Does anyone have any suggestions for a tick by tick data service provider?
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NinjaTrader
Tick by Tick data feed for auto trading?
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Tick by Tick data feed for auto trading?
I am assuming that auto trading would be better if we could get true tick by tick data feed where. If the data is received tick by tick and displayed tick by tick that should minimize those big candles that just jump up all the time(I am hoping anyway).
Does anyone have any suggestions for a tick by tick data service provider?Tags: None
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Bob, I am not aware of any data provider that isn't tick by tick (other than IB, which sends roughly 6 snapshots of each instrument per second - close enough to tick by tick). If you wish to view/analyze each tick as it arrives, please set CalculateOnBarClose = false, and then OnBarUpdate() will be called for each tick instead for each bar.
What data provider are you using?AustinNinjaTrader Customer Service
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If they are all tick by tick then it must be the charting software that packages individual trades into a larger block?
I am thinking that if you are autotrading, using tick charts, you want the data delivered tick by tick and you want the charting software to plot it tick by tick. Is that possible.
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Bob, can you please clarify? What do you mean by the charting software packages trades into a larger block?
NinjaTrader will get each tick individually, run all the calculations on each tick, but the chart update is limited to no more than 10 updates per second (0.1 second update interval). You can change this update interval by right-clicking on a chart -> properties -> Display update interval.AustinNinjaTrader Customer Service
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