I am trying to implement a black box(Python, Linux server) and have it send orders to the exchange with low latency. From the research I have done, I have found that Rithmic's R API will probably provide me with the best solution.
How can I stream market data into my black box? Do I get this data from my broker through the API?
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I'm interested in becoming familiar with Rithmicís R | API. Iím familiar with the IQFeed API, mostly from building the BaBAR tool here on futures.io (formerly BMT).
I received the R|API files from my broker (Stage 5 Trading, who uses ADMIS as the FCM) and Iím going through the documentation.
Beyond the sample apps they provide, Iím wondering if there are any resources out there on the Ďnet, perhaps some forums or blogs. I didnít see any R API programming threads on futures.io (formerly BMT) besides this one, and a Google search didnít turn up much either.
This is in contrast to IQFeed that has a pretty large forum for developers coding against their API.
I'm guessing that a lot of Rithmic API users are HFT and black box shops that tend to keep their cards closer to their chest, but regardless if anyone has any ideas or places to point me to, Iím all ears.
@mattz, Before posting this I PMed Big Mike, he suggested I mention you in a post because you were ďthe resident Rithmic expert.Ē
Hello Bob, I would be more than happy to assist you with any R-API topics.
To be honest, I think there are more IQFeed users than Rithmic, because of the nature of users. While IQFeed is excellent in terms of the data they provide, Rithmic API also includes actual trading which adds another universe of variables. Therefore, the user's are not ones that "keep their cards closer to their chest" rather ones that have past the learning stage and not inclined to be forum members. In my personal opine in they deal with the IB, or Rithmic
directly implementing their blueprint.
I feel that we have done over the years with Rithmic that show their flexibility, willingness to help, etc. so I am sure we can assist you with ant specific question you may have.
You are welcome to PM me, post here, or call me during business hours, so I can assist you.
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Last edited by mattz; February 1st, 2015 at 03:59 PM.
Well, Iíve called myself a coder a lot longer than a trader. Coders of all levels appreciate repositories and forums because it saves time, especially when trying to come up to speed on a particular implementation that is new to them. No point reinventing the wheel, even if you are seasoned.
Companies like Microsoft, Google, (and DTN) put out code and set up forums to speed adoption of their products. I have the R|API doc and sample apps from Rithmic, it just seems a little sparse compared to what Iím used to.
Thanks for the offer of assistance. At this point if you are aware of any people, groups, blogs, forums, etc. that work with R|API Iíd love to hear about them. If you think some of these folks would prefer not to be mentioned publicly, please PM me.
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