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Unfiltered Data

  #21 (permalink)
 
Joules360's Avatar
 Joules360 
Northeast US
 
Experience: Advanced
Platform: Ninjatrader
Trading: ES & 6E
Posts: 35 since Nov 2010
Thanks Given: 29
Thanks Received: 18


Big Mike View Post
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 missing a bunch of them.

If you use exotic bars, like range bars or non-time based bars of any kind, you really should use a better data feed.

Mike

Mike:

I guess I will have to look at the charts side by side on the Ninjatrader/ AMP/CQG feed vs the Ninjatrader/IB feed on the range bars to see how bad they look. I just assumed that IB would at least print a high or low in a range which would print.... giving a similar looking bar...since its based on a range of a low and a high of a 15 tick range in may case.

It would just be convenient and keeping my machine lean and trim if I could package IB and Ninja using Bracket Trader to handle the details of my trade. Otherwise I will have to run AMP/CQG to fill the charts on one computer and IB on another computer to do the trades with Bracket Trader.

That actually may work out better anyway.....

Thanks,
Joules360

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  #22 (permalink)
 Aufidius 
Seattle,WA
 
Experience: Advanced
Platform: NinjaTrader , Multicharts and my own system
Trading: Futures
Posts: 294 since Feb 2015
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Big Mike View Post
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 use AMP Futures to get it.

Mike

Whats up with AMP ?

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  #23 (permalink)
 
MethylSeasons's Avatar
 MethylSeasons 
Toronto, Canada
 
Experience: None
Platform: Ninja
Trading: ES
Posts: 56 since Apr 2014
Thanks Given: 162
Thanks Received: 58


Hoping someone can help me.

I'm a client with IB and using ninja. What is the cheapest way I can get unfiltered data for ES, CL, and forex? I know kinetick is an option but they are fairly expensive for me right now considering im a new trader and am not working with much capital.

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  #24 (permalink)
 Obelixtrader 
Slovakia
 
Experience: Intermediate
Platform: Ninjatrader 8
Broker: Interactive Brokers,Tastytrade,Birdwingo
Trading: K200M,KOSDQ150,US stock option
Posts: 220 since Aug 2009
Thanks Given: 116
Thanks Received: 109


MethylSeasons View Post
Hoping someone can help me.

I'm a client with IB and using ninja. What is the cheapest way I can get unfiltered data for ES, CL, and forex? I know kinetick is an option but they are fairly expensive for me right now considering im a new trader and am not working with much capital.

Create a Ninjatrader demo for futures and for FX and you have data for free and when the demo expire renew it.

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  #25 (permalink)
 
MethylSeasons's Avatar
 MethylSeasons 
Toronto, Canada
 
Experience: None
Platform: Ninja
Trading: ES
Posts: 56 since Apr 2014
Thanks Given: 162
Thanks Received: 58


Obelixtrader View Post
Create a Ninjatrader demo for futures and for FX and you have data for free and when the demo expire renew it.

I need to trade through NT. I use a live account through IB.

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  #26 (permalink)
 Obelixtrader 
Slovakia
 
Experience: Intermediate
Platform: Ninjatrader 8
Broker: Interactive Brokers,Tastytrade,Birdwingo
Trading: K200M,KOSDQ150,US stock option
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MethylSeasons View Post
I need to trade through NT. I use a live account through IB.

If you have multibroker licence first connect to ninjatrader demo and then connect to IB live account

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  #27 (permalink)
 
MethylSeasons's Avatar
 MethylSeasons 
Toronto, Canada
 
Experience: None
Platform: Ninja
Trading: ES
Posts: 56 since Apr 2014
Thanks Given: 162
Thanks Received: 58


Obelixtrader View Post
If you have multibroker licence first connect to ninjatrader demo and then connect to IB live account

NT demo gives unfiltered tick data? Better than IB?

I'd really like to just get a data feed and do this right. Is there nothing else cheaper than kinetick that IB can use?

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  #28 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
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Swing Trader
 
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MethylSeasons View Post
NT demo gives unfiltered tick data? Better than IB?

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

Mike



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  #29 (permalink)
 
MethylSeasons's Avatar
 MethylSeasons 
Toronto, Canada
 
Experience: None
Platform: Ninja
Trading: ES
Posts: 56 since Apr 2014
Thanks Given: 162
Thanks Received: 58


Big Mike View Post
Have you read post #3 of this very thread? Check it out.

Mike

Thanks homie

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  #30 (permalink)
 
MethylSeasons's Avatar
 MethylSeasons 
Toronto, Canada
 
Experience: None
Platform: Ninja
Trading: ES
Posts: 56 since Apr 2014
Thanks Given: 162
Thanks Received: 58



Big Mike View Post
Have you read post #3 of this very thread? Check it out.

Mike

So it appears that using either Rithmic or Zenfire with IB would be the best and cheapest option... Would you agree?

Now I just need to see if I can use either or those with IB.

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