MB Trading

data feeds & order interfaces discussion

Moderator: moderators

brwkem
rank: 50+ posts
rank: 50+ posts
Posts: 82
Joined: Fri Jun 23, 2006 2:00 pm
Reputation: 0
Gender: None specified

MB Trading

Postby brwkem » Fri Aug 11, 2006 12:51 am

Anyone using MB Trading Brokerage as a data feed for equities and/or eminis?
Was the data ok today and yesterday?

My experiences with the software, so far, have been unpleasant.

Please add www.kreslik.com to your ad blocker white list.
Thank you for your support.

aspTrader
rank: 50+ posts
rank: 50+ posts
Posts: 57
Joined: Fri May 19, 2006 5:05 am
Reputation: 0
Gender: None specified

Postby aspTrader » Fri Aug 11, 2006 11:49 am

Hi,

Experiences with MB brokerage software, MB brokerage interface, NeoTicker?

Not sure which you mean... Maybe all of them.

User avatar
michal.kreslik
rank: 1000+ posts
rank: 1000+ posts
Posts: 1032
Joined: Sat May 13, 2006 2:40 am
Reputation: 0
Location: Monte Carlo, Monaco
Real name: Michal Kreslik
Gender: Male
Contact:

Postby michal.kreslik » Sun Aug 13, 2006 1:46 pm

Hi, brwkem,

my experience with MBTrading/EFX FOREX data feed in Neo is good. The only troubles I am experiencing are bad ticks and nonsensical data during FOREX off-trading time (between Fri/5 pm and Sun/5 pm EST). But this can be cured effectively by setting up appropriate tick filter in Neo.

The day before yesterday a new NeoTicker order server for MBTrading/EFX has been released by TickQuest - maybe you would like to check that new release:

http://newsletter.neoticker.com/?p=258

Michal

User avatar
TheLonelyTrader
rank: <50 posts
rank: <50 posts
Posts: 17
Joined: Fri Mar 09, 2007 11:12 pm
Reputation: 0
Location: Monterey, Cairo, Washington DC
Gender: Male
Contact:

Data backfill and real time feed problems

Postby TheLonelyTrader » Mon Mar 19, 2007 1:21 am

Hi all,

I'm having horrible problems getting clean, accurate data with FX. The backfill from NT is awefull, full of holes and sometimes as much as an entire handle off the mark. The real time feed is not properly updating, depsite following instructions to the letter in the help files.

Is there any central file with good documentation on getting good data backfill and a good broker feed?

Sincerely frustrated...and NT folks are not being very helpful. They are running me around in circles with the instructions that I have already followed...

Any insight / ideas would be appreciated.

User avatar
TheLonelyTrader
rank: <50 posts
rank: <50 posts
Posts: 17
Joined: Fri Mar 09, 2007 11:12 pm
Reputation: 0
Location: Monterey, Cairo, Washington DC
Gender: Male
Contact:

Postby TheLonelyTrader » Mon Mar 19, 2007 3:12 am

michal.kreslik wrote:The only troubles I am experiencing are bad ticks and nonsensical data during FOREX off-trading time (between Fri/5 pm and Sun/5 pm EST). But this can be cured effectively by setting up appropriate tick filter in Neo.


Michal, tried different variations on the tick filter and it didn't work. How did you set yours up?

The Friday 16 March close is all over the map, with some pairs closing properly and other closing as much as 100 pips off of the real close.

J

Please add www.kreslik.com to your ad blocker white list.
Thank you for your support.

User avatar
trader_hal
rank: <50 posts
rank: <50 posts
Posts: 34
Joined: Sat Aug 19, 2006 11:03 am
Reputation: 0
Location: Los Angeles
Real name: Bharat Bhardwaj
Gender: Male
Contact:

Postby trader_hal » Tue Apr 03, 2007 8:42 am

Hi Lonely,
I am having the same trouble. The data is HORRIBLE. I have to get TS just to get clean data.

The tick filter does nothing at all. The time settings have cured the weekend gap issue somewhat, but its still VERY VERY horrible data.

User avatar
trader_hal
rank: <50 posts
rank: <50 posts
Posts: 34
Joined: Sat Aug 19, 2006 11:03 am
Reputation: 0
Location: Los Angeles
Real name: Bharat Bhardwaj
Gender: Male
Contact:

screenshot examples

Postby trader_hal » Tue Apr 03, 2007 8:44 am



that long line is not a weekend trade.. there are hundreds like this, and lots of holes....... no one has addressed this long standing issue.

User avatar
michal.kreslik
rank: 1000+ posts
rank: 1000+ posts
Posts: 1032
Joined: Sat May 13, 2006 2:40 am
Reputation: 0
Location: Monte Carlo, Monaco
Real name: Michal Kreslik
Gender: Male
Contact:

Postby michal.kreslik » Tue Apr 03, 2007 8:49 am

Unfortunately, EFX data is not good at all as I stated before.

I'm using my own SQL database with over 260 million+ clean ticks in it for this purpose.

When I got some more time for this, I'm going to develop some cunning tick filter for EFX data based on FPI rings. I'm going to publish it here.

Michal

User avatar
trader_hal
rank: <50 posts
rank: <50 posts
Posts: 34
Joined: Sat Aug 19, 2006 11:03 am
Reputation: 0
Location: Los Angeles
Real name: Bharat Bhardwaj
Gender: Male
Contact:

Postby trader_hal » Tue Apr 03, 2007 8:51 am

hi michal, can you share any stored procs or any other scripts for me to clean data ? is the best way Tradestation only? .. how does this affect live trading algorithm calculations?

User avatar
michal.kreslik
rank: 1000+ posts
rank: 1000+ posts
Posts: 1032
Joined: Sat May 13, 2006 2:40 am
Reputation: 0
Location: Monte Carlo, Monaco
Real name: Michal Kreslik
Gender: Male
Contact:

Postby michal.kreslik » Tue Apr 03, 2007 9:45 am

Hi, trader_hal,

it's quite a complex procedure that involves C# and SQL code. I'd be happy to share that, but the entire structure with data's got 60GBs.

Michal

Please add www.kreslik.com to your ad blocker white list.
Thank you for your support.


Return to “NeoTicker data feeds & order interfaces”