Yes, Zen-Fire does the data feed and execution -- it's very fast and reliable. It's also a true-tick feed (not compressed ticks like IB and TT). They have a good bit of historical data, but strangely they don't have daily bar data (you can build daily bars from hourly data). The backfill is kind of hit or miss (depending on what you trade). They have all of the popular equity indices, of course. They might not have other less active products. If you need backfill for a large variety of markets, then you will need a secondary data provider.
For a platform that provides very fast data delivery and execution, plus charting, strategy development, and backtesting, I think it's an absolute bargain. The user support from NinjaTrader is also top notch. Support from Mirus is fair to good -- I believe there is another broker who supports Zen-Fire and NinjaTrader, but I can't remember their name.
Good luck.
