts: 34 since Jun 2012
Thanks Given: 78
Thanks Received: 27

I have Sierra Chart (Free from Infinity Futures) running with their supplied data feed. I also have Ninja running with Rithmic data feed. I have begun to compare the footprint charts and I am surprised
at the large differences it the data.
See my attached side by side visual.
Infinity will not tell me who their data provider is because they must have a re-distrbution agreement. Based on the good reports on Rithmic I'm thinking I need to dump the Infinity data feed. Does anyone know who the data provider is for Infinity? Anyone else made this above comparison? Ive searched the threads but haven't found anything.
One comment on another thread says the new data from Sierra Charts is provided by Barchart, but Mike's comments from 2915 don't include a barchart data evaluation.
Thanks.

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  #3 (permalink)
 
LDog's Avatar
 LDog 
Lafayette, TN/USA
 
Experience: Beginner
Platform: SC,TastyWorks,ToS
Broker: TDA, OANDA,AMP/CQG/SC
Trading: Looking for it/them
Posts: 210 since Sep 2015
Thanks Given: 11,904
Thanks Received: 344


I'm not a NT user nor Infinity customer but I do know that with SC, the session start time can make a big difference in comparing charts. Have you compared/set this to be the same on both NT and the SC chart?

HTH

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  #4 (permalink)
 bearpondtrader 
Charlotte, NC/USA
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Infinity, AMP, Dorman
Trading: Futures ES, CL, GC
Posts: 34 since Jun 2012
Thanks Given: 78
Thanks Received: 27

No, but I just set up the time and sales side by side in the same fashion in order to compare, because the ticks should be time stamped identically. I filtered it to just show ticks >2.


Sent from my iPhone using futures.io

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  #5 (permalink)
 
LDog's Avatar
 LDog 
Lafayette, TN/USA
 
Experience: Beginner
Platform: SC,TastyWorks,ToS
Broker: TDA, OANDA,AMP/CQG/SC
Trading: Looking for it/them
Posts: 210 since Sep 2015
Thanks Given: 11,904
Thanks Received: 344

How's the T&S looking? (just curious - I really like Infinity's CS and have thoughts of going that way, when I 'go live')

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  #6 (permalink)
 bearpondtrader 
Charlotte, NC/USA
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Infinity, AMP, Dorman
Trading: Futures ES, CL, GC
Posts: 34 since Jun 2012
Thanks Given: 78
Thanks Received: 27

Here is what I sent to my broker:
I have an
analysis, albeit simple, that shows how the infinity data feed is dropping data.
Attached are two pictures, one of my footprint chart in Sierra chart along with one in Ninja using Kinetic, and other the time and sales.
I was trying to figure out why my delta was so off on the footprint chart. In only 2 minutes and 23 seconds the delta was off over 100 volume of contracts,
And I only looked at ticks with volume over 2 contracts, so if lots of single contracts are also being dropped, who knows.

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  #7 (permalink)
 bebop 
Lima Peru
 
Experience: Advanced
Platform: Sierra CQG TradingView
Trading: ES / CL / Equities
Posts: 61 since May 2012
Thanks Given: 348
Thanks Received: 97


bearpondtrader View Post
I have Sierra Chart (Free from Infinity Futures) running with their supplied data feed. I also have Ninja running with Rithmic data feed. I have begun to compare the footprint charts and I am surprised
at the large differences it the data.
See my attached side by side visual.
Infinity will not tell me who their data provider is because they must have a re-distrbution agreement. Based on the good reports on Rithmic I'm thinking I need to dump the Infinity data feed. Does anyone know who the data provider is for Infinity? Anyone else made this above comparison? Ive searched the threads but haven't found anything.
One comment on another thread says the new data from Sierra Charts is provided by Barchart, but Mike's comments from 2915 don't include a barchart data evaluation.
Thanks.

After the CME tick data feed changes last year (CME MDP 3.0 Market Data) - where they reverted to their old model from a few years ago of bundling ticks together....some data feed providers (CQG, IQFeed, etc) immediately added a layer of code to un-bundle most of the ticks again.....Others didn't make any changes..... I have 2 price feeds - one un-bundled and one not - the difference is approximately 3.2x as many ticks "un-bundled" for the ES.... that looks like what you may be experiencing in your 2 different time & sales windows...

Hope it helps

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  #8 (permalink)
 bearpondtrader 
Charlotte, NC/USA
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Infinity, AMP, Dorman
Trading: Futures ES, CL, GC
Posts: 34 since Jun 2012
Thanks Given: 78
Thanks Received: 27

My conclusion is to keep the infinity AT platform, but acquire a new data feed. I'll be trying the Sierra data. I've read it's from bar chart and is unfiltered; and others seem to like it. So, I'll also need to lease the SC package, level 5.
fter submitting my screen shots to Infinity they have no response as yet.

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  #9 (permalink)
 yonatan 
Haifa Israel
 
Experience: Beginner
Platform: sierra chart
Broker: Optimus Trading Group/Rithmic
Trading: es
Posts: 91 since Apr 2012
Thanks Given: 50
Thanks Received: 71

I was recently informed about this Sierra Chart + Sierra Chart Real -Time and Historical Feed + CTS execution combo from Optimus Futures.

https://optimusfutures.com/Platforms/SierraChart-CTS.php

I know that the Sierra Chart feed is very high quality and heard very good things about the CTS execution with SC.
Looks like a good deal to me. What do you guys think?

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  #10 (permalink)
 
LukeGeniol's Avatar
 LukeGeniol 
Italy (IT) Italy
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,499 since Apr 2010
Thanks Given: 408
Thanks Received: 985


I used and compared the infinity (Transact) data feed with others Rithmic/CTS with NT and SC platforms, starting many years ago and found that infinity ask/bid tick data it's not reliable.

Take your Pips, go out and Live.
Luke.
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