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

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 ?

schuster21 

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:

Analysis and comparison on different data Feeds and Platforms for Bid/Ask Studies Hi All, 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. Luke. P.s. Is not a simple work, and take …

Mike