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whitmark
03-29-2007, 04:19 AM
I am considering porting over to NinjaTrader several indicators that have been developed and in use on another platform in an effort to obtain even greater integration with my prefered order execution platform. I am concerned that if I replace my current data feed (eSignal) with the one supplied by my broker (IB), that the quality and number of ticks within the data will be deminished. My initial tests do support my concern in that much fewer ticks are flowing from my broker to populate the charts in Ninja relative to my eSignal feed on another platform.

My question is, what brokers / feeds should I be persuing if I want fast order exectution for scalping AND quality and complete datafeed for chart generation on par with eSignal? I've heard good things about Zen-Fire and have tested it on the order execution side but not as a data feed for historical and realtime charting. Perhaps someone could share there insight with Zen-Fire or another broker/feed that will meet both of my objectives.

Regards,

Whitmark

NinjaTrader_Ray
03-29-2007, 04:30 AM
IB as you now know, provides snap shot data and you will see discrepancy between that and eSignal espcially if you indicators and strategies require tick by tick data.

Here is the lay of the land:

Patsystems - Throttles data but a lot more ticks than you get with IB
TT - Provides the FCM the option of throttling their data otherwise its unfiltered tick data
Zen-Fire - Provides unfiltered tick data

Zen-Fire does provide a complimentary historical data service which is unfiltered tick data and very fast in terms of data download but it is possible that you can have gaps in data or occasional server down time. I highly suggest having a back up historical feed service to fill in gaps.

NinjaTrader does now support OpenTick which provides a free historical data service.

Ray