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Webinar: Sierra Chart Advanced Sep 15 2011
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Webinar: Sierra Chart Advanced Sep 15 2011

  #11 (permalink)
 Vendor: www.sierrachart.com 
New Zealand
 
Futures Experience: Master
Platform: Sierra Chart
Broker/Data: Numerous
Favorite Futures: NONE
 
SierraChart's Avatar
 
Posts: 111 since Feb 2011
Thanks: 4 given, 223 received

We will make a posting here when we get the Cumulative Delta Bars study based on Ticks rather than volume completed.

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The following 4 users say Thank You to SierraChart for this post:
 
  #12 (permalink)
Elite Member
Bielefeld, Germany
 
Futures Experience: Advanced
Platform: ninja Trader 7 Zen Fire
Broker/Data: Zen-Fire
Favorite Futures: CL, GC, TF, 6E, 6B
 
schuster21's Avatar
 
Posts: 68 since Jan 2010
Thanks: 278 given, 203 received

Sierra Chart Bid/Ask-Datafeed

Hi fulcrumTrader,

regarding your Posts from yesterday link 4 and link 8, i canīt believe what you say
but iīm not sure.
Are you agree with me, that bid/ask data be calculated/based on Times&Sales-data and
the CumDelta was the Result from matching these bid/ask-data like
(sell-order-volume at bid minus buy-order-volume at ask) right ?
If that true, that means, Ninjatrader/Zen Fire Datafeed (new Serverīs) if i watch the
T&S Window, that these Dataīs are not working acurrate useable for bid/ask-data
because of your 8-year-old experience for CumDelta-Tracking only useable DTN IQ-feed?

Having said that in sum the very fast new ZenFire datafeed 64bit is OK for PriceAktion
printing on Chartsbut for bid/ask-data for trading with any CumDelta Indicators
it was not useable !


So, what i can do now ? use DTN IQ-feed for CumDelta tracking and for my PriceCharts ZenFire
is good enough ?



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  #13 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,227 received



schuster21 View Post
Hi fulcrumTrader,

[FONT=Verdana][SIZE=2][SIZE=1]regarding your Posts from yesterday link 4 and link 8

Like I said in post #7, don't use this thread for that... Use this existing thread instead:

https://futures.io/elite-circle/3873-analysis-comparison-different-data-feeds-platforms-bid-ask-studies.html

Mike

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