Can you suggest a solution for the following CLOSED thread

[paolfili]

Ninjatrader_Ray replay and close this thread;

http://www.ninjatrader.com/support/f...d.php?p=198462.
Maximum frequency of updates to OnMarketData/Depth

*)Can someone explain how to avoid this snapshot (that probably false any CumulativeDelta Analysis) using Zenfire feed?
*)Is Kinetick suffering of the SAME issue?

Thanks

****
Thanks for the clarification. I would restate it differently:

- There is no general issue for NinjaTrader Zen-Fire users
- Based on your research, the default Zen-Fire configuration provide snap shot bid/ask data
- This may be an issue for some users who require all bid/ask data updates (as you pointed out)
- Zen-Fire provides us with the default connection configuration (this is NOT a NinjaTrader decision)
- NinjaTrader is happy to change this at the request of Zen-Fire
**

[GoldStandard]

If I am not mistaken, Zen-fire is primarily geared towards fast and reliable order entry, not for storing perfect data for detailed bid/ask analysis. Of course zen-fire and other broker feeds will drop data or snapshot it if that is what it takes to get orders placed as quickly as possible, and I don't think traders placing orders with zen-fire would want it any other way.

For completely accurate bid/ask data analysis , one should use a feed like dtn iqfeed. Perhaps Kinetick, which is based on iqfeed, or esignal might also work.

It seems that this is a matter of using the right tool (feed) for the job.

[paolfili]

Ok.
Let' s say clearly that Zenfire can' t provide un-snapshotted bid/ask data and
any Cumulative Delta users can know CLEARLY that is unusable fo any analysis.
From the linked thread I undestand that from the Zenfire API you can get the 'correct' data.
From Ninja, you must setup some parmeters.
If from Zenfire someone states CLEARLY that IS NOT POSSIBLE a correct 'bid/ask' ,not snapshotted data from Ninja, I' ll drop the issue.
But from Ninjatrader_Ray reply seems that it' s a TUNING issue to forward to Zenfire.
Tomorrow I' ll forward the request to Zenfire.

[dave1992]

Originally Posted by GoldStandard

For completely accurate bid/ask data analysis , one should use a feed like dtn iqfeed. Perhaps Kinetick, which is based on iqfeed, or esignal might also work.

It seems that this is a matter of using the right tool (feed) for the job.

That doesn't help at all. Zen Fire is the feed for my live quotes, and any trading I do based on Bid/Ask analysis needs to come from the same feed as my live quotes.

I fully support asking ZF to sort this out.