Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
I've been using TOS for sometime but wanted to look at volume at the bid/ask so I'm trying Ninjatrader. I have TOS tick charts at 133 ticks with Better Volume and they seem to work well but volume is pretty consistent.
When I load the same 133 tick chart in Ninjatrader it's not even close. To get close I have to use a 40 tick chart and the volume bars are comparable but Ninjatrader has some bars that go much higher. I think the Ninjatrader volume is more accurate but I'm really not sure. The better volume bars also do not line up between the two so I don't know which might be right.
Anyone with any insight regarding this.
I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like.
If I could ask here then, what about the TOS platform for tick charts? Same issue or are they ok?
Thinking I might just have to go with a dedicated data provider. Thanks again for the info.
TOS does provide Tick Data, which I believe they license from ESignal but I'm not sure about the source exactly.
A NinjaTrader tick chart built from Kinetick data will be quite different then a TOS chart built from TOS data, with the NT/Kinetick chart being more accurate.
The TOS chart/data may still be good enough, however, depending on your needs so you have to compare them to make a proper decision.
R.I.P. Roy Goldberg (srgtroy), 1965-2023.
Please visit [url="https://nexusfi.com/off-topic/60226-srgtroy-r-i-p-brotha.html[/url] for more information.
The TOS doesn't look bad but is slow in real time. I've used Zenfire, very nice and TOS looks close to it. Entries on bar close are one to two ticks off from TOS. Sometimes in my favour sometimes not.
My issue is even though I like Zenfire I already have a broker and don't want to set up an account with them just to get data.
I've looked at Kinetick but they don't support the Russel mini which is what I trade.
I've looked at IQ but Russel data is a bundle and costs $90 month.
Still trying to figure out what the best data provider will be without having to set up a brokerage account.
If the ICE exchange fee is all that's stopping you from trying IQFeed, I submit that 1 point profit/month covers it. Feel free to PM or email if you'd like a free trial.
My post was in answer to OP "trying to figure out what the best data provider will be without having to set up a brokerage account", and which offers TF. I'm not sure how your post helps him with his data problem.