I think this is really a big issue because indicators as Gom package won´t work tactically with filtered data.
I´m wondering if level2 data are prefiltered too?!?!??!?
I think here is a clear statement of Zenfire and Ninjatrader needed because I know lots of traders using jtRealstats to follow market depth almost realtime.
Zenfire promises unfiltered price data - bid / ask are price data, too. So they don´t deliver (cia NT) what they promise - see here http://www.zen-fire.com/pages/advant...dvantages.html
Sorry - I´m really angry. If this issue isn´t solved very soon NT / Mirus / Zenfire can be sure that there will come a avalanche on them.
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