Ninja Zen no more unfiltered data?
- Thread starter RandomX
- Start date
AMT, you noted Tradevec several times over quite a few forums.. If you really think the software deserves more attention - why dont you put the whole pitch together (with added a recorded webinar perhaps) and explain in few words what is so great about it..
I personally tried twice to demo it but I couldnt get further than running it and simply trying few buttons and thats it... I spent about 10 hours of my time and still have no faintest idea what it is about....
You will do a great favour to the Tradevec people if you can explain why you are recommending it here and there.
I in particular would like to hear what it has for system trading. Has it subsecond-timestamps? Has it historical Bid/Ask synchronised with Last? Has it 100% accurate replay of Last/Bid/Ask? Has it backtesting/optimisation? How accurate it? Can it emulate market order on tick basis (like Neoticker has option to "fill" market orders during replay N tick forward regardless the main TF - i.e. you can ask Neoticker to fill your orders on 2nd tick after 1 min bar gave you a signal)? Can it emulate market order fill at precise Bid/Ask available at the time?
Would you open a separate discussion and answer those questions or prompt somebody from TradeVec to tell general public more about what they sell....
They dont even publish price on their website...
I tried it first time about 8 months ago and 2 months ago again and their website is still in shambles...
They are not going to sell anything even with your personal recommendation if they dont tell what is it and how much it cost...
Looking forward for a detailed answer.
Cheers
Maxima,
What instruments do you trade?
Last/Bid/ask Sync? Outside of a handful of high volume very liquid futures over 50% of all ticks advertised have no last trades. Look at the top 6 currency futures micro and full contracts. Over 98% of all of the e-micro ticks have no last trades. They just track the full contracts with a healthy spread for those who are providing liquidity.
Even the full contracts are ticking > 50% without last trades... ES, NQ, YM, TF, 6E, FESX are generally < 50%
I fully understand price inflection trading models but how do you propose to optimize and simulate fills for a vapor market?
What instruments do you trade?
Last/Bid/ask Sync? Outside of a handful of high volume very liquid futures over 50% of all ticks advertised have no last trades. Look at the top 6 currency futures micro and full contracts. Over 98% of all of the e-micro ticks have no last trades. They just track the full contracts with a healthy spread for those who are providing liquidity.
Even the full contracts are ticking > 50% without last trades... ES, NQ, YM, TF, 6E, FESX are generally < 50%
I fully understand price inflection trading models but how do you propose to optimize and simulate fills for a vapor market?
Sorry.. What you are saying is outside of my comprehension...
My question is very specific and is related to a software which provides backtesting / replay capabilities and is valid for recorded data within the software...
Basically those questions mean - is TradeVec better than Ninja for backtesting.
Ninja has no order of recorded Bid/Ask/Last... Ninja cannot provide you with correct Bid.Ask during backtesting because it synchronise them by 1 sec interval and 250ms during replay.
Neoticker has 1 sec resolution as well but it has correct order. However programming Neoticker is somewhat unnerving experience and I gave up on it. Also its replay is very slow for charts with superposition and it has massive problems with memory management.
Sierra claims to be able to do the same but is even slower and C++ makes it expensive to manage complex solutions.
Note: I am talking BestBid/BestAsk/Last recorded by a platform and available for a system developer for backtesting and replay with certain accuracy.
The most important is to emulate at what price you would be filled if you placed a market order.
Ninja7 cant do it by design.
So.... What TradeVec can offer?
My question is very specific and is related to a software which provides backtesting / replay capabilities and is valid for recorded data within the software...
Basically those questions mean - is TradeVec better than Ninja for backtesting.
Ninja has no order of recorded Bid/Ask/Last... Ninja cannot provide you with correct Bid.Ask during backtesting because it synchronise them by 1 sec interval and 250ms during replay.
Neoticker has 1 sec resolution as well but it has correct order. However programming Neoticker is somewhat unnerving experience and I gave up on it. Also its replay is very slow for charts with superposition and it has massive problems with memory management.
Sierra claims to be able to do the same but is even slower and C++ makes it expensive to manage complex solutions.
Note: I am talking BestBid/BestAsk/Last recorded by a platform and available for a system developer for backtesting and replay with certain accuracy.
The most important is to emulate at what price you would be filled if you placed a market order.
Ninja7 cant do it by design.
So.... What TradeVec can offer?
PC. I have to admit I didnt take seriously your remark about timers in first place.
I just found that my believes that C# Threading.Timer is accurate to 1ms is complete BS. Its lowest barrier is around 20ms.
I got multimedia timer wrapper and it does stable 1ms with no problem.
I dont want to go below that though...
Thanks for the headsup...
I just found that my believes that C# Threading.Timer is accurate to 1ms is complete BS. Its lowest barrier is around 20ms.
I got multimedia timer wrapper and it does stable 1ms with no problem.
I dont want to go below that though...
Thanks for the headsup...
Windows performance timers are accurate for measuring processes to microseconds. Using NTP to sync System Time with the exchange or Internet Time Servers should get you within +/- 50ms.
Should be fine if your just collecting data to run simulations.
You may need to adjust or throttle your processes if you plan to trade live off the data stream.
This thread is confusing real time feed and order processing versus sequential data feed logging. From your replies seems like you are focused on the latter.
Should be fine if your just collecting data to run simulations.
You may need to adjust or throttle your processes if you plan to trade live off the data stream.
This thread is confusing real time feed and order processing versus sequential data feed logging. From your replies seems like you are focused on the latter.
Quote from maxima120:
PC. I have to admit I didnt take seriously your remark about timers in first place.
I just found that my believes that C# Threading.Timer is accurate to 1ms is complete BS. Its lowest barrier is around 20ms.
I got multimedia timer wrapper and it does stable 1ms with no problem.
I dont want to go below that though...
Thanks for the headsup...
Have not looked at this thread in a few days so I did not see your questions.
Real simple though.....the MAIN reason I have been very interested in TradeVec is the fact that they will be adding CUMULATIVE DELTA volume tools in March. So with TradeVec, I could then have my trade platform and charting all in one package. The second MAIN reason I really like TradeVec is the TWO FEED capability......I could have DTN.IQ feed for my charts (for CLEAN bid/ask data needs) and the TT Fix Adapter feed for my order execution. They do not yet have the capability to connect to DTN.IQ but they are moving forward to add this data vendor in the months ahead.
I am also a good friend of Paul at Vcap Futures who helped with the initial development feedback for the TradeVec platform. Paul is the one who first introduced me to the TradeVec platform and I really like the overall direction this trading software is going. BTW, I have found Paul at Vcap Futures to be one of those few very sharp and excellent at customer service. That is very rare in the trading brokerage world these days and I very much value his information......hope that helps!
