Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

O66

Zenfire and DTN Feed Different?

Recommended Posts

Zen.

Yes.No result.

We are probably the 1/1000 of the ZenFire customer interested in correct sybc between trade and best_bid/best_ask.

 

 

 

Anyone know if Zenfire or Rithmic has made any statement about this?

Share this post


Link to post
Share on other sites

I e-mailed two people at Zen-Fire and have not received comment. They both have responded to my queries before. I suspect that they are not saying anything until they have either determined the cause of the issue and/or the fix. I could be wrong, but their silence tells me that they know about the issue and are still working out the solution.

Share this post


Link to post
Share on other sites

How can you syncronize any liable protocol over IP?

Authentication,identification,frame reconstruction,etc....

A lot of RFCs (the base of Internet network) explain the pros and also the cons

of the TCP (and of a lot of other protocols over IP).

Happy to hear about a new Blowfish/IP protocol mentioned as an RFC.:cool:

 

 

 

SYN is a TCP session parameter. If you are not using TCP you will be immune to a SYN Flood (as you are not using TCP you will not reply to SYN requests). By not using TCP you will be immune to attacks that rely on TCP protocols.

 

To route you need IP and that's it. Nowadays of course routers do all sorts of higher level 'stateful' stuff and look deep into packets to do higher level 'clever' things. (Like traffic shaping and prioritisation for example). None of that information is needed to route.

 

Why re-invent the wheel? I am certainly not advocating that, it would not make sense for a lot of people. However if you do not require all the bells and whistles provided by TCP (a generic protocol after all) but do require some simple transport control and session management then it might make sense.

 

Still this goes way beyond the discussion here. :)

Share this post


Link to post
Share on other sites
How can you syncronize any liable protocol over IP?

Authentication,identification,frame reconstruction,etc....

A lot of RFCs (the base of Internet network) explain the pros and also the cons

of the TCP (and of a lot of other protocols over IP).

Happy to hear about a new Blowfish/IP protocol mentioned as an RFC.:cool:

 

You write the code yourself within your application. It's not hard if you know what you are doing.

Share this post


Link to post
Share on other sites
I seem to remember that Globex was one of the exchanges that did not support market orders natively in days gone by. My broker (IB) still simulates them. What Globex now provide (according to the reference guide) is market order with protection. I am not sure when they introduced this order type but think it must be fairy recently. Before this order type was available your broker would simulate a market order by placing a limit order well inside the market. Market order with protection is essentially a limit order (with a wide limit).

 

Market with Protection

Market orders at CME Group are

implemented using a “Market with

Protection” approach. Unlike a

conventional Market order, where

customers are at risk of having their

orders flled at extreme prices, Market

with Protection orders are flled within a

predefned range of prices (the protected

range). The protected range is typically the

current best bid or ofer, plus or minus

50 percent of the product’s No Bust Range.

If the entire order cannot be flled within

the protected range, the unflled quantity

remains on the book as a Limit order at

the limit of the protected range.

 

Sounds like an ordinary limit order placed at the "protective range" to me. Maybe they just had to give it a fancy name to make those traders happy that "need" market orders but don't know they can accomplish the same thing with a limit order.

Share this post


Link to post
Share on other sites
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....

 

You say that CQG is an exceptional feed, but have you been able to verify it also, the way you did with IQFeed?

Share this post


Link to post
Share on other sites

(This is a review of Telvent DTN's $2,500/month NX Core feed)

 

AOL would be easier to cancel!

Beware of Telvent DTN's shady billing & cancellation practices! If you must deal with this company, be aware that they will use petty fine print trickery in attempt to extend your contract beyond the agreed upon period and squeeze every possible cent of revenue out you. You will become an asset to be exploited to the fullest possible extent of the law (and beyond). You contract isn't over until THEY say it's over. If you don't like it, they'll even threaten your credit score. Is this really the kind of company you want to do business with?

Share this post


Link to post
Share on other sites
(This is a review of Telvent DTN's $2,500/month NX Core feed)

 

AOL would be easier to cancel!

