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  1. J

    L1 and L2 data stream question

    keep in mind that with respect to screens, the most data changes you can see is limited by the refresh frequency of your monitor (typically 60 per second). a further restriction is that your eye/brain combo really cannot detect changes more frequently than about 150 milliseconds which, by the...
  2. J

    Zen Fire data feed in fast market

    For the Russell, try TF FMZ00009!.NYBOT in R | Trader (note: there are 2 spaces between the TF and FMZ and the Z represents the month). There is no set limit as to the number of price levels that may be quoted for any of the instruments whose prices are published through The ICe (ICE, NYBOT...
  3. J

    Zen Fire data feed in fast market

    Nothing wrong with knowing the full market picture. It is also nice to see one's own order in the book, especially just prior to potentially very surprising news, and the order may be much more than 10 ticks from the inside market. Some sharks post bids/offers at extreme ranges hoping that...
  4. J

    Zen Fire data feed in fast market

    The Rithmic back end gets all market depth from an exchange that an exchange publishes and normalizes it so that the changes to market depth look the same regardless of the exchange. Globex provides upto 10 levels, some exchanges/trading venues provide more levels, some fewer. R | API...
  5. J

    Windows XP Clock Losing Time

    For all practical purposes all clocks drift. Reading the clock, by whatever method, can contribute to the drift. I have heard, though I do not recall the source, that the method employed by Windows to get, calculate and display the current time can create additional drift and the magnitude of...
  6. J

    Zen Fire data feed in fast market

    None. I am interested to know how you made the comparison.
  7. J

    Zen Fire data feed in fast market

    We do work directly with front end software firms. The front end software that has been released using R | API directly is: Ninja Trader, Focus Trader Pro and MultiCharts. e-Signal has released a version of their software that uses the Zen-Fire api, but underneath it is R | API. Others are in...
  8. J

    Zen Fire data feed in fast market

    Though i do not know all the issues involved in the development of the upcoming NT7 release and the changes in its release date, i am pretty sure some of the delay is due, in part to issues discovered by Ninja, with the underlying api libraries used by Zen-Fire. As my firm makes this api i can...
  9. J

    Prop. Trading Platform for Indian Securities

    Contact Omnesys Technologies, Pvt., Ltd., www.omnesysindia.com. If you are an nri or if you have a firm that can file the appropriate papers then they will help you get started and can recommend a brokerage house. I think that this will be the least expensive way for you to trade on the NSE...
  10. J

    Cheapest Possible but relaibel Data Source

    Try Ninja Trader, Vision Professional and now e-Signal. If you use them in conjunction with an open futures trading account, I believe there are no futures market data fees.
  11. J

    Iceberg (Hidden Size) Orders

    That was my initial reaction but as anyone can place an iceberg order anyone can get the same benefit - so it is not unfair.
  12. J

    Iceberg (Hidden Size) Orders

    i had a conversation with our account exec at the cme on this a few months ago and based upon what i understood him to say, given the example above, the entire 100 will get filled before any of the other 2 orders get filled. i could have misunderstood but i do not think so as we discussed the...
  13. J

    Market Data question

  14. J

    Ninja Trader w/ zen fire routing

    Zen-Fire is more than just Rithmic. Rithmic merely makes and operates the trading platform used by Zen-Fire.
  15. J

    Ninja Trader w/ zen fire routing

    Omnesys makes the messaging infrastructure software used by Rithmic.
  16. J

    Ninja Trader w/ zen fire routing

    The order goes from the client computer to Zen-Fire computers where it is, in fact, checked for available margin and other authorizations. If approved by the rms modules the order is then routed to the appropriate exchange. A central issue in this conversation was whether or not the order goes...
  17. J

    Ninja Trader w/ zen fire routing

    1. Orders are routed directly to Globex. 2. No need for such a request as orders go directly to Globex. 3. Increasing your computer's memory should help. I suspect that a new machine running XP with 2GB ram (or more) and fast bus and memory speeds would make a big difference for you. By...
  18. J

    Grey Box Scalping

    for the gs example you site, i think a bracket would do the trick. what other types of strategies would you like to see?
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