[BlowFish]

Originally Posted by FulcrumTrader »

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.

Whilst UB contributed some valuable thoughts and insights some of the stuff he wrote, particularly about data feeds, was complete hyperbole. I pulled him on a couple of occasions but did not press the matter as the good stuff far out weighed the more. I always thought it a shame that some one that clearly was well informed with much to contribute on certain topics could talks such nonsense about others.

I guess you are talking about things like CQG when you talk of higher end feeds? Probably another good option.

From the last few posts it would seem safe to conclude that the problem issue is potentially with any live data feed and infrastructure/capacity limitations. However the original poster suggests that this is not the case and that IQ.Feed matches live and historically. This is odd as Zenfire is fairly highly compressed, it seems to get more ticks in fewer packets so you would expect it to suffer less from data loss. Also your tests would suggest that it matches. Strange.

[FulcrumTrader]

Originally Posted by BlowFish »

Whilst UB contributed some valuable thoughts and insights some of the stuff he wrote, particularly about data feeds, was complete hyperbole. I pulled him on a couple of occasions but did not press the matter as the good stuff far out weighed the more. I always thought it a shame that some one that clearly was well informed with much to contribute on certain topics could talks such nonsense about others.

I guess you are talking about things like CQG when you talk of higher end feeds? Probably another good option.

From the last few posts it would seem safe to conclude that the problem issue is potentially with any live data feed and infrastructure/capacity limitations. However the original poster suggests that this is not the case and that IQ.Feed matches live and historically. This is odd as Zenfire is fairly highly compressed, it seems to get more ticks in fewer packets so you would expect it to suffer less from data loss. Also your tests would suggest that it matches. Strange.

My comments about UB were in relation to the higher end feeds, and their costs, that are available these days.

Just to be clear, the Zenfire/Rithmic feed is NOT always matching my DTN.IQ feed since the CME data granularity increase. Some of this imo will not be resolved until Zenfire/Rithmic add a ticker plant type capability.....even when Zenfire/Rithmic send data to a sophisticated user with more than adequate infrastructure, there is still at times data loss so that is not optimal. Backfill with DTN.IQ feed is a must at this point imo for Zenfire/Rithmic feed users who need clean bid/ask data.

[FulcrumTrader]

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?

CQG has always been known for very robust data feed so their feed should be as good as DTN.IQ feed for bid/ask data work.....also, they provide TFlow volume studies that rely on a proper bid/ask data stream so their feed should be good.

CQG TFlow Charts and Studies

[O66]

Originally Posted by FulcrumTrader »

Just to be clear, the Zenfire/Rithmic feed is NOT always matching my DTN.IQ feed since the CME data granularity increase. Some of this imo will not be resolved until Zenfire/Rithmic add a ticker plant type capability.....even when Zenfire/Rithmic send data to a sophisticated user with more than adequate infrastructure, there is still at times data loss so that is not optimal. Backfill with DTN.IQ feed is a must at this point imo for Zenfire/Rithmic feed users who need clean bid/ask data.

Thanks.
I was afraid for this.
Imo Zenfire isnt usable for trading where bidxask info is needed.
(you dont want to backfill every few minutes)
DTN Iq.feed is for now the solution for feeding my IRT charts.

[O66]

after 4.5 hour live feed with Zenfire, chart looks like this:
image 1


after backfill with DTN:
image2

Cumulative delta on image 1 is about 33000
Image 2 is showing 28000 cumulative delta which is less

but since im plotting delta here more is not always better.
I assume the backfilled image2 is correct
somewhere during the last 4.5 hours i lost 5000 negative cumulative delta with Zenfire feed

I have a dual internet connection (adsl and cable) and am using a dual wan router with fail over.
Of course it is possible that i lost connection for a second but that doesnt explain that other traders at the other end of the world have the same chart (before backfill) in Ninja feeded with zenfire.

My conclusion is that it is not my charting package, its not my connection. It must be the feed.
The backfill option for zenfire as mentioned in multicharts forum is interesting
Hopefully it will be available soon so that we can test and compare.

[FulcrumTrader]

066 -

It does seem the only verified and simplistic route to go at this time for Investor RT or Ninjatrader users, that do bid/ask Delta Volume work, is to use DTN.IQ feed. I can see how having to do DTN.IQ feed "backfill" during the day while using Zenfire/Rithmic or TT Fix Adapter feed would be a pain in the butt.

[mikka]

Hi,

I may not be understanding this issue correctly but will the DTN.IQ feed, real-time feed, not suffer the same issues i.e the problem is the way that continuously changing data is transmitted (UDP). Is it the actual 'backfill' that is resolving the problem.

[FulcrumTrader]

Originally Posted by mikka »

Hi,

I may not be understanding this issue correctly but will the DTN.IQ feed, real-time feed, not suffer the same issues i.e the problem is the way that continuously changing data is transmitted (UDP). Is it the actual 'backfill' that is resolving the problem.

Correct....DTN.IQ puts out feed in a different way than a typical broker feed and uses built in mechanisms to verify the data flow. My DTN.IQ feed always matches a CME daily run of data....I do not ever have problems with DTN.IQ feed for bid/ask work.