Beware of Telvent DTN's shady billing & cancellation practices! If you must deal with this company, be aware that they will use petty fine print trickery in attempt to extend your contract beyond the agreed upon period and squeeze every possible cent of revenue out you. You will become an asset to be exploited to the fullest possible extent of the law (and beyond). You contract isn't over until THEY say it's over. If you don't like it, they'll even threaten your credit score. Is this really the kind of company you want to do business with?

 

Can you elaborate upon your experience with this feed/company?

Share this post


Link to post
Share on other sites
(This is a review of Telvent DTN's $2,500/month NX Core feed)

 

AOL would be easier to cancel!

Beware of Telvent DTN's shady billing & cancellation practices! If you must deal with this company, be aware that they will use petty fine print trickery in attempt to extend your contract beyond the agreed upon period and squeeze every possible cent of revenue out you.

 

I had issues with them in the past (a long time ago now) that sound pretty similar. Not with fine print trickery simply billing after the contract had been cancelled (and confirmed as cancelled). Then they tried to sue me for the 'outstanding' amount. Funny and mildly irritating at the same time. That is one reason I am reticent about using them again.

Share this post


Link to post
Share on other sites
Just use a credit card. If they charge you after you've cancelled then your bank will just refund it. Try that with PayPal...I love credit cards.

 

Yeah I was fine but they still started court proceedings to try and recover this fictitious 'debt' eek! Maybe I should have filled counter suit and flown to the USA to fight it.

 

Good point about PayPal..... I use it often (probably too often) as it is so convenient. Worth remembering (and to keep remembering) that CC's afford much more protection.

Share this post


Link to post
Share on other sites
You say that CQG is an exceptional feed, but have you been able to verify it also, the way you did with IQFeed?
Tested it twice in the past 6 months and all was good. CQG has a BID/ASK differential TFlow product, so they have to provide clean BID/ASK data to properly feed the TFlow study.

 

Fortunately I have never had any DTN billing problems as mentioned by others.....billing games are a pain in the butt and the last thing I ever want to waste time dealing with.

Share this post


Link to post
Share on other sites

The main difference between ZenFire(Rithmic)/DTN.iq feed framework is the quantity of data.

Any Platform (NinjaTrader/Inverstor RT/etc) relies on API from the feed provider.

From what I' ve seen the DTN API can offer only BEST_BID/BEST_ASK, and cumulative VOLUME_BID/VOLUME_ASK.

Zenfire API can offer all level bid/ask change.This is a lot of data (more than DTN).

If the Zenfire book information will be reliable you could explore in very depth way the futures DOM (probably some quants are doing this now).

But probably the "price" for the possibility of this huge amount of data is the UDP design of the feed.

Another possibility is to re-organize the design of the feed.

(Any Zenfire guys hearing ...? :) )

 

Hello, paolfili! Does that mean, that e.g. NinjaTrader DOM can only show me the best bid and best ask rows of the orderbook? What exactly do you mean by "cumulative volume_bid/volume_ask" - the sum of all (how many) bid/ask rows?

Has anybody experience with DTN@EUREX?

Thanks!

Share this post


Link to post
Share on other sites

Thanks for your fast answer AgeKay!

Ok, if that's true, I would guess that DTN doesn't have a data center next to Eurex. This would mean that the data has to pass the distance Europe-USA to their data center, gets the timestamp in the USA and then comes all the way back to my trading desk in Europe.

 

Somebody told me that Zen-Fire has a data center next to Eurex. If that's true, their data should hopefully lag less.

 

I'm also not sure if the UDP "problem" of loosing data is present when receiving only data of contracts with less volume (e.g. DAX)?!

Share this post


Link to post
Share on other sites

DTN's problem has nothing to do with the location of the data center (and no they don't have a data center in Europe). That would have added at most 200ms. Their data just lags. They don't even know why.

 

I had no issues with Zen-Fire. It's an excellent feed.

