I have been testing various versions of NT7 for a while now (trading through both ZenFire and TT) and although there are the usual bugs you would expect in such an ambitious beta release, I want to say that I have found many of the new features extremely useful. The NT team doesn't get enough positive feedback from the community sometimes as users have very high expectations so I just want to say thank you for your efforts and keep up the good work guys! The inclusion of the market depth downloads for market replay and the session templates have proved very very helpful.
With regards to the historical market depth data available for download, what is the source of this data? Is the data collected off feeds like TT or ZenFire or does it come directly from the exchange). I am trying to understand the level of tick filtering (BBO and depth) happening in each of my feeds (TT and ZenFire) versus the historical data available through the replay download function.
With regards to the historical market depth data available for download, what is the source of this data? Is the data collected off feeds like TT or ZenFire or does it come directly from the exchange). I am trying to understand the level of tick filtering (BBO and depth) happening in each of my feeds (TT and ZenFire) versus the historical data available through the replay download function.
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