MicroTrendsLtd / NinjaTrader8

NinjaTrader8 Components Strategies and Trading tools
MIT License
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Super Fast Data.... #14

Closed MicroTrendsTom closed 3 years ago

MicroTrendsTom commented 3 years ago

by the time we get data from CQG or TT a DMA setup can see the real date at the exchange and read the last from those datafeeds and so effective have a datafeed arbitrage....

CQG/TT is filtered shared global technology.... only the very fastest FGPA setups can hanlde all teh data thrown out by the exchange... CQG/TT filter it and aggregate and send it to NT8 etc... by that time it might as well be 1 yaer old that is why i don't pay much credence to order flow retail traders - price is ok for me though

During fast markets CQG and TT can even slow down... or overwhelm NT8 - "render delay" i call it data lag as it also occurs with no chart....

point being you will never get the real data... unless you are dma or like this offering https://www.onixs.biz/cme-mdp-3-0-market-data-handler.html

they also do a Fix for TT - so you can save about 1mil on your setup of DMA - ie no need ;-) https://www.onixs.biz/tt-7x.html its only 10K per annum

so you combine those 2 offering and proximity locate and now you are really flying.... and for an incredible low cost for all that....