Share this post


Link to post
Share on other sites

First of all, zenfire/rithmic data is unusable for proper bid/ask data needs....so trying to use this feed for CME, ICE, EUREX, NYMEX, or any other markets would in the end be a complete waste of time. Second, I traded the DAX heavily this month as I do many months, and I did not have any problems at all with my DTN.IQ feed (while exceeding my monthly profit goals as I have done all year).

 

The bottom line......zenfire/rithmic feed was never built in any fashion to be focused as a bid/ask tracking mechanism (that is just what many retail type traders are trying to make it into). The zenfire/rithmic feed was built for order routing and basic price and total volume information.....this of course does NOT include parsed volume information of the bid/ask differential.

 

DTN.IQ feed was built to be a complete feed (with a proper ticker plant) for many data/charting uses to INCLUDE historical data look back capabilities.......this INCLUDES up to 30 days of very well formated historical BID/ASK data.

Share this post


Link to post
Share on other sites

I should have mentioned that I used it in Europe from three different countries. You might not have any issues trading Eurex from the US, but you'll see a lag in Europe.

Share this post


Link to post
Share on other sites
I should have mentioned that I used it in Europe from three different countries. You might not have any issues trading Eurex from the US, but you'll see a lag in Europe.

 

Ok, so is there an alternative to DTN.IQ feed for traders located in Europe (with ragard to proper bid/ask Eurex data)?

Share this post


Link to post
Share on other sites

Fulcrum,

can you confirm from your experience that,considering the lag from Eurex Exchenge to USA, the **SEQUENCE** of bid/ask is syncronized with the contracts_exchange data so, that the EUREX.DTN data can offer a correct cumulative delta approach?

(using i.e. The GomCD indicators for Ninja)

 

 

Thanks

 

Paolo

 

First of all, zenfire/rithmic data is unusable for proper bid/ask data needs....so trying to use this feed for CME, ICE, EUREX, NYMEX, or any other markets would in the end be a complete waste of time. Second, I traded the DAX heavily this month as I do many months, and I did not have any problems at all with my DTN.IQ feed (while exceeding my monthly profit goals as I have done all year).

 

The bottom line......zenfire/rithmic feed was never built in any fashion to be focused as a bid/ask tracking mechanism (that is just what many retail type traders are trying to make it into). The zenfire/rithmic feed was built for order routing and basic price and total volume information.....this of course does NOT include parsed volume information of the bid/ask differential.

 

DTN.IQ feed was built to be a complete feed (with a proper ticker plant) for many data/charting uses to INCLUDE historical data look back capabilities.......this INCLUDES up to 30 days of very well formated historical BID/ASK data.

Share this post


Link to post
Share on other sites
I should have mentioned that I used it in Europe from three different countries. You might not have any issues trading Eurex from the US, but you'll see a lag in Europe.

 

Correct....that may be possible (have no idea what would cause this for EU based traders though). BTW, I know many EU and Dubai based traders using CD trading methods I have developed (with DTN as their feed for CD work), so I will have to talk with all of them Monday to see what they are detecting.

Share this post


Link to post
Share on other sites

 

The bottom line......zenfire/rithmic feed was never built in any fashion to be focused as a bid/ask tracking mechanism (that is just what many retail type traders are trying to make it into).

 

However despite this you where recommending it as such up until the recent CME reporting changes. It is certainly not "unusable for proper bid/ask data needs". You are assuming that everyones needs are the same as yours. Sure if you want to do cumulative work it is probably inappropriate and it would make sense to use something like DTN.IQ. However if you are a scalper using relative V@B V@A or if timeliness is of greater concern than completeness then Zen is likely a better choice. Also consider that using 'delta' as a proxy for order flow/inventory is likely to only be around 80% accurate at best anyway.

