Connection + Receiving data

[NinjaTrader_Kyle]

Hello Sepp,

Thank you for your reply.

This could be a performance issue, please apply the tips listed at the following link and let me know if the issue persists: http://www.ninjatrader-support.com/H...rformanceTips1

[MasterSepp]

Thank you for your help. I've had this always since I subscribed to IB but I never got a solution for it. Just the (important) data of my computer: 1GB RAM, 2.6 GHZ CPU. Is this enough? I hope so... I talked to the IB support and they told me, they make 250 milliseconds snapshots, which obviously deliver the right data to TWS. They also told me, that the data is directly sent to NT. Regarding my internet connection: I made a minitest on speedtest.net. I got 4113 kbps for download and 493 kbps for upload - I guess this should be enough.
First, I thought the delay was because the update interval in NT's chart was set on 0.5secs. But it still isn't enough to set it to 0. It would be awesome, if you could help me.

Regards,

Sepp

[NinjaTrader_Kyle]

Hi Sepp,

Thanks for the reply.

Which operating system are you using?
If you're using XP, your RAM amount just meets the minimum system requirements.
If you're using Vista, you would need to add at least 1 GB.

Per the chart update interval, you would want to use a value of 0 if you wanted the chart to update constantly.

[MasterSepp]

I'm using XP. I set the update chart interval to 0.
I just saw, that again especially the historical data is wrong as long as I'm connected to Zenfire. Just got back home and since I'm "recording" (=let NinjaTrader open and display the data 1:1) it all seems fine, whereas the data from an hour ago is not correct... I really have no idea, how this can be, especially because I can't imagine, that all other NT users have such problems too. Is there a special NT user forum, where users can exchange their experiences?

Regards,

Sepp

[NinjaTrader_Kyle]

Hi Sepp,

Thank you for your reply.

You might consider adding more RAM as you just meet the minimum requirement. Not sure why the data would come in and out of sync.

Just to make sure we're comparing apples to apples, keep an eye on Ninja when connected to IB only. Remember that in many cases, IB and Zen data will not match.

Per the forum question, we do not have any thing specifically set aside for this. However, feel free to create a new thread if you would like.

[MasterSepp]

Thanks you for your suggestions. I think, I'm only going to add additional RAM when there is no other possibility... I'll look.
I was just talking about Zenfire because I "gave up" IB some time ago, because I thought the reason for the wrong realtime data was, that it doesn't provide tick-by-tick data. But since I'm using a 5 min bar chart, there should be 0.25 sec snapshots enough to be accurate. So if you tell me, you normally don't have problems with realtime data coming from IB, I'll stop trying with Zenfire and start again with IB. The problem was, that Zenfire at least provided the right realtime data, where it was not the case with IB. And since I don't have any idea, what I could change to make the IB connection "work", I'd stick to Zenfire.
Regarding the different data feeds: I understand, that there could be differences, but I don't understand why this could be. I guess, all data feed vendors / brokers are receiving their data from the exchange and redirect it directly to the users. Therefore, every data feed should be the same, although it comes from different sources. But why isn't this the case?

Regards,

Sepp

[NinjaTrader_Kyle]

Hi Sepp,

Thank you for your reply.

While it is reasonable to expect that all data feeds are receiving their data from the exchange the delay between the data feeds will vary. The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not the case.

Hope that provides a bit of clarification.

[MasterSepp]

Thank you, this helped me quite alot.
If I understand it correctly, I'd have to look for a data vendor, who provides tick-by-tick data AND timestamps its data to get the exact data like from the exchange? If so, do you know, which data vendor offers this things? It looked like Zenfire would have this all, right?

Regards,

Sepp

[NinjaTrader_RyanO]

Hello Sepp,

Zen-Fire does time stamp their data, but I am not sure which others provide time stamped bar data.

For this information you will want to contact the specific provider if you are interested.

[MasterSepp]

I still got the problem, that there is the wrong historical data (and therefore the realtime data too) even after several times of reloading the data in Zenfire. How could this be? Can you explain me this?

Regards,

Sepp

[NinjaTrader_Bertrand]

Sepp, which product(s) are you talking about here and which datafeeds have you compared the ZenFire data to? Is this only for tick data related intervals? Then you probably won't find a find that will match the official exchange tick data 100%, for various reasons this is just unreasonable to expect.

Also - are you perhaps comparing IB realtime data with ZenFire historical or another mix? This could also lead to confusion and thus I would recommend to solely use one source to compare and iron out where differences may stem from, if you give us the timestamps where you feel your data is wrong we could compare them of course in house here, too and advise...

[MasterSepp]

Ok, sorry for confusing you, obviously the situation is all clear for me, that's why I forget some things.
Let me try to resume the whole as good as possible:

I'm only looking at the YM in a 5 minute bar chart.

At the moment, I subscribed to: Interactive Brokers (full subscription), Zenfire (2 week trail) and the CME E-quotes (2 week trial; this are the official quotes - I guess...).

When I now compare the CME E-quotes to the IB TWS chart, everything matches. Because the IB chart looks exactely the same in historical (after session close) then in realtime, I don't distinguish them.

When I connect to IB via NT, the historical data matches, but it seems like there are delays in the realtime data, so the realtime chart (which is built 1:1) only matches after reloading the historical data after the session close.

When I connect to Zenfire via NT, there are days, where the realtime data (and therefore the historical too) matches. Thursday and Friday of last week for example didn't match. This phenomen first occured short time ago; before this time, the chart data always matched. In Zenfire, it's the same like in IB, the realtime and the historical data always match (I didn't see any differences yet).

I hope this will clarify alot for you.
I will post a picture of the Zenfire chart today after session close, so you can compare it with your data.

Regards,

Sepp

P.S.: I don't know if 5 minute intervals still count as tick based, but I can't think that it is impossible to get the real data to trade with for 5 min bar charts.

[NinjaTrader_Kyle]

Hi Sepp,

Thank you for your reply.

1.) Per the IB data not matching between NT and TWS:
Please try syncing your PC's clock.
You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Once you have done that, click on Internet Time tab and then click Update. Your PC clock should now be updated.






2.) Per the Zen-Fire data looking to be delayed / not matching:
Please do provide us with a screen shot to replicate.


Please keep in mind that there is no guarantee that two different providers will present the same data. In fact, differences can be expected. If you feel that the data provided by one of the feeds is incorrect, you will need to address that concern with the provider themselves.

3.) 5 minute charts consist of minute data, not tick data.

[MasterSepp]

1.) The computer clock is already sinced. It goes off probably half a second but I can't do this better manually.

2.) Will come in about 2 hours.

3.) So this shouldn't make much difference between the IB and the Zenfire chart...

Regards,

Sepp

[MasterSepp]

Following the pictures. The first one is the NT chart connected to Zenfire. The second one is from the exchange, which should show the "right" data.
I hope it helps you.

Example: around 16:40, there is a combination of red-green-red bars. The green opens in NT 1 point too high and closes 1 point too high too.

Regards,

Sepp