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Maximum frequency of updates to OnMarketData/Depth

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    #16
    Originally posted by taotree View Post
    To clarify, there is an issue for NinjaTrader users who use Zen-Fire data feed. The default install and config does not provide all level 1 updates. If a user does not want to be limited to 4/second limit on level 1 updates, it sounds like they'll need to contact Zen-fire to find out how to do so.

    In other words, there may not be any bug or limit in NinjaTrader itself, but especially considering the number of users that are using this combination, there is an "issue" in that most likely they are all unaware that they are not getting the data they expected. For many, that won't matter. But especially considering the discussions on this forum about bid/ask analysis, those people most certainly are going to want to know about this.

    There has been discussion about data drops in zenfire before. But this isn't data drops, this is snapshotting.

    I said there was an issue because I was speaking from a user-centric perspective. You stated accurately that there is no issue from a product-centric perspective. As a person representing your company, you might want to consider trying to speak from a user-centric position. That can be accomplished while still making clear what's going on.
    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
    RayNinjaTrader Customer Service

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