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • MNST Monster Beverage stock, top of range breakout above 60.45, from Stocks to Watch at https://stockconsultant.com/?MNST
    • there is no avoiding loses to be honest, its just how the market is. you win some and hopefully more, but u do lose some. 
    • Date: 11th July 2025.   Demand For Gold Rises As Trump Announces Tariffs!   Gold prices rose significantly throughout the week as investors took advantage of the 2.50% lower entry level. Investors also return to the safe-haven asset as the US trade policy continues to escalate. As a result, investors are taking a more dovish tone. The ‘risk-off’ appetite is also something which can be seen within the stock market. The NASDAQ on Thursday took a 0.90% dive within only 30 minutes.   Trade Tensions Escalate President Trump has been teasing with new tariffs throughout the week. However, the tariffs were confirmed on Thursday. A 35% tariff on Canadian imports starting August 1st, along with 50% tariffs on copper and goods from Brazil. Some experts are advising that Brazil has been specifically targeted due to its association with the BRICS.   However, the President has not directly associated the tariffs with BRICS yet. According to President Trump, Brazil is targeting US technology companies and carrying out a ‘witch hunt’against former Brazilian President Jair Bolsonaro, a close ally who is currently facing prosecution for allegedly attempting to overturn the 2022 Brazilian election.   Although Brazil is one of the largest and fastest-growing economies in the Americas, it is not the main concern for investors. Investors are more concerned about Tariffs on Canada. The White House said it will impose a 35% tariff on Canadian imports, effective August 1st, raised from the earlier 25% rate. This covers most goods, with exceptions under USMCA and exemptions for Canadian companies producing within the US.   It is also vital for investors to note that Canada is among the US;’s top 3 trading partners. The increase was justified by Trump citing issues like the trade deficit, Canada’s handling of fentanyl trafficking, and perceived unfair trade practices.   The President is also threatening new measures against the EU. These moves caused US and European stock futures to fall nearly 1%, while the Dollar rose and commodity prices saw small gains. However, the main benefactor was Silver and Gold, which are the two best-performing metals of the day.   How Will The Fed Impact Gold? The FOMC indicated that the number of members warming up to the idea of interest rate cuts is increasing. If the Fed takes a dovish tone, the price of Gold may further rise. In the meantime, the President pushing for a 3% rate cut sparked talk of a more dovish Fed nominee next year and raised worries about future inflation.   Meanwhile, jobless claims dropped for the fourth straight week, coming in better than expected and supporting the view that the labour market remains strong after last week’s solid payroll report. Markets still expect two rate cuts this year, but rate futures show most investors see no change at the next Fed meeting. Gold is expected to finish the week mostly flat.       Gold 15-Minute Chart     If the price of Gold increases above $3,337.50, buy signals are likely to materialise again. However, the price is currently retracing, meaning traders are likely to wait for regained momentum before entering further buy trades. According to HSBC, they expect an average price of $3,215 in 2025 (up from $3,015) and $3,125 in 2026, with projections showing a volatile range between $3,100 and $3,600   Key Takeaway Points: Gold Rises on Safe-Haven Demand. Gold gained as investors reacted to rising trade tensions and market volatility. Canada Tariffs Spark Concern. A 35% tariff on Canadian imports drew attention due to Canada’s key trade role. Fed Dovish Shift Supports Gold. Growing expectations of rate cuts and Trump’s push for a 3% cut boosted the gold outlook. Gold Eyes Breakout Above $3,337.5. Price is consolidating; a move above $3,337.50 could trigger new buy signals. Always trade with strict risk management. Your capital is the single most important aspect of your trading business.   Please note that times displayed based on local time zone and are from time of writing this report.   Click HERE to access the full HFM Economic calendar.   Want to learn to trade and analyse the markets? Join our webinars and get analysis and trading ideas combined with better understanding of how markets work. Click HERE to register for FREE!   Click HERE to READ more Market news.   