ZenFire Data Feed IB / Ninja
- Thread starter digdeep
- Start date
Just had another Tradestation freeze this evening . . no charts. Three hours later and still no change after posting on support forum. Great support . . not!
Finally, gettting fedup with TS and switching to Mirus/Zen-Fire this week. Ninja Chart Trader is far superior to TS Matrix which is a generation behind . . can't even setup a OCO template on the dated TS platform.
Originally, demo'd Ninja with TS datafeed . . now using Mirus demo with Zen-Fire . . convinced me to move away from TS.
NT charts are far inferior to TS charts but add-ons help. Hopefully, I can xfer EL to Ninjascript.
Finally, gettting fedup with TS and switching to Mirus/Zen-Fire this week. Ninja Chart Trader is far superior to TS Matrix which is a generation behind . . can't even setup a OCO template on the dated TS platform.
Originally, demo'd Ninja with TS datafeed . . now using Mirus demo with Zen-Fire . . convinced me to move away from TS.
NT charts are far inferior to TS charts but add-ons help. Hopefully, I can xfer EL to Ninjascript.
OK, but I have an IB account and want to keep it. I am using Ninja Trader 6.5 with (Piece of s...) TWS. IB feed may ultimately prove to be fine for my needs (Stocks, Futures and Commodities daytrading, want to leave the Forex door open as well). I want to use a different primary data feed instead of IBs, or another feed to back up IBs. I am using NT because I like the DOM and find it supports good trader habits (stops programmmable and auto entered). I will soon be a paid user (decision is whether to lease or buy). now I need to know what feed to get. I don't mind paying for data, but don't really think the Esignal price is a good value. Looking for suggestions. I guess Zenfire is not available through IB
Some background info, guys:
* Zen-FIre does not exist
Well, they do, but basically they wrap another technology provided by Rithmic. They seem to add a MINOR side function (getting a list of valid exchanges from their API - RIthmic assumes you know that), but all else is Rithmic. Proove? Hm, get your hands to the Rithmic API, the Zen-Fire access parameters and be happy using the Zen-Fire system with - the Rithmic API
* Rithmic is a high end system. A lot higher end than you see when you connect to Zen-Fire using either Ninja (which, incidentally, bypasses (!) the Zen-Fire API and uses the Rithmic API as it seems) or the official Zen-Fire API. Features missing (but they do work when you access them via the Rithmic API) are Microsecond timestamp (resolution 1/1.000.000) while NInja exposes only second, Subscription to complete exchange feeds with sone command (fun getting trades for about 400.000 symbols on CME alone - if you can handle that) and some more things.
* Generally, if you have feed problems with Zen-Fire and ask around, it is mostly people using it with Ninja and Ninja crapping out. Could experience that myself on a couple of occasions myself and with one another trader in my office. NInja has serious problems with fas feeds and SOME setups (T&S for example, in REAL time, they are slow to redraw, so in a fast market they start falling behind - but they offer "timed" updates there, where the T&S redrws only x times per second) or indicators - the application in the front end seems to be single threaded, which means it is prone to slow down if indicators etc. do a lot. Most end users will blame that on Zen-Fire, not realizing it is simply a terribly written front end. Many more advanced NInja users... hope they FINALLY get their act together with Ninja Trader 7.
I am trying to take Zen-Fire to the limits at the moment (well, actually RIthmic) and while we DID discover some problems with AMD processors (pending investigation - basically I get a CPU core maxing out taking the complete CME feed with all bid ask, on an Opteron 2378, while a stupid Pentium 4 can handle it with 75% cpu load - seems some code paths are bad, possibly in some third party library they use (openssl or zlib), in general it is a tremendous feed that the zen-fire / ninja combination does not even start tackling.
* Zen-FIre does not exist
Well, they do, but basically they wrap another technology provided by Rithmic. They seem to add a MINOR side function (getting a list of valid exchanges from their API - RIthmic assumes you know that), but all else is Rithmic. Proove? Hm, get your hands to the Rithmic API, the Zen-Fire access parameters and be happy using the Zen-Fire system with - the Rithmic API * Rithmic is a high end system. A lot higher end than you see when you connect to Zen-Fire using either Ninja (which, incidentally, bypasses (!) the Zen-Fire API and uses the Rithmic API as it seems) or the official Zen-Fire API. Features missing (but they do work when you access them via the Rithmic API) are Microsecond timestamp (resolution 1/1.000.000) while NInja exposes only second, Subscription to complete exchange feeds with sone command (fun getting trades for about 400.000 symbols on CME alone - if you can handle that) and some more things.
