Gain Capital Feed

[mballagan]

Im using both Tradestation and NinjaTrader at present to develop my trading systems. I have noticed discrepancies in the data between the Gain Capital Forex feed and Tradestation so for example the Gain Feed will have gaps in the data for intraday bars such as 15 min which is actually rare for forex. Also there are differences in the prices, does the gain feed quote on the mid or bid price? Tradestation quotes on bid.

Do you have any comments on the above?

I realise that I can feed my Tradestation data into Ninjatrader, can this be done for historical and realtime data or just realtime?

Is there a data provider you would recommend for high quality forex data for NinjaTrader?

[NinjaTrader_Kyle]

Hello mballagan,

Thank you for your post.

1.) To some degree, differences between datafeeds can be expected. For more information on this, please see the following link: http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

That said, if you could provide an image of one of these gaps, I would be happy to try to replicate the chart on my end to see if I see the same using the GAIN feed.

Not sure whether GAIN quotes on the bid or mid price. You would need to contact GAIN for more information.

2.) Realtime data from TradeStaiton can be fed in to NinjaTrader using the steps listed here: http://www.ninjatrader.com/webnew/support_GAIN.htm

Historical data must be manually imported using the steps listed here: http://www.ninjatrader-support.com/HelpGuideV6/TradeStationHistoricalDataDownloader.html

3.) Unfortunately, we are not able to recommend one data provider over another. Perhaps another member of the Support Forum could make some recommendations?