Multicharts and Zenfire

Questions about MultiCharts and user contributed studies.
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tucciotrader
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Multicharts and Zenfire

Postby tucciotrader » 31 Jul 2010

I have a trial version of Multicharts 5.5 I'd like to have a go at Zenfire before purchasing them both. Can it actually be done? I've read up on Zenfire and found out that it covers Eurex and Cme markets (my goal) by providing unfiltered tick datas. Do I need any third part software to make them work togheter?

thanks ever so much

(NB: do you know how much it is Zenfire on a monthly basis about?)

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tucciotrader
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Re: Multicharts and Zenfire

Postby tucciotrader » 01 Aug 2010

So I went on the ZenFire website to sign up for a demo with NT. I was given a license key to run the software as a trial and a user-pass to connect to ZenFire I guess...do you think I can use that user-pass to connect Multicharts to Zenfire in trial mode??

thanks

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Dave Masalov
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Re: Multicharts and Zenfire

Postby Dave Masalov » 02 Aug 2010

Dear tucciotrader,

If you can use this user name/password to login into Rithmic Trader (which is Zenfire application), then it can be used in MultiCharts.

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tucciotrader
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Re: Multicharts and Zenfire

Postby tucciotrader » 02 Aug 2010

t's working great!!!!! I can get real time: FESX0910, FDAX0910, 6EU0 and ESU0 !!! the only thing is I don't get history data...and my indicators don't get plotted because they need some history....Do Zenfire provide at least 5/10 days of historical data? if so, what did I do wrong?? (indicators don't work with 1 day data)

thanks

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Re: Multicharts and Zenfire

Postby tradersheldon » 02 Aug 2010

I have been using multicharts and zenfire for about three weeks.
Works great! You just need to make sure that you have the symbols setup properly. Otherwise you will have the CME rejecting your orders. (NOT fun).

Does someone have a list of the major traded future contracts and the proper symbol for multicharts/zenfire? I have been just trading ESU0. Need to setup Russell 2000, etc.
Thanks,
Sheldon

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tucciotrader
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Re: Multicharts and Zenfire

Postby tucciotrader » 02 Aug 2010

I found this: http://www.linnsoft.com/symbols/index.htm

Also, I sent an email to MirusFutures about their brokerage service with NinjaTrade + ZenFire + Multicharts...this is what I got as a reply:
Hi TuccioTrader,

With a live account at Mirus, you would be able to establish two Zen-Fire
connections at one time. Historical data using Multi-Charts may not be
available the same way it is with NT.
You may want to contact
Multi-Charts to find out exactly what they provide in terms of historical
data, or a data vendor like DTN.IQ or Barcharts to see what kind of data
they will be able to provide.


Mirus will be able to provide an account that you may fund in EUR. Through
this type of account, you will be able to trade on all exchanges that we
offer including the CME.

You will be required to fill out a W8-BEN form which will alert our
government that you are not a US Citizen and therefore not subject to our
tax laws, but instead, the laws of your own government.

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tucciotrader
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Re: Multicharts and Zenfire

Postby tucciotrader » 02 Aug 2010

ok, my wonder is: what if i exporta data I got from ZenFire today and the reuse it tomorrow to build my historical data???

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Re: Multicharts and Zenfire

Postby tradersheldon » 03 Aug 2010

If you leave multicharts open, it will collect tick data from zenfire and keeping adding to database in quotemanager. It will fixing any holes in the tick data for that current day only (tick data is saved on zenfire server for that day only). I am using quotemanager as my database. I imported three years worth of tick data from tickdata.com straight into quotemanager. If I am missing in historical tick data, I get it from TS. I have found that NT does not keep correct tick order (I have compared it line by line to tickdata.com and TS). The way to get data from TS is to first load proper chart in TS, then add that symbol to QM. Sometimes I have to reload chart (cntrl R) to get everything to load properly. Then simply go into Quotemanager under the TS symbol and export the data that you need.
Sheldon

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tucciotrader
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Re: Multicharts and Zenfire

Postby tucciotrader » 04 Aug 2010

The thing is, I am not getting any backfilling either! Please have a look at the image I attached: I started Multicharts early this morning from 8am to 10am to cacht up with the eurostoxx50 future, I re-started Multicharts at 7pm and all the ticks were missing from 10am onwards!!

