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Zenfire with DAX

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    Zenfire with DAX

    Hi,

    I am testing Zenfire with DAX and comparing it with eSignal.

    The first thing I realized was that in the T&S with Zenfire data the volume is always 99 showed as a block.

    The second one is that using tick charts the chart with Zenfire data is thinner so it has fewer ticks
    I though Zenfire data was un[FONT='Verdana','sans-serif']throttled data, could you confirm if this is the case or not for Eurex?[/FONT]

    [FONT='Verdana','sans-serif']Many thanks[/FONT]

    #2
    Eurex itself from the exchange is throttled data. Eurex has two API's that developers can connect through.

    API #1 - Fast but does not provide last traded volume
    API #2 - Is slower but provides last traded volume

    A decision was made to provide speed of execution at the expense of volume. The 99 values are synthetic.
    RayNinjaTrader Customer Service

    Comment


      #3
      Thanks!

      This clarifies the issue with the volume but regarding the difference with eSignal in the number of bars I understand that Zenfire has fewer ticks although I recognize it seems to be a tick ahead of eSignal.
      Cheers

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