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mysterious problem with Rithmic datafeed
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mysterious problem with Rithmic datafeed

  #1 (permalink)
Yokohama South Korea
 
 
Posts: 108 since Nov 2012
Thanks: 94 given, 59 received

mysterious problem with Rithmic datafeed

while testing Rithmic Datafeed I was shocked to come across this discovery:

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does anybody know the cause of this and how to fix it?

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  #2 (permalink)
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  #3 (permalink)
Detroit MI/USA
 
Trading Experience: Advanced
Platform: Tradestation
Favorite Futures: All Futures
 
Posts: 13 since Sep 2017
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You should contact Rithmic directly and let them troubleshoot it or give you some type of acceptable explanation or solution. I’m ready to get Rithmic for my platform right now too so this would be interesting to see what Rithmic have to say about the discrepancy themselves.

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  #4 (permalink)
Yokohama South Korea
 
 
Posts: 108 since Nov 2012
Thanks: 94 given, 59 received


TraderDoc007 View Post
You should contact Rithmic directly and let them troubleshoot it or give you some type of acceptable explanation or solution. Iím ready to get Rithmic for my platform right now too so this would be interesting to see what Rithmic have to say about the discrepancy themselves.

I used to think Rithmic was the superior choice in terms of data feeds. but I'm really stunned by this discovery, and also, it isn't an isolated instance. I looked back several days and it was all like this. you wouldn't have noticed this unless you were trading price change bars like I did. I can't explain this but my guess was that Rithmic was not really sending tick by tick data, instead they were sending snapshots data that were taken a few milliseconds in-between, like interactive brokers style.

i'll make a formal inquiry to them about this, but I don't think this will get resolved any time soon. meanwhile I'm forced to switch to time and volume based bars, since I have no other choice but to use rithmic datafeed in my current earn2trade gauntlet.

I'll keep this post updated if I get any feedback from rithmic regarding this.

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  #5 (permalink)
Boston MA USA
 
Trading Experience: Beginner
Platform: None
Favorite Futures: ES
 
Posts: 76 since Jan 2015
Thanks: 63 given, 83 received

Hi, to my understanding, Rithmic would never send snapshot data directly from the server (as you're theorizing).

But just FYI, according to Sierra Chart's website:

1) As of June 2019, SC may not give technical support for any new users who decide to use Rithmic. (Existing Rithmic users may still receive support.)

2) SC implies that they developed their Rithmic connection by compiling C++ source code provided by Rithmic.

3) Sierra is exclusively moving towards web service market data interfaces. SC prefers to call the web APIs directly, which gives them more flexibility in development.

4) SC will not do any development to support newer Rithmic API interfaces, because they now have their own order routing and market data service which they state is available at a lower cost.

So, assuming that this problem is client side, you might need to be a legacy Rithmic user on SC in order to receive any support for the issue you're having.


Last edited by ocpb; September 7th, 2019 at 10:55 PM.
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  #6 (permalink)
Yokohama South Korea
 
 
Posts: 108 since Nov 2012
Thanks: 94 given, 59 received


ocpb View Post
Hi, to my understanding, Rithmic would never send snapshot data directly from the server (as you're theorizing).

But just FYI, according to Sierra Chart's website:

1) As of June 2019, SC may not give technical support for any new users who decide to use Rithmic. (Existing Rithmic users may still receive support.)

2) SC implies that they developed their Rithmic connection by compiling C++ source code provided by Rithmic.

3) Sierra is exclusively moving towards web service market data interfaces. SC prefers to call the web APIs directly, which gives them more flexibility in development.

4) SC will not do any development to support newer Rithmic API interfaces, because they now have their own order routing and market data service which they state is available at a lower cost.

So, assuming that this problem is client side, you might need to be a legacy Rithmic user on SC in order to receive any support for the issue you're having.

thank you for the info! could you please post a link? somehow I couldn't find this info on SC's website.

I think the only way to determine whether or not this problem is caused by SC is to test it on another platform that also supports PriceChange bars. however this is surprisingly difficult to do! so far I found only one other platform that supports PriceChange bars. it is called VisualVTrader, but unfortunately it's not supported by earn2trade so I can't test the Rithmic datafeed on it.

does anybody know platforms that support PriceChange bars? could somebody please post a picture of 150 PriceChange chart of last Friday's US trading session for the september ES futures contract with Rithmic datafeed?

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  #7 (permalink)
Boston MA USA
 
Trading Experience: Beginner
Platform: None
Favorite Futures: ES
 
Posts: 76 since Jan 2015
Thanks: 63 given, 83 received


Sayounara View Post
thank you for the info! could you please post a link? somehow I couldn't find this info on SC's website.

Sure, here are the relevant links:

SC Rithmic supprt page:
https://www.sierrachart.com/index.php?page=doc/Rithmic.php

SC's "Technical Support policy for Rithmic" is on that same page...
https://www.sierrachart.com/index.php?page=doc/Rithmic.php#TechnicalSupportPolicy

and "Reasons Client-Side API Components Are Not Supported"
https://www.sierrachart.com/index.php?page=doc/helpdetails76.html#Reasons

Best of luck with this.

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