Originally Posted by tucciotrader »

Ok, thank you! The thing is, why do those at Zenfire claim quite the otherwise?

There were / have been / are / will be service providers claiming to deliver unfiltered ticks, like OEC, Zen-fire, Transact, Infinity. You can run a simple test by comparing number ticks reported by these providers with number of ticks reported by IQ.

Why they claim otherwise (lie)? For your protection and your best interest of course

[tucciotrader]

So I went on the ZenFire website to sign up for a demo with NinjaTrader. I was given a license key to run the software as a trial and a user-pass to connect to ZenFire I guess...do you think I can use that user-pass to connect Multicharts to Zenfire in trial mode??

thanks

Just try, and you will know if it works.

[tucciotrader]

yeah, I am waiting for the eurostoxx future to open...

[tucciotrader]

It's working great!!!!! I can get real time: FESX0910, FDAX0910, 6EU0 and ESU0 !!! the only thing is I don't get history data...and my indicators don't get plotted because they need some history....

[tucciotrader]

I think a good way to make it work would be to merge an ascii file with past 10 trading days tick-by-tick to realtime which is something Multicharts deal with great:

Data Merging

Now, the thing is, where can I find last 10 trading days tick-by-tcik for a given symbol?? (ES, YM)

thanks

[moscu]

I been looking to use MC because it capability to open a large amount of charts and using multiple CPUs. I have run the test of MC vs TS side by side and they charts seems to be pretty close. So I started to look for data feeds and I need Forex plus some futures. So of course I looked at IQFeed. I used their calculator to see how much it could cost. To my surprise it rung to $190.00 vs $138.00 for TS. That is more than if I keep tradestation as a data provider. Here is the comparison:
IQFeed

One-time Initiation Fee: $0.00

Monthly Basic Fee: $80.00
Monthly Exchange Fees: $45.00
Monthly Premium Fees: $65.00
MONTHLY RECURRING FEES: $190.00

CME E-mini [$30.00/month]
CBOT E-mini [$15.00/month]
ICE Indexes (Inc. Russell Minis) [$0.00/month]
500 Additional Simultaneous Symbol Limit [$40.00/m]
Basic Forex Data (Barclays and FXCM) [$25.00/m]

TOTAL FIRST MONTH FEES OWED: $190.00

Tradestation
FOREX $0.00
Platform $100.00
NasD/NYSE/AMES $3.00
CBOT Data Package #1 Mini-Sized Package and Mini-Sized Market Depth
$10.00
CME Data Package #1 E-mini Equity Package and E-mini Market Depth
$25.00
ICE U.S. Data Package E-miNY Only #1
$0.00

Total $138.00

I added the 500 symbols to make a fair comparison since TS allows an unlimited number. Also since I use tick charts I like that TS can give you 6 months of data. I am not sure quality wise the two data feeds compare, but I think they will come pretty close.

The next alternative would be Zen-Fire but Forex is "to be announced" plus they don't post prices. Zen-Fire does not have history going to long.

From this I guess one can keep TS which gives you another platform. It is nice to be able to compare MC and TS to make sure your charts are plotting correctly. TS can be use in multiple computers for backtesting. The problem with TS is when a disconnect or at startup it takes for ever to lauch the desktops/workspaces. MC has a lighting speed to open charts plus it uses multiple CPUs.

Moscu

[tucciotrader]

Well, I am going to be an heavy scalper sooner. I just need intraday tick-by-tick data, that's it! Also, Ninjatrader keeps up lovely with ZenFire while Multicharts does not backfill, but otherwise is fine. I am going to deal with futures as Eurostoxx50(FESX) and E-mini S&P500(ES) mostly. MirusFutures as a brokerage provides me with really good fees for intraday trading! Also, by opening a live account with MirusFutures(IB) thru the Rosenthal Collins Group(FCM) my money is held in BofA in London (I'm in Italy). The thing is, I have plenty of trading systems in Multicharts (dealing with intraday ticks) I may not want to move to NinjaTrader. I am running into many people claiming ZenFire does filter ticks...I still have no proof of that!

Best Regards,