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Old 12-28-2009, 12:00 AM   #33

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Re: Zenfire and DTN Feed Different?

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Originally Posted by FulcrumTrader
Quote:
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.
Fulcrumtrader, which feed do you use for realtime data?


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Old 12-28-2009, 12:48 AM   #34

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Re: Zenfire and DTN Feed Different?

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Originally Posted by FulcrumTrader »
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.
As you can see.....DTN.IQ feed.
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Old 12-28-2009, 03:31 AM   #35

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Re: Zenfire and DTN Feed Different?

So after a realtime bid/ask fill during intraday using DTN.iq, you would get an exact chart as using CME's chart at the end of day?
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Old 12-28-2009, 01:45 PM   #36

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Re: Zenfire and DTN Feed Different?

If I check my DTN.IQ bid/ask run at the end of day it will match an uncoalesced CME run from a more direct source (I will leave it at that).
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Old 12-30-2009, 04:11 AM   #37

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Re: Zenfire and DTN Feed Different?

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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.
Hi Fulcrum if you have access to CME data could you find out which one is correct/wrong
It have different bid/ask inside bid flag between the two and different total volume.
Left side is Esignal, right side is Zen-Fire both using Ninja trader T&S



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Old 12-30-2009, 07:34 AM   #38

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Re: Zenfire and DTN Feed Different?

Tony,

Sending you a PM....I will just say that it is very odd to me that these data feeds can't get there data output straight. I know DTN.IQ feed spent a bunch of money upgrading their data infrastructure this year, so maybe that is why they are getting it right and others like Esignal have some errors.
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Old 12-30-2009, 07:59 AM   #39

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Re: Zenfire and DTN Feed Different?

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Originally Posted by FulcrumTrader »
If I check my DTN.IQ bid/ask run at the end of day it will match an uncoalesced CME run from a more direct source (I will leave it at that).
Just out of interest why are you so reticent to mention the data source? The sceptic in me immediately thinks that it may not stand up to scrutiny . In any case It makes it impossible for anyone to judge the veracity of your claims. I can't help wondering whether the data you used and/or your testing methodology might be flawed (I am not saying it is). For example I have observed inconsistencies with Zen/Gom both pre and post CME changes. From a pretty recent post of yours in the OFA thread you where advising pretty much the same thing about Ninja/Zen as you have with DTN.IQ. "NinjaTrader w/Zenfire is good for CD work"

Anyway forgive me for banging on about this but I have often seen damn smart traders show a bit less rigour when it comes to the technical side of things.
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Old 12-30-2009, 12:56 PM   #40

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Re: Zenfire and DTN Feed Different?

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Originally Posted by BlowFish »
Just out of interest why are you so reticent to mention the data source? The sceptic in me immediately thinks that it may not stand up to scrutiny . In any case It makes it impossible for anyone to judge the veracity of your claims. I can't help wondering whether the data you used and/or your testing methodology might be flawed (I am not saying it is). For example I have observed inconsistencies with Zen/Gom both pre and post CME changes. From a pretty recent post of yours in the OFA thread you where advising pretty much the same thing about Ninja/Zen as you have with DTN.IQ. "NinjaTrader w/Zenfire is good for CD work"

Anyway forgive me for banging on about this but I have often seen damn smart traders show a bit less rigour when it comes to the technical side of things.
Real simple.....DTN.IQ is matching CME data runs and I have NOW FOUND Zenfire/Rithmic feed runs that are NOT matching and that is a problem. I have ALSO since had verified what is causing the Rithmic/Zenfire feed data drops since I was myself using Zenfire feed with my NT charting (for back up and remote trading work). Now I also can't use NT/Zenfire for any CD work which is disappointing to me (hopeful that will get resolved soon with feed enhancements through Zenfire and platform enhancements with NT7...we will see). New FACTS have shown me for the time being I can no longer use NT/Zenfire for any CD work....I will be very happy if this set up can be used again in the future.

In the end, do your own due diligence and go through what it takes to verify a feed and find one that you trust. I am not expecting anyone to rely on my info....just putting out the info to make sure everyone is aware of potential problems with the various feeds for those who need CLEAN bid/ask data.
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