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
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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
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