Michalis Efthymiou HFMarkets   Disclaimer: This material is provided as a general marketing communication for information purposes only and does not constitute an independent investment research. Nothing in this communication contains, or should be considered as containing, an investment advice or an investment recommendation or a solicitation for the purpose of buying or selling of any financial instrument. All information provided is gathered from reputable sources and any information containing an indication of past performance is not a guarantee or reliable indicator of future performance. Users acknowledge that any investment in Leveraged Products is characterized by a certain degree of uncertainty and that any investment of this nature involves a high level of risk for which the users are solely responsible and liable. We assume no liability for any loss arising from any investment made based on the information provided in this communication. This communication must not be reproduced or further distributed without our prior written permission.
    • Back in the early 2000s, Netflix mailed DVDs to subscribers.   It wasn’t sexy—but it was smart. No late fees. No driving to Blockbuster.   People subscribed because they were lazy. Investors bought the stock because they realized everyone else is lazy too.   Those who saw the future in that red envelope? They could’ve caught a 10,000%+ move.   Another story…   Back in the mid-2000s, Amazon launched Prime.   It wasn’t flashy—but it was fast.   Free two-day shipping. No minimums. No hassle.   People subscribed because they were impatient. Investors bought the stock because they realized everyone hates waiting.   Those who saw the future in that speedy little yellow button? They could’ve caught another 10,000%+ move.   Finally…   Back in 2011, Bitcoin was trading under $10.   It wasn’t regulated—but it worked.   No bank. No middleman. Just wallet to wallet.   People used it to send money. Investors bought it because they saw the potential.   Those who saw something glimmering in that strange orange coin? They could’ve caught a 100,000%+ move.   The people who made those calls weren’t fortune tellers. They just noticed something simple before others did.   A better way. A quiet shift. A small edge. An asymmetric bet.   The red envelope fixed late fees. The yellow button fixed waiting. The orange coin gave billions a choice.   Of course, these types of gains are rare. And they happen only once in a blue moon. That’s exactly why it’s important to notice when the conditions start to look familiar.   Not after the move. Not once it's on CNBC. But in the quiet build-up— before the surface breaks.   Enter the Blue Button Please read more here: https://altucherconfidential.com/posts/netflix-amazon-bitcoin-blue  Profits from free accurate cryptos signals: https://www.predictmag.com/ 
    • What These Attacks Look Like There are several ways you could get hacked. And the threats compound by the day.   Here’s a quick rundown:   Phishing: Fake emails from your “bank.” Click the link, give your password—game over.   Ransomware: Malware that locks your files and demands crypto. Pay up, or it’s gone.   DDoS: Overwhelm a website with traffic until it crashes. Like 10,000 bots blocking the door. Often used by nations.   Man-in-the-Middle: Hackers intercept your messages on public WiFi and read or change them.   Social Engineering: Hackers pose as IT or drop infected USB drives labeled “Payroll.”   You don’t need to be “important” to be a target.   You just need to be online.   What You Can Do (Without Buying a Bunker) You don’t have to be tech-savvy.   You just need to stop being low-hanging fruit.   Here’s how:   Use a YubiKey (physical passkey device) or Authenticator app – Ditch text message 2FA. SIM swaps are real. Hackers often have people on the inside at telecom companies.   Use a password manager (with Yubikey) – One unique password per account. Stop using your dog’s name.   Update your devices – Those annoying updates patch real security holes. Use them.   Back up your files – If ransomware hits, you don’t want your important documents held hostage.   Avoid public WiFi for sensitive stuff – Or use a VPN.   Think before you click – Emails that feel “urgent” are often fake. Go to the websites manually for confirmation.   Consider Starlink in case the internet goes down – I think it’s time for me to make the leap. Don’t Panic. Prepare. (Then Invest.)   I spent an hour in that basement bar reading about cyberattacks—and watching real-world systems fall apart like dominos.   The internet going down used to be an inconvenience. Now, it’s a warning.   Cyberwar isn’t coming. It’s here.   And the next time your internet goes out, it might not just be your router.   Don’t panic. Prepare.   And maybe keep a backup plan in your back pocket. Like a local basement bar with good bourbon—and working WiFi.   As usual, we’re on the lookout for more opportunities in cybersecurity. Stay tuned.   Author: Chris Campbell (AltucherConfidential) Profits from free accurate cryptos signals: https://www.predictmag.com/   
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.