FulcrumTrader

Correct....DTN.IQ puts out feed in a different way than a typical broker feed and uses built in mechanisms to verify the data flow. My DTN.IQ feed always matches a CME daily run of data....I do not ever have problems with DTN.IQ feed for bid/ask work.

I have had several Esignal users show me Cumulative Delta plots that were not matching my verified DTN.IQ feed Cumulative Delta plots in past months (I have no idea why?). I do not use Esignal, so I have not done any work to see if their data runs match a DTN.IQ feed these days with the new CME data outflow increase. Also of note, I pay $125 a month for CME, NYSE, and the Nasdaq portion of my DTN.IQ data each month.

066 - It does seem the only verified and simplistic route to go at this time for Investor RT or Ninjatrader users, that do bid/ask Delta Volume work, is to use DTN.IQ feed. I can see how having to do DTN.IQ feed "backfill" during the day while using Zenfire/Rithmic or TT Fix Adapter feed would be a pain in the butt.

Heads up to all who may order and use the OFA software for trading set ups with Ninjatrader (the only trade platform option at this time with OFA software). I have now verified several factors that WILL cause improper BID/ASK calculations at times intraday using ZENFIRE or TT FIX ADAPTER feeds. The OFA software on Ninjatrader using these feeds may show at times throughout the day improper computational realities of the order flow (that would not be good). You do not want to get set up for a trade entry off a false reality in the order flow indications at a critical time in the market. Our Partners One fix for this now verified problem with NT using ZF or TT feeds (for clean bid/ask dependent work) is to maybe check out the barcharts.com feed potential. I have never used barcharts.com but it may be a possible feed available at this time to have proper bid/ask computations throughout the trade day. Another option would be to use DTN.IQ feed on NT charts where you run any OFA software. I myself use DTN.IQ feed with Investor RT Pro for my primary Cumulative Delta bid/ask work each day. I continuously verify DTN.IQ feed against CME daily data runs and have no problems at all with this feed for proper bid/ask work (which you must have to use OFA software). Trading Platforms. NINJATRADER. Brokerage and Data Feed Support. I am not sure if the crew at OFA know about the Zenfire and TT Fix Adapter feed problems with NT6.5 or NT7 for any use of bid/ask computations. Hopefully they are already starting to address this problem and moving clients they have over to a proper feed set up that will not taint their software plotted order flow data. Ninjatrader unfortunately is not of the capability to handle all the data from these realtime un-verified broker type feeds with the recent CME data flow increase (more granularity of the feed flow.....much more data per unit of time). BTW, here is a recent thread discussing these recent data flow issues.......... http://www.traderslaboratory.com/forums/f208/zenfire-dtn-feed-different-7301.html

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CQG has always been known for very robust data feed so their feed should be as good as DTN.IQ feed for bid/ask data work.....also, they provide TFlow volume studies that rely on a proper bid/ask data stream so their feed should be good. CQG TFlow Charts and Studies

My comments about UB were in relation to the higher end feeds, and their costs, that are available these days. Just to be clear, the Zenfire/Rithmic feed is NOT always matching my DTN.IQ feed since the CME data granularity increase. Some of this imo will not be resolved until Zenfire/Rithmic add a ticker plant type capability.....even when Zenfire/Rithmic send data to a sophisticated user with more than adequate infrastructure, there is still at times data loss so that is not optimal. Backfill with DTN.IQ feed is a must at this point imo for Zenfire/Rithmic feed users who need clean bid/ask data.

A trader can get very granular CME data through brokers/FCM (off their servers) or by paying for higher end feeds.....I will leave it at that. I think Urma Blume has added some good examples of this data feed capability in the past and some of the high monthly costs involved. You are correct that data leaving Zenfire/Rithmic CAN drop data as it is delivered to the end user (so the end users PC capabilities CAN be the cause of SOME data drops). Also, Ninjatrader is not robust enough to catch all data and that CAN also be some of the data drops as the market has periods of high trade rate. So this leaves the need to use a data feed from a regular data provider like DTN.IQ to make sure you get clean bid/ask data for Delta volume work.

10 days minimum would sure be nice!

Yes I have mentioned this before I do have access to CME data runs and that is what I use to verify......DTN.IQ feed is as solid as you can get.

Yes.....I have mentioned before that I have verified DTN.IQ feed.....it is the ONLY regular feed that I use and have been able to verify. I do think that CQG probably has exceptional feed too....Esignal does not have clean bid/ask data last I checked and I am not sure why. Tradestations feed is a mess so I will not even go into that one.....LOL! Anyone trying to use OEC or Transact feed will definitely have to "backfill" imo with DTN.IQ to make sure they have clean bid/ask data runs each day. If you use Investor RT or Marketdelta with DTN.IQ feed you are set up perfect for bid/ask data work.

