Kinetick - A new Market Data Feed Service for NinjaTrader

[ZTR]

I was told I am limited in what I can check. Can you provide a list of futures contracts I can access?

I am looking at the difference between Kinetick and ZenFire with ladder charts, specifically the volume in each rung (buy & sell) Cumulative Delta and Buying and Selling pressure boxes. Will be comparing with others on BigMike's using different data feeds.

[javaj]

I am not getting any updated data for ^XAU in the market analyzer.

I get a last price in the market analyzer when I first connect, but I don't receive any updates no matter how long I stay connected. All other symbols are fine.

[NinjaTrader_Ray]

Originally Posted by ZTrade101

I was told I am limited in what I can check. Can you provide a list of futures contracts I can access?

I am looking at the difference between Kinetick and ZenFire with ladder charts, specifically the volume in each rung (buy & sell) Cumulative Delta and Buying and Selling pressure boxes. Will be comparing with others on BigMike's using different data feeds.

For the beta program

- US Equities
- CME E-minis

[NinjaTrader_Ray]

Originally Posted by javaj

I am not getting any updated data for ^XAU in the market analyzer.

I get a last price in the market analyzer when I first connect, but I don't receive any updates no matter how long I stay connected. All other symbols are fine.

Is this in the beta program? If yes, please send email to support [at] kinetick (com).

Thanks

[javaj]

Yes it is. I'll send one off.

[Harry]

Just tested the the Kinetick data feed for real-time data. I used single contract months, merge policy MergeBackAdjusted. ETH session templates.

CME currency futures -> no market depth available, false phantom bar on chart

CME interest futures -> no market depth availbale

EUREX index and interest futures -> no market depth available, false phantom bar on chart

NYBOT (TF and DX) -> no market depth available, false phantom bar on chart

NYMEX (CL, GC, SI, HG) -> no real-time data displayed on DOM

FOREX -> no real-time data displayed on DOM or FX pro window.


Actually the only contracts that were handled correctly are CME US Index Futures, which includes ES, NQ and YM. For these contracts it looks like a fast and unfiltered feed as promised. For all other contracts the feed is still unusable.

[ZTR]

Why was it decided not to let us test the full capacity?

[NinjaTrader_Ray]

Harry,
Your observations are correct. CME Index Futures are the only ones that should work.

ZTrade101,
We do have to pay for exchange fees during the testing and enabling everything is very expensive. We decided to enable those markets that most of our users trade.

[ZTR]

Eventually these will be part of the price structure? Can I pay for CL & 6e?

I am working with TimmyB on BigMike's to get GOM data refreshed each evening and wanted to compare ZenFire with Kinetick. He is doing other feeds.

[NinjaTrader_Ray]

Originally Posted by ZTrade101

Eventually these will be part of the price structure? Can I pay for CL & 6e?

I am working with TimmyB on BigMike's to get GOM data refreshed each evening and wanted to compare ZenFire with Kinetick. He is doing other feeds.

Yes, these markets will be available. Unfortunately, we are not set up to take payments just quite yet.

On another item, what exactly are you guys doing with this GOM data? You can send me email privately.

[Harry]

If I look at historical data of Kinetick, there are holes in the charts that appear at random fashion. I had hoped that NinjaTrader only has problems correctly loading data from Interactive Brokers, but it is the same with Kinetick data. It is near impossible to get charts without holes. I think the whole timezone/session logic of NinjaTrader is flawed, because there are holes on rollover day, other holes for FOREX, so often I am thinking it is a Swiss cheese. I am disappointed with this, because loading data correctly into a database is really the basic stuff.

Example ES 09-10 with Kinetick. Chart uses CME US Index Futures session template. Reloading the entire chart solved the problem, but produced a hole elsewhere at the same time of the day. Same for YM and NQ, holes appearing.

Edit: The database contains no data for today between 0:00 CET (system time) and 0:00 Eastern Time. When reloading data is displayed on the chart, but still not wirtten to the database. To produce this, obviously system time must be set to CET.

Edit2: When loading the data via the historical data manger, it works correctly. Data is loaded into the database. If I open a chart afterwards this triggers the reloading of the last day, and the data from 0:00 to 6:00 that has been loaded by the data manager is deleted! Very strange.

[NinjaTrader_Josh]

I am not seeing your behavior even on CET time zone. Please be sure you aren't just switching timezones on your computer without deleting your old data to ensure all data you are viewing is loaded in the correct time zone.

Attached is a clean chart as loaded from blank workspace. Full data is available.

[Harry]

Did not change my timezone. Simply updated data. Get holes on all instruments. Always 0:00 to 6:00, data loading via chart deletes data previously loaded to data base. I am starting being highly frustrated, as NinjaTrader produces ever more holes and there is no end to this.

I now connected my laptop to Kinetick feed, first time I use it today, and the only thing I needed to do was to connect the workspace. It is a different PC, a different workspace, but you can see it is the same 6.hour hole. So this is 100% reproducible, different PCs, different workspaces and charts, always 6-hour holes. Data in the database only starts at 6:01 CET,

Originally Posted by NinjaTrader_Josh

I am not seeing your behavior even on CET time zone. Please be sure you aren't just switching timezones on your computer without deleting your old data to ensure all data you are viewing is loaded in the correct time zone.

Attached is a clean chart as loaded from blank workspace. Full data is available.

[NinjaTrader_Josh]

I suggest you try deleting all your data completely for a test instrument and then try pulling up a chart again for that instrument. Unfortunately I am unable to produce any gaps for any instruments I have tried.

ES 09-10, NQ 09-10, YM 09-10 all work with no gaps between 00:00 to 06:00.

[Harry]

If delete all data in the data base and reload, it works.

The problem only occurs, if the data base has data until yesterday. So to reproduce try this:

(1) Delete all data for ES
(2) load 65 days of minute data via a 15 min chart -> now all data shown
(3) disconnect
(4) toggle chart to another instrument
(5) delete minute data of June 14 for ES 09-10 via Historical Data Manager
(6) toggle back to ES 09-10 -> no data for June 14
(7) connect to Kinetick
(8) change chart period from 15 min to 30 min
(9) edit data via data manager to check data prior to 6:00

I could reproduce it this way.

Originally Posted by NinjaTrader_Josh

I suggest you try deleting all your data completely for a test instrument and then try pulling up a chart again for that instrument. Unfortunately I am unable to produce any gaps for any instruments I have tried.

ES 09-10, NQ 09-10, YM 09-10 all work with no gaps between 00:00 to 06:00.