Connecting to 2 data feeds simultaneously

[:::grimReaper:::]

I currently use Zenfire, but I want to make a side-by-side comparison with CQG. Is it possible to run two DOMs and T&S's that run the same instrument, except one is Zenfire data and the other is CQG data.

If not, is there anyway I can run a side-by-side test?

[NinjaTrader_Matthew]

:::grimReaper::: ,

Thank you for your post.

It is not possible to run two versions of NinjaTrader at the same time.

You may want to considering installing one version to a Virtual Machine on the same PC.

[KBJ]

I currently use Zenfire, but I want to make a side-by-side comparison with CQG. Is it possible to run two DOMs and T&S's that run the same instrument, except one is Zenfire data and the other is CQG data.

If not, is there anyway I can run a side-by-side test?

:::grimReaper:::

Here's something you might try (I haven't tried it but it seems logical)...

It would seem like one could use the Instrument manager to add the instrument again with another name, and in the Instrument Editor's Misc tab's Symbol Map omit the instrument's mapping for the first datafeed (thus forcing NinjaTrader to use the second datafeed for the newly created instrument name).

Then connect to both datafeeds from a single running copy of NinjaTrader, making sure you connect to the datafeeds in the correct order (based on how the symbol mappings were created.)

I think I tried something like this at one point for charts when I was first trying CQG and still had Zenfire.

For dual-use of two datafeeds with the SuperDOM, you'd need a Ninja multi-broker license for live trading. However for just looking at the data with just Sim trading I suspect that you couldn't do it with a just a Ninja demo license because if you need two different Sim accounts you need to have a paid-for Ninja license to create an extra (second) Sim account so you could have these two different SuperDOMs running for the two different datafeeds (without trying it again I'm unsure as to whether you could use the same Sim account for instruments that are on two different datafeeds -- Ninja might let you get away with this, but I'd guess otherwise.)

So that's something that might work ... please post back here and let us know if you try it.

[:::grimReaper:::]

Thanks, that's a great idea!

For now, I'll keep things simple and demo CQG's platform and compare the data feeds (I assume they also have T&S). But I'll definitely keep this technique in mind for later.

You mentioned you tried CQG along with Zenfire. Did you do any tests/comparisons? What I plan to do, and what I've done with TT (on Xtrader) vs Zenfire is record both datafeed's T&S, and then replay it in very slow motion (30 times slower), then record the time between seeing two identical orders. Divide this time by 30. Over a very few observations, I found Zenfire is 100-300ms faster than TT.

[KBJ]

You mentioned you tried CQG along with Zenfire. Did you do any tests/comparisons? What I plan to do, and what I've done with TT (on Xtrader) vs Zenfire is record both datafeed's T&S, and then replay it in very slow motion (30 times slower), then record the time between seeing two identical orders. Divide this time by 30. Over a very few observations, I found Zenfire is 100-300ms faster than TT.

Sorry, I didn't do any formal testing as I didn't have time at that point because of unrelated issues we were having.

I assume you're going to do your own recording from an Indicator/Strategy with its own OnMarketData/OnMarketDepth event handlers so you can get the actual number of milliseconds difference in response times and don't run into the limitation where Ninja recorded times are truncated to multiples of 1-second (I'm awaiting 8.0 anxiously for a fix to this but so far without apnea.)

So did the Zenfire data consistently arrive 100-300ms earlier than TT, or was this just a datafeed speed difference that was only noticed occasionally?

If you wouldn't mind posting your results I'd also be interested in what differences you find for Zenfire vs CQG .Thanks in advance.

[hana_maui]

Dear NinjaTrader Support,


I'm not sure if this is the proper place to post but as I cannot open a new thread, I will address my question here.

I trade with IB and want to use Kinetick for futures feeds, and use IB for forex feeds.
Is there any way to do this?

If I connect to Kinetick first then connect to IB, both feeds (futures forex) come from Kinetick. This is not what I want as forex is decentralized so I need to use IB feed.
Could you kindly let me know how I can achieve this?

Thank you.

[:::grimReaper:::]

Sorry, I didn't do any formal testing as I didn't have time at that point because of unrelated issues we were having.

I assume you're going to do your own recording from an Indicator/Strategy with its own OnMarketData/OnMarketDepth event handlers so you can get the actual number of milliseconds difference in response times and don't run into the limitation where Ninja recorded times are truncated to multiples of 1-second (I'm awaiting 8.0 anxiously for a fix to this but so far without apnea.)

So did the Zenfire data consistently arrive 100-300ms earlier than TT, or was this just a datafeed speed difference that was only noticed occasionally?

If you wouldn't mind posting your results I'd also be interested in what differences you find for Zenfire vs CQG .Thanks in advance.

It's difficult to comment on consistency, as TT groups many orders together. But I spent some time looking for unique tape readings (e.g 1 1 3 1) and unique order sizes (27, 36 etc) on both feeds when the market took a few seconds pause. Sample size is not impressive, but I only had the time to look at 4 of these readings and that is what I found. Factoring in the TT+Xtrader expense, I wasn't motivated to do more extensive research. But I look forward to research CQG more seriously. I'm busy atm and don't have a deadline, but I'll definitely keep you updated and may post a youtube video. It may take a month or two.

edit: since there's interest, i might post a youtube video on TT also, but first focus is CQG.

[KBJ]

I trade with IB and want to use Kinetick for futures feeds, and use IB for forex feeds.
Is there any way to do this?

If I connect to Kinetick first then connect to IB, both feeds (futures forex) come from Kinetick. This is not what I want as forex is decentralized so I need to use IB feed.

hana_maui--

See my earlier posting on this thread. Custom instrument definitions which only contain symbol mappings for the provider you actually want to use might work for this.

Maybe someone from NinjaTrader will let us know if this might work.

Good luck.

[hana_maui]

Dear KBJ,


Thank you for your suggestion.

I have tried this, and made forex symbol for IB.
But if I make connection to Kinetick first, it seems like All feeds forex & furures are pulled from Kinetick because it is set in Ninja trader that Kinetick contains both Forex and Futures feed, so they will be pulled from the first connection which is Kinetick and ignore IB.

I might be able to avoid this if I can
1) make new instrument type of say "Forex2" of "Futures2"
and dictate that Kinetick has "Forex" and "Futures" feeds
and IB has "Forex2" and "Futures2" feeds
and make corresponding symbol mapping.

or

2) simply disable Forex feeds from Kinetick.


I don't know how to change this setting, and cannot try.

Thanks.