[BlowFish]

Originally Posted by FulcrumTrader »

Yes.....I have mentioned before that I have verified DTN.IQ feed.....it is the ONLY regular feed that I use and have been able to verify.

I do think that CQG probably has exceptional feed too....Esignal does not have clean bid/ask data last I checked and I am not sure why. Tradestations feed is a mess so I will not even go into that one.....LOL!

Anyone trying to use OEC or Transact feed will definitely have to "backfill" imo with DTN.IQ to make sure they have clean bid/ask data runs each day. If you use Investor RT or Marketdelta with DTN.IQ feed you are set up perfect for bid/ask data work.

I was wondering how you can verify it is complete and synchronised? Against what? You would need co-located ticker plant and even then data loss could be encountered at the exchange (do CME guarentee too provide every bid ask change synchronously with each trade)? Just being my usual sceptical/devils advocate self and hopefully encouraging people to think for themselves. (Which O66 the OP is clearly doing!)

Tradestation also has some weaknesses in the client (even if the data was up to snuff), I wouldn't go there personally. Also just to add a comment on Multicharts too. There are some issues in the client that have been discussed recently on the TSSupport forum. Possibly fixed in version 6 beta 1 possibly not. A while back I posted some code for doing delta type calculations and various types of block size filtering. A couple of people commented that they where getting inconsistent results on different charts running in the same workspace...... well it turns out that MC can miss ticks as well as not handling bid ask changes synchronously.

Anyway sadly it seems that currently we don't have too many options for this type of work though NeoTicker should easily be up to the task as well as IRT/MD at least giving some choice.

[BlowFish]

Just remembered....I heard a rumour that zenfire was going to be offering a days history (on the multicharts forums) this would suggest they are introducing some sort of ticker plant.

Sounds like its kind of new TS SUPPORT :: View topic - FYI: Rithmic (Zen-fire) provides historical data ...

[FulcrumTrader]

Originally Posted by BlowFish »

I was wondering how you can verify it is complete and synchronised? Against what? You would need co-located ticker plant and even then data loss could be encountered at the exchange (do CME guarentee too provide every bid ask change synchronously with each trade)? Just being my usual sceptical/devils advocate self and hopefully encouraging people to think for themselves. (Which O66 the OP is clearly doing!)

Yes I have mentioned this before I do have access to CME data runs and that is what I use to verify......DTN.IQ feed is as solid as you can get.

[FulcrumTrader]

Originally Posted by BlowFish »

Just remembered....I heard a rumour that zenfire was going to be offering a days history (on the multicharts forums) this would suggest they are introducing some sort of ticker plant.

Sounds like its kind of new TS SUPPORT :: View topic - FYI: Rithmic (Zen-fire) provides historical data ...

10 days minimum would sure be nice!

[BlowFish]

Originally Posted by FulcrumTrader »

Yes I have mentioned this before I do have access to CME data runs and that is what I use to verify......DTN.IQ feed is as solid as you can get.

That's interesting, I guess by your turn of phrase (data runs) these are histories rather than real time? I wonder what exactly do you mean by 'CME data runs'.... if you don't mind me being nosey that is. Are full order book changes available or just best bid best ask? Are order book changes/best bid best ask changes time stamped or do you need to rely on sequencing (the order of changes)?

Or maybe I have it wrong and you have a leased line connection to the CME and are using a comparison to data you are collecting in in real time directly from Globex?

Edit: Incidentally FT, as your testing on Zenfire, IQ.Feed and CME data runs have shown no discrepancies I wonder if the issues is actually at O66's end after all. Quite understandable that the protocol to deliver real time quotes might drop data between zen servers and the client? I understand its fairly well compressed so loosing a packet might actually loose a chunk of data. I would guess it uses UDP rather than TCP.

[FulcrumTrader]

Originally Posted by BlowFish »

That's interesting, I guess by your turn of phrase (data runs) these are histories rather than real time? I wonder what exactly do you mean by 'CME data runs'.... if you don't mind me being nosey that is. Are full order book changes available or just best bid best ask? Are order book changes/best bid best ask changes time stamped or do you need to rely on sequencing (the order of changes)?

Or maybe I have it wrong and you have a leased line connection to the CME and are using a comparison to data you are collecting in in real time directly from Globex?

Edit: Incidentally FT, as your testing on Zenfire, IQ.Feed and CME data runs have shown no discrepancies I wonder if the issues is actually at O66's end after all. Quite understandable that the protocol to deliver real time quotes might drop data between zen servers and the client? I understand its fairly well compressed so loosing a packet might actually loose a chunk of data. I would guess it uses UDP rather than TCP.

A trader can get very granular CME data through brokers/FCM (off their servers) or by paying for higher end feeds.....I will leave it at that. I think Urma Blume has added some good examples of this data feed capability in the past and some of the high monthly costs involved.

You are correct that data leaving Zenfire/Rithmic CAN drop data as it is delivered to the end user (so the end users PC capabilities CAN be the cause of SOME data drops). Also, Ninjatrader is not robust enough to catch all data and that CAN also be some of the data drops as the market has periods of high trade rate. So this leaves the need to use a data feed from a regular data provider like DTN.IQ to make sure you get clean bid/ask data for Delta volume work.

[MoreYummy]

What is DTN.IQ? Data fee only? Which chart software can use their data?

And how is CQG compare to zenfire and DTN.IQ's data completeness/accuracy during real time?

[diablo272]

Originally Posted by MoreYummy »

What is DTN.IQ? Data fee only? Which chart software can use their data?

And how is CQG compare to zenfire and DTN.IQ's data completeness/accuracy during real time?

Yes, DTN is a widely used and reasonably priced data feed. It is used by several platforms--most of the popular ones support it. I can't answer your other questions though.