[BlowFish]

Originally Posted by AgeKay »

Just use a credit card. If they charge you after you've cancelled then your bank will just refund it. Try that with PayPal...I love credit cards.

Yeah I was fine but they still started court proceedings to try and recover this fictitious 'debt' eek! Maybe I should have filled counter suit and flown to the USA to fight it.

Good point about PayPal..... I use it often (probably too often) as it is so convenient. Worth remembering (and to keep remembering) that CC's afford much more protection.

[FulcrumTrader]

Originally Posted by AgeKay »

You say that CQG is an exceptional feed, but have you been able to verify it also, the way you did with IQFeed?

Tested it twice in the past 6 months and all was good. CQG has a BID/ASK differential TFlow product, so they have to provide clean BID/ASK data to properly feed the TFlow study.

Fortunately I have never had any DTN billing problems as mentioned by others.....billing games are a pain in the butt and the last thing I ever want to waste time dealing with.

[quertrader]

Originally Posted by paolfili »

The main difference between ZenFire(Rithmic)/DTN.iq feed framework is the quantity of data.
Any Platform (NinjaTrader/Inverstor RT/etc) relies on API from the feed provider.
From what I' ve seen the DTN API can offer only BEST_BID/BEST_ASK, and cumulative VOLUME_BID/VOLUME_ASK.
Zenfire API can offer all level bid/ask change.This is a lot of data (more than DTN).
If the Zenfire book information will be reliable you could explore in very depth way the futures DOM (probably some quants are doing this now).
But probably the "price" for the possibility of this huge amount of data is the UDP design of the feed.
Another possibility is to re-organize the design of the feed.
(Any Zenfire guys hearing ...? )

Hello, paolfili! Does that mean, that e.g. NinjaTrader DOM can only show me the best bid and best ask rows of the orderbook? What exactly do you mean by "cumulative volume_bid/volume_ask" - the sum of all (how many) bid/ask rows?
Has anybody experience with DTN@EUREX?
Thanks!

[AgeKay]

Eurex data from DTN lags by about 1 second. Sometimes even more.

[quertrader]

Thanks for your fast answer AgeKay!
Ok, if that's true, I would guess that DTN doesn't have a data center next to Eurex. This would mean that the data has to pass the distance Europe-USA to their data center, gets the timestamp in the USA and then comes all the way back to my trading desk in Europe.

Somebody told me that Zen-Fire has a data center next to Eurex. If that's true, their data should hopefully lag less.

I'm also not sure if the UDP "problem" of loosing data is present when receiving only data of contracts with less volume (e.g. DAX)?!

[AgeKay]

DTN's problem has nothing to do with the location of the data center (and no they don't have a data center in Europe). That would have added at most 200ms. Their data just lags. They don't even know why.

I had no issues with Zen-Fire. It's an excellent feed.

[FulcrumTrader]

First of all, zenfire/rithmic data is unusable for proper bid/ask data needs....so trying to use this feed for CME, ICE, EUREX, NYMEX, or any other markets would in the end be a complete waste of time. Second, I traded the DAX heavily this month as I do many months, and I did not have any problems at all with my DTN.IQ feed (while exceeding my monthly profit goals as I have done all year).

The bottom line......zenfire/rithmic feed was never built in any fashion to be focused as a bid/ask tracking mechanism (that is just what many retail type traders are trying to make it into). The zenfire/rithmic feed was built for order routing and basic price and total volume information.....this of course does NOT include parsed volume information of the bid/ask differential.

DTN.IQ feed was built to be a complete feed (with a proper ticker plant) for many data/charting uses to INCLUDE historical data look back capabilities.......this INCLUDES up to 30 days of very well formated historical BID/ASK data.

[AgeKay]

I should have mentioned that I used it in Europe from three different countries. You might not have any issues trading Eurex from the US, but you'll see a lag in Europe.