OK......feed update; Rithmic and Zenfire feeds MAY have data drop off as it is routed to a Ninjatrader platform or Investor RT platform as a result of the way they put out the data over the internet (unlike a DTN.IQ feed they do not have any "ticker plant" to verify ALL the data ALL the time before it gets to the end user) since the feed is for basic charting and for order entry use. So it looks as if a person will have to "backfill" data with DTN.IQ feed to make sure your bid/ask data runs are proper, this is a result of the recent CME data output increases to all data providers. It looks as if the recent CME data granularity increase has overwhelmed the basic infrastructure of most retail traders set ups (their internet, their data, and their platforms), if they try to use a broker provided feed for any Cumulative Delta bid/ask volume work. Using a DTN.IQ feed to "backfill" the broker provided feed seems to be the only solution for those who do not use a regular feed into whatever trade/charting platform they have.

Zenfire brand feed....... Zen-Fire. The Ultimate Connection. Built by Rithmic...... Rithmic - Home

The data will only be potentially tainted for very detailed work if it is coalesced......if you have access to uncoalesced data from the CME then you have the perfect set up. Now what you do with that data as it is pumped into your charting application is then your responsibilty to make sure your computational factors are verified proper.

I do agree that Ninjatrader is not the most robust option for tracking Delta and other more data intensive work (for instance, the TT Fix Adapter feed has to be somewhat coalesced just to work in NT). The potential problem with Rithmic based Zenfire feed imo may stem from the recent CME data outflow enhancements. I have some in depth research into this matter and I should have my answers by Monday.....this is important imo to figure out since imo Zenfire has been a good option for data feed. As Rithmic offers alternative branded versions of their feed to various charting platforms, it would be nice to know that their feed can be used for proper bid/ask data runs.

I have been doing some research on this apparent problem now with Zenfire feed linked to Ninjatrader for bid/ask Delta computations, and I think I have found the problem. I should have the verification of what I suspected was the problem on Monday next week....I will pass on the info as soon as I get the answer (and also what the entities involved will be doing to correct their problem). Here is a verified Investor RT with DTN.IQ feed data run of the Delta for that time period....... Images | ChartHub.com

BlowFish - I myself never use the uptick/downtick data and I only use actual bid/ask Cumulative Delta in all my trading. After tracking and using Cumulative Delta now for over 6 years, I have not found any subsitute for the actual Cumulative Delta data for my trading.

Hey, someone call Tiger Woods and ask him what he thinks about discipline!

I can pull 4 weeks of proper bid/ask data from the basic DTN.IQ feed package to feed into my Investor RT Pro set up at anytime for futures instruments......not bad at all and DTN.IQ has been rock solid for a long time.

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As a note.....you can also do this with a Cumulative Delta candlestick chart by drawing a small horizontal line on the CD candlestick at the point you enter a trade (I do this frequently at the point I enter a trade). If once in the trade you see the Cumulative Delta candlestick start to plot counter to your horizontal reference line (your entry point in the order flow), you can then decide to bail and look for a better entry if you would like.

I have always loved this statement....... "Save you from yourself" Psychology and the human nature of the modern man has many embedded TRAPS. For the importance of what I present, just look at all the supposed "smarties" who just had their a$$ handed to them at the institutional level throughout the financial world. Trillions where just blown out these past years from the improper psychological relationship with known reality. Human nature, even within the context of financial ascension through seeming profitable trading mechanisms, is always wide open for psychological based complete failure. The inability to interact with realtime or long term reality, through psychological misdirectives such as EGO and PRIDE alone, can in an instant set you on a perilous financial course. The decision string of actions created from wrongfully based mentalities, triggered from improper psychology, will place you on a path of doom even as you enjoy short term gains in a realm of invincibility. It all goes back to "saving you from yourself", and the ability to honestly understand your own ability through improper psychology to at some point completely destroy everything you have worked very had to build.....never forget that unfortunate power that is always within you!

Yes you are correct......I like what OFA has built for tracking the "when" moment as I call it for the specific trade entry decision point. The "where" to get into a trade would be like tracking price back to a zone of resting inventory while looking for a Delta Divergence, Hidden Divergence, Inventory Grab, etc.

The new bars "flip" at statistically significant order flow transitions.....what the OFA group has built up makes a lot of sense to me and I give them credit for another way to see the order flow as it shifts.

Just to clarify.......NinjaTrader w/Zenfire is good for CD work. Esignal is NOT always good for CD work (why I have no idea) as I have been seeing way to many with CD plots running off Esignal data in the past months with problems on occasion. The best feeds I have found at this time for proper CD work are the following; DTN.IQ (I use this feed myself with Inv RT Pro charting) Zenfire (I use this set up for my Ninjatrader platforms) TT regular feed (NOT TT Fix adapter feed....that one has issues that TT is working on) CQG Other feeds that I have NOT yet been able to verify work properly are the following for CD work; Transact OEC Esignal TT Fix Adapter IB (total junk data even with DTN.IQ backfill....will NOT work for CD plotting) Tradestation Hope this helps!