Just came across a thought.

I am configuring my platform to feed data from Interactive Brokers to get equities data and then futures data from Rithmic.

How do platforms handle the fact that IB is feeding futures data as well? Since Rithmic data is considered much cleaner and tick by tick that is obviously the more reliable feed.

If getting futures from two feeds, how does it handle the discrepancy between the unfiltered and aggregated data?

Thanks.

That's going to depend on how the platform is built to manage that. Jigsaw daytradr for instance has a comprehensive help manual that covers all that, but as your profile or post don't say what platform you use....Who knows.

grayfrog 

Just came across a thought. I am configuring my platform to feed data from Interactive Brokers to get equities data and then futures data from Rithmic. How do platforms handle the fact that IB is feeding futures data as well? Since Rithmic data is considered much cleaner and tick by tick that is obviously the more reliable feed. If getting futures from two feeds, how does it handle the discrepancy between the unfiltered and aggregated data? Thanks.

With NinjaTrader 8 you can select your 'Preferred connections - real time & historical'.

Although I have to say that I am unable to use NT with IB stock data (intraday) because of performance and other issues.


NT_Market_Data_Connections