NexusFi: Find Your Edge


Home Menu

 





DOM Replay Data Feed


Discussion in Treasury Notes and Bonds

Updated
      Top Posters
    1. looks_one icbto09 with 4 posts (3 thanks)
    2. looks_two peterb123 with 1 posts (1 thanks)
    3. looks_3 almoslim4 with 1 posts (1 thanks)
    4. looks_4 DarthDion with 1 posts (2 thanks)
      Best Posters
    1. looks_one DarthDion with 2 thanks per post
    2. looks_two peterb123 with 1 thanks per post
    3. looks_3 almoslim4 with 1 thanks per post
    4. looks_4 icbto09 with 0.8 thanks per post
    1. trending_up 1,670 views
    2. thumb_up 7 thanks given
    3. group 5 followers
    1. forum 5 posts
    2. attach_file 0 attachments




 
Search this Thread

DOM Replay Data Feed

  #1 (permalink)
icbto09
San Bernardino, CA
 
Posts: 6 since Dec 2022
Thanks Given: 8
Thanks Received: 4

Hello all!

I was wondering if anyone knew of data feed purely utilized for market replay functionality. More specifically, the connection must have level II data as I’d mainly be using it to practice my DOM trading outside of open market times.

I use the OptimusFLOW/ Quantower platform so the connection feed would be something similar to how a Rithmic or CQG connection is established kinda like how ninja trader has it’s own playback connection. I really like the DOM from this platform and would much prefer to practice on the platform I’d be using to actual trading.

If this isn’t something possible or available, could any DOM traders out there point me to a viable alternative to learning and practicing the DOM? Thanks so much everyone!

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
Deepmoney LLM
Elite Quantitative GenAI/LLM
Are there any eval firms that allow you to sink to your …
Traders Hideout
Build trailing stop for micro index(s)
Psychology and Money Management
 
  #2 (permalink)
DarthDion
Manchester UK
 
Posts: 6 since Mar 2018
Thanks Given: 1
Thanks Received: 14

Tradovate (broker) has a market replay feed that costs $50 per month.. but it's free if you have one of their subscriptions for lower commission trading. Not sure it is compatible with Quantower as they are not listed on the quantower broker list.

Tradovate have their own bespoke trading DOM.. or u can plug the market replay feed into a third party option like Jigsaw Daytradr or Sierra Chart (there are others too, you can look it up yourself). I use market replay via Daytradr. Level 2 data available. Hope that helps.

Reply With Quote
Thanked by:
  #3 (permalink)
icbto09
San Bernardino, CA
 
Posts: 6 since Dec 2022
Thanks Given: 8
Thanks Received: 4


Thanks so much for the response. I really like Quantower’s DOM over jigsaw’s (aesthetically). I used to have a tradovate account and kinda drifted away from it in favor of Quantower. I’ll contact both tradovate and Quantower to see if the feed is compatible. Thanks again.

Reply With Quote
  #4 (permalink)
icbto09
San Bernardino, CA
 
Posts: 6 since Dec 2022
Thanks Given: 8
Thanks Received: 4

Does anyone know if I need a live account with tradovate to connect it to jigsaw for market replay? I’ve decided to bite the bullet and continue my journey with daytradr.

I signed up for the free trial with tradovate again and was trying to connect from jigsaw but the authentication keeps failing saying the “app is not registered”. I am, however, able to use market replay on the free trial. Any help would be greatly appreciated!

Side question: I tried the ninjatrader plugin for market replay and it seemed very choppy to me on jigsaw. Does anyone else have that same experience and happen to know how to rectify it? Thanks!

Reply With Quote
  #5 (permalink)
 peterb123 
Munich, Germany
 
Experience: Advanced
Platform: Jigsaw daytradr
Broker: IBKR, Tradovate
Trading: FGBX
Posts: 16 since Mar 2016
Thanks Given: 10
Thanks Received: 10


icbto09 View Post
Does anyone know if I need a live account with tradovate to connect it to jigsaw for market replay? I’ve decided to bite the bullet and continue my journey with daytradr.

I signed up for the free trial with tradovate again and was trying to connect from jigsaw but the authentication keeps failing saying the “app is not registered”. I am, however, able to use market replay on the free trial. Any help would be greatly appreciated!

Side question: I tried the ninjatrader plugin for market replay and it seemed very choppy to me on jigsaw. Does anyone else have that same experience and happen to know how to rectify it? Thanks!

As far as I understand it, you have to open a live account with Tradovate to subscribe to Replay. But you don't need to fund it. All fees are charged to your credit card.

Re: Ninja, the problem is that Ninja only updates the visible data once per second (they claim that internally, it is continuous). So for replay with Jigsaw, it is unusable.
But Tradovate works perfect here.

Reply With Quote
Thanked by:
  #6 (permalink)
icbto09
San Bernardino, CA
 
Posts: 6 since Dec 2022
Thanks Given: 8
Thanks Received: 4


peterb123 View Post
As far as I understand it, you have to open a live account with Tradovate to subscribe to Replay. But you don't need to fund it. All fees are charged to your credit card.



Re: Ninja, the problem is that Ninja only updates the visible data once per second (they claim that internally, it is continuous). So for replay with Jigsaw, it is unusable.

But Tradovate works perfect here.



So I was able to get up and running with jigsaw and Tradovate market replay, but now I’m seeing an issue with the data feed of the replay. It seems like the depth data and current trades data get out of wack frequently. I was reading this is a problem with the CQG data feed and it’s sometimes frustrating trying to practice precise entries when they’re out of sync.

Has that at all been your experience? I’m typically executing on the treasuries: ZB or UB and UB seems particularly sensitive to this happening.

Reply With Quote




Last Updated on January 8, 2023


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts