How much is TT Feed filtered compared to Zenfire?

G

GiantDog

If using NinjaTrader as your software, how much of the data is filtered using TT feed compared to Zenfire? I guess this would affect tick charts but what about volume charts?
 
Quote from GiantDog:

If using NinjaTrader as your software, how much of the data is filtered using TT feed compared to Zenfire? I guess this would affect tick charts but what about volume charts?
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Are you talking about TT Fix w/NT vs. Zenfire w/NT?
 
Quote from GiantDog:

If using NinjaTrader as your software, how much of the data is filtered using TT feed compared to Zenfire? I guess this would affect tick charts but what about volume charts?
More...

it does not affect Volume charts.
I know it from IB, they accumulate the volume and send it with the next tick they send. I personaly use Volume charts with IB on Ensign for ES and EUR
 
I do the same, no problems with IB and volume charts. Tick charts are a problem with IB.

Quote from moarla:

it does not affect Volume charts.
I know it from IB, they accumulate the volume and send it with the next tick they send. I personaly use Volume charts with IB on Ensign for ES and EUR
More...
 
If I understood correctly, each broker has their own setting for coalescing. Bernard was good enough to urge me to check with my broker, as I originally thought mine wasn't doing anything, but in fact they are also.
 
Quote from Bernard111:

It's my understanding that the TT Fix used with NT 'compresses' (feed 'coalesced') the data in order work properly.
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I kind of figured that but wasn't really sure.
 
Quote from taclander:

If I understood correctly, each broker has their own setting for coalescing. Bernard was good enough to urge me to check with my broker, as I originally thought mine wasn't doing anything, but in fact they are also.
More...

I have kind of understood this too but wasn't totally sure about it.

Thanks for the answers everybody.
 
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