ZenFire Data Feed IB / Ninja

I tried the Zen-Fire demo with NinjaTrader and noticed that I don't have any historical intraday data. The data only starts recording after I started NinjaTrader. Before that, I don't have any data. Is this normal? Do I have to subscribe to another data vendor for the historical data?

Kind regards,

Tom
 
Bad setup ;) Check your connection parameters - there is a little checkbox to use this connection to get historical data ;) If you did not tick that / ticked it off.... it wont load historical data from the NT servers.
 
I looked at my connection setup again, and I have historical data enabled. So it should be working. Is it working for you?

Kind regards,

Tom
 
Hi everyone,
I browsed this forum and Internet but I couldn't find a clear answer to my question: can I have a data feed from zen-fire (or rhitmic or whatever) WITHOUT any additional software?
Best thing would be to connect through an IP socket to their data server and receive compressed tick by tick data in my program.
It seems data vendors don't want to allow direct connections to their servers. In this case I think I should use an API: what pieces of software should I install? Only a DLL, I hope...
Am I missing something?
Thanks for any help
 
Zen-Fire has two API's, no direct socket connetion as their protocol is a little too complicated under the hood:

* You can use the Zen-Fire API which is mostly a little less powerfull than the one below. .NET assembly, native components. One dll, 3 certificate files, some supporting dll's.
* You can use the more powerfull Rithmic API. C++ lib files for compiling into C++, 3 certificates, some supporting assemblies.

I personally use the Rithmic API.
 
Thank you, NetTecture.
I don't want .NET because of speed and resource wasting, I prefer old VB6 coupled with Assembly to best deal with fast market unfiltered quotes.
According to what you say, the only option is Rihtmic API (I should be able to call them from machine code or VB6, right?).
Another concern would be data server location: I live in Italy and I'd like a server near me (in Europe, at least), especially for EUREX quotes: ping to Switzerland is 25ms, to USA is 125ms. Do they backup servers in various countries?
If you have some www links or e-mail contacts to best get this information, I can avoid bother the forum.

Thank you again
 
THis is nuts. Seriously. .NET wastage is low and speed is terrific compared to something like VB6. Good enough that one simply does not need lower level langauges for something like trading.

Plus, .NET allows you to mix in C++ code as you wish (which in term allows mixing in assembler), for a perfect mixed model. Seriously, your optimizations are totally wrong here. I have done tests with dozens of instruments (heck, even getting tick data for the complete CME - trades, best bid, best ask - and my c# code did not even get into sweating ther. This is a couple of tens of thousands of messages per second. ONLY. No freaking need to go assembler for something that low volume ;) Plus, with all respect, given the complexitiy of assembler these days, I doubt you do a decent job compared to a C++ compiler ;)

Rithmic you can call from any C/C++ compiler. NO assmebler code, No Vb6 - unless you want to do the linking yourself of have an assembler capable of linking in .lib files. The rithmic core API are .lib files for the C++ linker. Header files are C++ syntax. They decided not to provide dll's. Zen-Fire uses those .,lib files and some C++/CLI code to create .NET objects (exposing not all of the RIthmic API and some additional stuff that at least I can live without). The RIthmic support assemblies basically do stuff like compression that RIthmic uses themselves.

Zen-Fire to my knowledge is in the US - I have the location here somewhere. So, all traffic will route to the US and back. You can rent server space in the US to cut that in half, IF it makes a difference for you (which heavily depends on algos - I am perfectly fine with even a 1 second delay, as I trade possibly not in the second range). For european direct access I am simply not sure how to do that with them - I dont think their system is geographically dispersed.
 
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