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Rithmic Feed Issues
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Rithmic Feed Issues

  #11 (permalink)
Elite Member
New York, NY
 
Futures Experience: Intermediate
Platform: Sierra Chart, thinkorswim
Broker/Data: Amp-Rithmic/TT, IB
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Big Mike View Post
I don't want to get into it here, but basically cancelled orders were not being shown as cancelled for many minutes at a time.

Mike

So you cannot cancel your orders timely in live trading? That's quite the issue, more so than bad historical data. Please let us know if the update resolves it.

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  #12 (permalink)
Elite Member
Austin, TX
 
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liquidcci's Avatar
 
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Here is what Rithmic told me problem was

"This seems to be the result of saturday's globex mock trading data getting into your program. Can you remove saturday's data from it?"

The solution is to go into NT and delete the historical data on Saturday 9/22. I am going to do that after market close and will let everyone know if it fixes the issue.

Hats off to @mattz at Optimus for getting rithmic to give me a fast answer on the issue.

Interesting that Globex is doing Mock trading on Saturdays. Here is a link to why they are doing it.

http://www.cmegroup.com/globex/files/mockoverview.pdf

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."

Last edited by liquidcci; September 24th, 2012 at 04:06 PM.
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  #13 (permalink)
Site Administrator
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Futures Operator View Post
So you cannot cancel your orders timely in live trading? That's quite the issue, more so than bad historical data. Please let us know if the update resolves it.

I don't want to get into it here, so last thing I will say is it was cosmetic only to the best of my knowledge (it never caused me any actual problem other than a bunch of cancelled orders that wouldn't cancel visually for a few minutes).

Mike

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  #14 (permalink)
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liquidcci View Post
Here is what Rithmic told me problem was

"This seems to be the result of saturday's globex mock trading data getting into your program. Can you remove saturday's data from it?"

The solution is to go into NT and delete the historical data on Saturday 9/22. I am going to do that after market close and will let everyone know if it fixes the issue.

Hats off to @mattz for getting rithmic to give me a fast answer on the issue.

Interesting that Globex is doing Mock trading on Saturdays. Here is a link to whay they are doing it.

http://www.cmegroup.com/globex/files/mockoverview.pdf

Thanks for this, very interesting. I noticed Rithmic on my VPS was moving on Saturday and I didn't know WTF was going on... that would explain it...

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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  #15 (permalink)
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Big Mike View Post
Thanks for this, very interesting. I noticed Rithmic on my VPS was moving on Saturday and I didn't know WTF was going on... that would explain it...

Mike

Yep

What I thought was several days of bad data seems to be just Saturday. There was so much that it looked like it spanned several days. It freaked my optimizations out. But I will know for sure once I delete the data after close. But I am pretty sure this is the issue.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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  #16 (permalink)
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justrading View Post
Lately I have been plagued by Rithmic feed issues ranging from Out of Order timestamps to charts not updating from the last bar in file, but from the time of the new connection only.

This afternoon (my time) I logged on to check the markets and this garbage is what I have populating the chart. All is fine up to the close of trading Friday - I logged on Saturday to do some work and the charts updated OK.

Today is this. It is a sorry day when IB gives me better charts than Rithmic, but today seems to be such a day. Deleting and refreshing makes no difference, it just reloads the same garbled stuff.
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Not sure the following would help:

uncheck "Load Weekend Data" In Chart Settings -> Main Settings

or

Type in the date in "Dates to Exclude" in Charting Settings -> Advanced Settings

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The following user says Thank You to omaha786 for this post:
 
  #17 (permalink)
Trading for Fun
Bangkok, Thailand
 
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Big Mike View Post
Optimus is an IB of Vision. In both cases, Vision and Optimus are using identical Rithmic data as Rithmic is a hosted solution. This is my understanding. Rithmic is the same for everyone, everywhere.

A new version of SC was released today, build 902, which corrects some Rithmic issues. I hope it solves the issues I had been experiencing with Rithmic on Sierra when placing orders.

Mike

When I had issues with data, the SC support board suggested I open an account with Optimus as they apparently provide better historical tick data.

I emailed my broker at Vision asking how come their IB offers better than they do. He agreed that that did not make sense and said he would look into it.

I never heard back, so I can only speculate that the answer was not one that was easy to deliver, like it's a matter of money and we only provide that to our big customers but the IB has it for all customers.

I did not pursue it further, that's the reality I am dealing with and when I can no longer stand it I will simply close the account.

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  #18 (permalink)
Trading for Fun
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Futures Experience: Intermediate
Platform: Sierra Charts
Broker/Data: Interactive Brokers
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Posts: 59 since Mar 2012
Thanks: 48 given, 50 received


liquidcci View Post
Here is what Rithmic told me problem was

"This seems to be the result of saturday's globex mock trading data getting into your program. Can you remove saturday's data from it?"

The solution is to go into NT and delete the historical data on Saturday 9/22. I am going to do that after market close and will let everyone know if it fixes the issue.

Hats off to @mattz at Optimus for getting rithmic to give me a fast answer on the issue.

Interesting that Globex is doing Mock trading on Saturdays. Here is a link to why they are doing it.

http://www.cmegroup.com/globex/files/mockoverview.pdf

I actually encountered the problem in the early hours of the European session (my afternoon) and emailed my tech support. He was in early to work as I got that explanation at 06:35 CT. I simply refused to accept it as an acceptable explanation.

I can understand if my data is coming from 2 kids running a service from dad's garage after college classes. Rithmic claim to be a top class outfit, to let data from some type of weekend sim session get into the real time feed is simply unprofessional.

Edit: in SC when I delete the bad data, my charts only populate from the current bar, not from the last bar in file. I get the permission denied Msg. I have emailed my TS, awaiting response.

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  #19 (permalink)
Trading for Fun
Bangkok, Thailand
 
Futures Experience: Intermediate
Platform: Sierra Charts
Broker/Data: Interactive Brokers
Favorite Futures: Options
 
Posts: 59 since Mar 2012
Thanks: 48 given, 50 received


omaha786 View Post
Not sure the following would help:

uncheck "Load Weekend Data" In Chart Settings -> Main Settings

or

Type in the date in "Dates to Exclude" in Charting Settings -> Advanced Settings

Thanks but would not help. If you zoom in on the chart I attached, you will see that after the Friday close, Friday intraday data is once again loaded. I know my chart is a bit confusing because of the timezone difference, just subtract 12 hours from whatever you see to get CT.

Thanks again, at times of great frustration it helps when people reach out.

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  #20 (permalink)
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The Rithmic feed problem some experienced today on historical data is what I posted below from an a earlier post.


I implemented the fix in NT and it took care of my problems. Here is what I did

Close Open Charts
Ninja go to Tools > Historical Data manager> click edit tab then click on the instrument you are having issues with then drill down to September 22 for the bid, the ask, and last and delete Sept 22nd. The restart

Removed all the bad data that came in Saturday and my backtests are normal.

I would backup before you do above. Thanks to Optimus and Rithmic for the very quick response to give me a solution.
------------------------------------------------------------
Here is what Rithmic told me problem was

"This seems to be the result of saturday's globex mock trading data getting into your program. Can you remove saturday's data from it?"

The solution is to go into NT and delete the historical data on Saturday 9/22. I am going to do that after market close and will let everyone know if it fixes the issue.

Hats off to @mattz at Optimus for getting rithmic to give me a fast answer on the issue.

Interesting that Globex is doing Mock trading on Saturdays. Here is a link to why they are doing it.

http://www.cmegroup.com/globex/files/mockoverview.pdf

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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