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I have Sierra Chart (Free from Infinity Futures) running with their supplied data feed. I also have Ninja running with Rithmic data feed. I have begun to compare the footprint charts and I am surprised
at the large differences it the data.
See my attached side by side visual.
Infinity will not tell me who their data provider is because they must have a re-distrbution agreement. Based on the good reports on Rithmic I'm thinking I need to dump the Infinity data feed. Does anyone know who the data provider is for Infinity? Anyone else made this above comparison? Ive searched the threads but haven't found anything.
One comment on another thread says the new data from Sierra Charts is provided by Barchart, but Mike's comments from 2915 don't include a barchart data evaluation.
Thanks.
I'm not a NT user nor Infinity customer but I do know that with SC, the session start time can make a big difference in comparing charts. Have you compared/set this to be the same on both NT and the SC chart?
No, but I just set up the time and sales side by side in the same fashion in order to compare, because the ticks should be time stamped identically. I filtered it to just show ticks >2.
Here is what I sent to my broker:
I have an
analysis, albeit simple, that shows how the infinity data feed is dropping data.
Attached are two pictures, one of my footprint chart in Sierra chart along with one in Ninja using Kinetic, and other the time and sales.
I was trying to figure out why my delta was so off on the footprint chart. In only 2 minutes and 23 seconds the delta was off over 100 volume of contracts,
And I only looked at ticks with volume over 2 contracts, so if lots of single contracts are also being dropped, who knows.
After the CME tick data feed changes last year (CME MDP 3.0 Market Data) - where they reverted to their old model from a few years ago of bundling ticks together....some data feed providers (CQG, IQFeed, etc) immediately added a layer of code to un-bundle most of the ticks again.....Others didn't make any changes..... I have 2 price feeds - one un-bundled and one not - the difference is approximately 3.2x as many ticks "un-bundled" for the ES.... that looks like what you may be experiencing in your 2 different time & sales windows...
My conclusion is to keep the infinity AT platform, but acquire a new data feed. I'll be trying the Sierra data. I've read it's from bar chart and is unfiltered; and others seem to like it. So, I'll also need to lease the SC package, level 5.
fter submitting my screen shots to Infinity they have no response as yet.
I know that the Sierra Chart feed is very high quality and heard very good things about the CTS execution with SC.
Looks like a good deal to me. What do you guys think?
I used and compared the infinity (Transact) data feed with others Rithmic/CTS with NT and SC platforms, starting many years ago and found that infinity ask/bid tick data it's not reliable.