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Now that they changed the connection to the rigth server Zen-Fire data is good, and I guess the last weeks of replay data should be the same.
Don't think I got what @amethyste said.
I understand where you are coming from now. I jumped to the conclusion that the ZenFire feed was not suitable, when it is only the replay data from the OLD server that has limited usability for your offline testing. The live feed itself is fine.
FYI, I do not split the bid and ask volume so it is not an issue in my trading. I already have enough of those!
I agree with rjay... I did some testing... and I was really excited about rithmic.. but you have to understand that its not rithmic or your broker supplying the replay data, its ninja...
So your still better off with a quality feed like dtn or even kinetick...
A few comments. If all you want is bid/ask/trades - level 1 will do fine for you. The reason level 1 has more records is that it includes trades.
The replay files are seperate for levels 1 + 2. On replay they are synced to the nearest second, so doing analysis of them both will get messy. I believe it's on the Ninja wish list to sync intra second.
Lastly, the Zen Fire data is very good on the whole, but I have observed DTN IQFeed to be better. Here's a recent example below for 6E 12-10. These are trades as they came in live (and a record of whether they were at the bid or ask) The missing ticks are also missing from the replay file on Ninja's servers, which proves my internet connection didn't miss them. (Of course, maybe they're extra trades in IQFeed - if someone wants to check....)