* Generally, if you have feed problems with Zen-Fire and ask around, it is mostly people using it with Ninja and Ninja crapping out. Could experience that myself on a couple of occasions myself and with one another trader in my office. NInja has serious problems with fas feeds and SOME setups (T&S for example, in REAL time, they are slow to redraw, so in a fast market they start falling behind - but they offer "timed" updates there, where the T&S redrws only x times per second) or indicators - the application in the front end seems to be single threaded, which means it is prone to slow down if indicators etc. do a lot. Most end users will blame that on Zen-Fire, not realizing it is simply a terribly written front end. Many more advanced NInja users... hope they FINALLY get their act together with Ninja Trader 7.
I am trying to take Zen-Fire to the limits at the moment (well, actually RIthmic) and while we DID discover some problems with AMD processors (pending investigation - basically I get a CPU core maxing out taking the complete CME feed with all bid ask, on an Opteron 2378, while a stupid Pentium 4 can handle it with 75% cpu load - seems some code paths are bad, possibly in some third party library they use (openssl or zlib), in general it is a tremendous feed that the zen-fire / ninja combination does not even start tackling.
I can confirm this 100%, Zen fire craps out under fast market. Could be casue the owners are too damn cheap to get some real hardware to run their own technology or its just crap.
For me any delay or lag at any time is unacceptable.
Also ninja is pure garbage and I would never touch it or recommend it to anyone. Its cheap yes, but in life you get what you pay for. I have document ed some incredible bugs in Ninja in terms of performance both on the execution and data. Add to that all the crashes etc etc etc Dont get me started please.
TTs feed is best in terms of latency and reliability and i use it every day on 6 machines. Not a big fan of XTrader itself but I make it work.
I've probably done 3000-5000 entirely automated (hands-off) trades through Ninja this year. I've used TDA, IB, ZenFire, Patsystems, and now Rithmic directly (new offering available from Vision Financial).
First off, Ninja does have bugs. I have found a few backtesting bugs, and a few race conditions during live trading (one fixed, one no one's looking at). There are also seems to be a few different adapter bugs for each of the brokers I've dealt with. I also don't use Ninja's stop/target loss functionality.. I also don't use its position tracking, now that I think about it.
But there's no doubt in my mind that the good out-weigh the bad. For what I'm doing (which is not hair-trigger scalping), Ninja is the best platform I've seen. 99.99% of trades (sometimes up to 5 trades placed within 1-2 seconds) are going through perfectly and reliably. I can leave Ninja running my strategy continuously for days at a time. The backtesting tools are very important to what I'm doing.
I've used TradeStation, Wealth Lab Pro, and played briefly with OpenQuant... and Ninja is still my top choice, at least as of this moment.
There are still a lot of things about Ninja that I'd like to change. But NinjaTrader has already paid back my multi-broker, lifetime license many, many times over.
Oh, I love Rithmic (through Vision) and ZenFire. VASTLY superior to Pats. I simulate stops (ie: no stop order), and the slippage I get even in a fast moving market is pretty impressive.
First off, Ninja does have bugs. I have found a few backtesting bugs, and a few race conditions during live trading (one fixed, one no one's looking at). There are also seems to be a few different adapter bugs for each of the brokers I've dealt with. I also don't use Ninja's stop/target loss functionality.. I also don't use its position tracking, now that I think about it.
But there's no doubt in my mind that the good out-weigh the bad. For what I'm doing (which is not hair-trigger scalping), Ninja is the best platform I've seen. 99.99% of trades (sometimes up to 5 trades placed within 1-2 seconds) are going through perfectly and reliably. I can leave Ninja running my strategy continuously for days at a time. The backtesting tools are very important to what I'm doing.
I've used TradeStation, Wealth Lab Pro, and played briefly with OpenQuant... and Ninja is still my top choice, at least as of this moment.
There are still a lot of things about Ninja that I'd like to change. But NinjaTrader has already paid back my multi-broker, lifetime license many, many times over.
Oh, I love Rithmic (through Vision) and ZenFire. VASTLY superior to Pats. I simulate stops (ie: no stop order), and the slippage I get even in a fast moving market is pretty impressive.