FDAX data problem

[toulouse-lautrec]

i am not sure if this is specific to version 7 or not ....
have experienced something similar to a "bad tick" now for two days in a row... see attached chart
Data provider is Mirus/Zenfire, please advise.

[NinjaTrader_Dierk]

We will contact Zenfire (from where the data is coming from) to get a better understanding on what's going on.

[toulouse-lautrec]

same problem this morning, maybe this here is related ? http://www.ninjatrader-support2.com/vb/showthread.php?t=27137

[NinjaTrader_Dierk]

ZenFire is looking into that issue. We'll let you know as it's resolved. Thanks

[sparklingtrades]

I had the same issue yesterday with FDAX and today with GC.
I use Zaner/zenfire

[NinjaTrader_Dierk]

Which GC expiry?

[sparklingtrades]

Sorry the mistake, they are:

FGBL 06-10
FESX 06-10
FDAX 06-10

Maybe it is related to Eurex

[NinjaTrader_Dierk]

To clarify: are you saying there is no issue on the GC, but on the EUREX instruments below? If so, then yes, it's a EUREX issue which the ZenFire guys are working on.

[sparklingtrades]

Yes, there is no issue on GC, it was my mistake because they are close in the mkt analyzer.
Sorry about that, it is only Eurex instruments

[NinjaTrader_Dierk]

Thanks for clarification.

[markuse]

I had the same bad tick data regarding FGBL and FESX with a TT connection, but only with NT 7 not with NT 6.5. Is there a bug with the latest beta of NT 7?

Thanks,
Markus

[NinjaTrader_Dierk]

Please see below: this is an issue with ZenFire/EUREX and not NT. The ZenFire guys are looking into. I confirmed the issue on NT6.5 data as well.

[markuse]

Dierk as I wrot I do not use Zen Fire but Trading Technologies and I have the issue only with NT 7 and not 6.5.

[NinjaTrader_Dierk]

Sorry, I don't know what else to tell you other than:
- the issue definitely is on NT6.5/6 as well. Not sure why you don't have it.
- ZenFire is working on it

Unfortunately I don't have any further at this time.

[markuse]

Sorry, Dierk, maybe it is a Zenfire issue, but I use a TT connection. Could you please create a new chart (5 days back) for the FGBL with a TT connection first with NT 6.5 and then with NT 7 and see if you also get the bad tick data? I get it only with NT 7.

Thanks,
Markus

[NinjaTrader_Dierk]

Let me try to explain: if you are referring to the historical data you got from NT servers (and only then it would make sense to discuss this subject), then this data is collected from ZenFire feed no matter if you're connected to TT or ZenFire.

[markuse]

I tried it again with NT7 beta 12. Same issue with Eurex futures, but no issue with NT 6.5. I am surprised that all historical data will be provided by Zenfire. If I have a TT connection I should get the TT historical tick data as far as I have understood the help guide.
Dierk, try FDAX with NT 6.5 and you get no bad fills like with NT7.

[NinjaTrader_Jason]

Hello markuse,

Trading Technologies does not support historical data by itself. TT users will retrieve historical data from the historical data server that is used for Zen-Fire as well.

Zen-Fire is still looking into the issue. Once there is news, we will update you on this forum thread.

[markuse]

Well, than this has been changed with NT7. In the help guide NT 6.5 it says "NinjaTrader, LLC is not a market data provider. Historical data is provided by our connectivity providers that offer historical data as part of their service."
And TT provides historical tick data as it is listed in the help guide.

[NinjaTrader_Jason]

It applies to most supported data feeds. Zen-Fire and TT do not support historical data at all by themselves.

As a courtesy we allow these customers to use the historical data server.
The tick data refers to the tick data on the historical data server.

[markuse]

O.k. but I do not experience the issue with NT6.5. Why's that?

[NinjaTrader_Jason]

Unfortunately I am not sure.

[markuse]

Jason, if NT6.5 and NT7 use the same historical data provider they should both experience the bad tick data. Otherwise I would presume it is an issue with NT7, a bug which should be fixed.

[NinjaTrader_Jason]

Unfortunately I am not sure why you do not experience it in 6.5. This is not an issue with NinjaTrader as mentioned earlier.

Zen-Fire is looking into the issue. Once there is news regarding the matter, we will update you in this forum thread. Thank you for understanding.

[NinjaTrader_Jason]

We have applied a filter on the NT 7 data server as per the request of Zen-Fire to workaround the issue.

Unfortunately the NT 6.5 data server is untouched for now. However, some licenses in combination with NT 6.5 will not experience the issue either.