[O66]

I’m using zenfire feed with Investor RT (Linnsoft)
(Zenfire via Mirus futures)
Via Irt I also have backfilling possibility via DTN

My charts are quite often completely different after backfill

See indicator pane (cumulative delta (bidxask)):

http://www.charthub.com/images/2009/12/14/Fulcrum_4

and after DTN backfill:
http://www.charthub.com/images/2009/12/14/Fulcrum_5

I compared my chart with other traders who are using Zenfire with Ninja charts and they have exactly the same chart as my first chart (before backfill)
My conclusion is that it is not Irt or my connection but there is a difference between Zenfire and DTN

Both feeds are known as quality feeds.

Any ideas?

[Tams]

they look the same to me

[O66]

really?

see this:
www.tradersinfo.net/jing/2009-12-18_2106.png

[Head2k]

Interesting. Price data seem to be the same but the indicator differs. How is the indicator calculated? Or is it provided directly by the data providers?
Do you backfill tick-by-tick data? Does backfill contain information about bid and ask on tick-by-tick basis? Maybe the indicator can be calculated properly only on real-time data. I am just guessing, of course.

[O66]

indicator is based on bidxask, but same issue in Ninja with Zenfire

charts in Irt and Ninja feeded with zenfie are equal, when backfilling chart in IRT with DTN feed its changing

the backfilled chart is equal as chart with DTN used for livefeed

[FulcrumTrader]

Originally Posted by O66 »

I’m using zenfire feed with Investor RT (Linnsoft)
(Zenfire via Mirus futures)
Via Irt I also have backfilling possibility via DTN

My charts are quite often completely different after backfill

See indicator pane (cumulative delta (bidxask)):

Images | ChartHub.com

and after DTN backfill:
Images | ChartHub.com

I compared my chart with other traders who are using Zenfire with Ninja charts and they have exactly the same chart as my first chart (before backfill)
My conclusion is that it is not Irt or my connection but there is a difference between Zenfire and DTN

Both feeds are known as quality feeds.

Any ideas?

I have been doing some research on this apparent problem now with Zenfire feed linked to Ninjatrader for bid/ask Delta computations, and I think I have found the problem. I should have the verification of what I suspected was the problem on Monday next week....I will pass on the info as soon as I get the answer (and also what the entities involved will be doing to correct their problem).

Here is a verified Investor RT with DTN.IQ feed data run of the Delta for that time period.......

Images | ChartHub.com

[diablo272]

My understanding is that most data feeds will have slightly different data output due to differences in hardware on both your end and their end.

[BlowFish]

I have always been a bit suspicious (but everyone thinks I am just a kill joy ). From what you say the client implimentation does not seem to be the issue however I am also a little suspicious of how some of the ninja stuff is written. I do believe that it is neccsaary to use onMarketData to get all the market data to make sure that everything is handled syncronously.

Incidentaly Globex alway used to reserve the right to aggregate ticks in fast markets too. I am not sure if that is still the case, the last time I looked on their web site I could not find the bulletin. presumably that would not account for differences between data providers.

Be very interested to hear what you find out FT