As for the symbols, those are what I have found so far:

6BUO British Pound Futures - Globex (CME)
6EU0 Euro Futures - Globex (CME)
CLU0 Light Crude Oil (NYMEX)
ESU0 E-mini S&P 500 (CME)
FDAX0910 Dax Future (EUREX)
FESX0910 Eurostoxx50 Future (EUREX)
GCU0 GOLD (NYMEX)
GEU0 Eurodollar Futures - Globex (CME)
NKDU0 Nikkei 225 Futures - Globex (CME)
NQU0 E-mini Nasdaq 100 (CME)
YMU0 mini-sized Dow Jones Industriala Avg. $5 (CME)
ZBU0 30 Yr. U.S. Treasury Bonds - Futures (CME)
ZNU0 10 Yr. U.S. Treasury Bonds - Futures (CME)

I am going to inquiry MirusFuture in order to abotain more of them...
Attachments
backfilling.PNG
(19.27 KiB) Downloaded 1065 times

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tucciotrader
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Re: Multicharts and Zenfire

Postby tucciotrader » 05 Aug 2010

I got this as a reply concerning the backfilling issue:
Hi TuccioTrader,

Multi charts does not back fill Zen Fire data. The NT platform
does store and back fill data to the platform. To get data to fill on Multi
Charts you must leave it connected...

Chris Barnes
Mirus Futures

Tresor
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Re: Multicharts and Zenfire

Postby Tresor » 05 Aug 2010

Tucciotrader,

Unless you are a heavy scalper, you need a data feed that backfills. Zen-fire is of no use for you. Your options are:

1. Paid data feed: the best data feed for retail traders is IQ Feed - no tick filtering, perfect backfill.

MC is one of many ''certified'' platforms that entitles you to a CME Exchange Fee Waiver (you will also need to open an account in 1 of 14 ''certified'' brokers; my recommendation goes to Velocity) : http://www.iqfeed.net/index.cfm?display ... =feewaiver

Use this calculator to compute the monthly fee: http://www.iqfeed.net/calculator/calcul ... nerid=4012

2. Interactive Brokers - free data feed (you don't pay for it) - medium quality data and a good broker.

3. Open E Cry - a very bad data feed (filtered ticks, incorrect volume, problems with backfill from time to time), but you don't pay for it. This is a medium quality broker with a very good execution platform, but the data feed is terrible.

4. Zen-Fire - filtered ticks, no backfill - not for you.

You will waste your time looking for anything else.

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tucciotrader
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Re: Multicharts and Zenfire

Postby tucciotrader » 05 Aug 2010

Well, I am going to be an heavy scalper sooner. I just need intraday tick-by-tick data, that's it! Also, NT keeps up lovely with ZenFire while Multicharts does not backfill, but otherwise is fine. I am going to deal with futures as Eurostoxx50(FESX) and E-mini S&P500(ES) mostly. MirusFutures as a brokerage provides me with really good fees for intraday trading! Also, by opening a live account with MirusFutures(IB) thru the Rosenthal Collins Group(FCM) my money is held in BofA in London (I'm in Italy). The thing is, I have plenty of trading systems in Multicharts (dealing with intraday ticks) I may not want to move to NT. I am running into many people claiming ZenFire does filter ticks...I still have no proof of that!

Best Regards,

Tresor
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Re: Multicharts and Zenfire

Postby Tresor » 05 Aug 2010

I am going to deal with futures as Eurostoxx50(FESX) .... I am running into many people claiming ZenFire does filter ticks...I still have no proof of that!
1. Wake up early before Eurex opens
2. Launch MC and wait for FESX to start (do not shut MC before 10.15 p.m.)
3. Make sure you have FESX plotted (i) on the resolutions you want and (ii) on 1D resolution.
4. Check this website from time to time: http://www.eurexchange.com/index.html (10 or 15 minutes delayed volume for FESX)
5. On 10 p.m. check the volume on 1D resolution for FESX on your MC
6. On 10.15 p.m. refresh http://www.eurexchange.com/index.html and see the daily volume for FESX under ''Contracts'' column.
7. Compare (i) the volume on 1D FESX in your MC with (ii) the volume reported on the website. The volume on the website will be the correct one.

If the volumes mismatch, then it is the proof that Zen-fire reports wrong volume. When data feed provider reports wrong volume, this is indicative of this vendor filtering ticks.

If both volumes are the same do not be happy prematurely. Go to http://www.bigmiketrading.com/ A member of this forum made an excercise once to prove that Zen-fire filters ticks.

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Re: Multicharts and Zenfire

Postby Nick » 06 Aug 2010

Zenfire does offer backfill now (in beta) I think its a day of tick and a week of minute data.

Incidentally, I believe the tests that people have conducted at BM are including bid and ask changes too. I have not seen issues with simple trade prints (not looked hard though). Also it is worth noting that Zen uses UDP (User Datagram Protocol) which is not lossless, On sub par internet connections it might loose packets. This is quite different to filtering (which they do not do unless things changed recently)


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