Ninja + Zenfire vs Ninja + TT feed

I'd like to develop an scalping ATS in XTAPI using C# but I understand that I would have to pay XTRADER PRO fees every month to TT or broker to do this.

The alternative is to develop the ATS in Ninjatrader for much smaller monthly fees, and then when/if strategy works well and needs more speed/reliability for execution (if that is the case) then translating it to XTAPI to achieve the slightly more reliable execution/speed should not be a huge project.

Is there a more economical way to develop ATS in XTAPI/XTRADER PRO without paying the relatively large monthly licensing fees?. I'd definitely go that way instead if that were the case.

Thanks.

JW
 
Anyone can tell what TT brokers have smaller coalsecing of the datafeed?

I am in process of opening an account with Global Futures / RCG clearing. They have smallest commissions but now I am having doubts...

I just read on Ninja forum that TT brokers set coalescing of datafeed to 100 ms by default (or may be even more)...

Is there any information available on what coalescing used by what broker?

I am certainly going to call them first thing on Monday but I need some over options if it turns they have 100ms or more.
 
Quote from maxima120:

Global Futures / RCG clearing. They have smallest commissions
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Sorry for being of topic.

How small are those commissions and what are the requirements ? (account size,minimum # of contracts)
 
all is on their website. they dont hide it in hope to screw people.

RT is 3.2 and min acc is 5000. no min usage. all is good... the only coalescing is really bothering me.

I dont want to pay $650 a month for 100ms delayed data... I already have it for free! :)
 
Quote from maxima120:

Anyone can tell what TT brokers have smaller coalsecing of the datafeed?

I am in process of opening an account with Global Futures / RCG clearing. They have smallest commissions but now I am having doubts...

I just read on Ninja forum that TT brokers set coalescing of datafeed to 100 ms by default (or may be even more)...

Is there any information available on what coalescing used by what broker?

I am certainly going to call them first thing on Monday but I need some over options if it turns they have 100ms or more.
More...

Keep us posted; I think you have to ask each broker this technical detail; I would not bet that the answer is so easy to obtain...
 
Quote from Whisky:

I'd like to develop an scalping ATS in XTAPI using C# but I understand that I would have to pay XTRADER PRO fees every month to TT or broker to do this.

The alternative is to develop the ATS in Ninjatrader for much smaller monthly fees, and then when/if strategy works well and needs more speed/reliability for execution (if that is the case) then translating it to XTAPI to achieve the slightly more reliable execution/speed should not be a huge project.

Is there a more economical way to develop ATS in XTAPI/XTRADER PRO without paying the relatively large monthly licensing fees?. I'd definitely go that way instead if that were the case.

Thanks.

JW
More...


An alternative is to develop directly for FIX engine. Then you don't have to pay for the platform. IMHO X-Trader uses FIX to communicate with the server.
 
Quote from RedRat:

An alternative is to develop directly for FIX engine. Then you don't have to pay for the platform. IMHO X-Trader uses FIX to communicate with the server.
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This sounds nice.

Do you know of any open source projects that actually do this with a simple system? (breakeven or small losing system is ok).

More interested in the mechanics than in the profitability of what is coded, to have someone take a look at it?.

This would bypass X-Trader completely, and in theory could be faster/more robust, with only the decision logic and the order manager. Less pieces to screw up. Is this correct in your opinion?.
 
Quote from RedRat:

An alternative is to develop directly for FIX engine. Then you don't have to pay for the platform. IMHO X-Trader uses FIX to communicate with the server.
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I'm not so sure that X_Trader uses the same Fix to communicate with the Guardian servers; probably it's more about XTAPI channel.

However the recent TT Fix 'fixed' several issues, one of them is the following :

1.3.1 Fixed an issue that could cause the TT FIX Adapter not to deliver all LTP/LTQ updates when TT Gateway coalescing is enabled. (Ref 113972)

(excerpt from FIX Adapter 7.4.3.1p103: Product Release Notice)

this should increase the integrity of the feed.
 
There are no limits NinjaTrader places on the # of DOMS you have have open simultaneously. Any limitations if any would be from the data source.
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Now that is a really good joke.

You mean, no limits outside just crashing due to bad programming, single threaded and overloading your system?

Seriously ;)

I have been getting the limits of the pure RIthmic API (on AMD - not a problem on Intel) when asking for the complete 400.000 ca symbol feed they have for CME alone. THAT is "no limit".

The NInja limit is LOW. I would say MOST likely you can not put in more than 10 or 20 symbols in anything more than a market overview before it starts falling behind in fast markets. We have problems at times with only es, ym and fdax on some workstations ;) Problem mostly is: all running in one thread, including all indicators. One gets overloaded, there goes your application.

So, yes, i theory no limit. Practically you are dead pretty much immediately ;)
 
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