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Rithmic Feed Issues
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Rithmic Feed Issues

  #41 (permalink)
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justrading View Post
CLX2, the November contract

I don't have session times right as I don't trade crude any more, but here is IQFeed and Rithmic, both production feeds not trials. All times Eastern.

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They appear to be identical to me (screenshots taken from two different computers a minute apart, so don't look at last bar)

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  #42 (permalink)
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The last time I used a demo was ages ago, but I seem to remember it was real live data.

Some like IB (and Optimus?) offer demos with old data for those who want to play around with a platform, which I believe is due to exchange restrictions on data distribution. A funded account usually gets you the real thing, especially with the CME Exchange Fee Waiver programme.

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  #43 (permalink)
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Thanks @Big Mike, if I delete/refresh my data (from either Rithmic or Optimus/SC alternate server), mine matches as well. This only happens to data coming in in real-time for me. The volume is printing around double what it should be on each 1m bar.

@justrading, the data is from the Rithmic production feed server, it is in real-time. Either their real-time volume prints are off for demo accounts, or there is a problem in my installation/configuration of Sierra Charts.


Last edited by Futures Operator; September 27th, 2012 at 02:23 PM.
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  #44 (permalink)
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Futures Operator View Post
Thanks @Big Mike, if I delete/refresh my data (from either Rithmic or Optimus/SC alternate server), mine matches as well. This only happens to data coming in in real-time for me. The volume is printing around double what it should be on each 1m bar.

@justrading, the data is from the Rithmic production feed server, it is in real-time. Either their real-time volume prints are off for demo accounts, or there is a problem in my installation of Sierra Charts.

Assuming you are using Optimus, you should contact @mattz support and have them take a look. As far as I am concerned, the demo account should match the production account, otherwise whats the point of the demo.

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  #45 (permalink)
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Big Mike View Post
Assuming you are using Optimus, you should contact @mattz support and have them take a look. As far as I am concerned, the demo account should match the production account, otherwise whats the point of the demo.

Mike

As I stated earlier, I agree with you completely, the demo is pointless if it does not represent a funded account. I know there are delayed vs real-time demos, which is why I made sure to be specific with both Rithmic and Optimus, that I was using the real-time undelayed data. Rithmic calls this their Prod server, vs their Paper Trading Server, which runs on completely different/less powerful hardware/further location, and thus is slightly delayed (measured in ms). Both are available to demo.

I am using Optimus, and I sent both @mattz, and Rithmic an e-mail to confirm the accuracy of their volume data in real-time on a demo of their Prod server.

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  #46 (permalink)
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Futures Operator View Post
As I stated earlier, I agree with you completely, the demo is pointless if it does not represent a funded account. I know there are delayed vs real-time demos, which is why I made sure to be specific with both Rithmic and Optimus, that I was using the real-time undelayed data. Rithmic calls this their Prod server, vs their Paper Trading Server, which runs on completely different/less powerful hardware/further location, and thus is slightly delayed (measured in ms). Both are available to demo.

I am using Optimus, and I sent both @mattz, and Rithmic an e-mail to confirm the accuracy of their volume data in real-time on a demo of their Prod server.

No answer yet on this question, but I believe I have discovered it through my own testing. I tested my demo of the Rithmic Prod login, on a second computer, running SC 902. On this computer, my volume matches TOS in real time. Thus my volume issue is with the installation/configuration of SC on my trading computer. I suspect it is due to the Out of Order timestamps error. However, it is not with Rithmic or due to being on trial/demo. I'll still post Optimus/Rithmic's response when I receive it for confirmation/everyone's knowledge.

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  #47 (permalink)
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Futures Operator View Post
No answer yet on this question, but I believe I have discovered it through my own testing. I tested my demo of the Rithmic Prod login, on a second computer, running SC 902. On this computer, my volume matches TOS in real time. Thus my volume issue is with the installation/configuration of SC on my trading computer. I suspect it is due to the Out of Order timestamps error. However, it is not with Rithmic or due to being on trial/demo. I'll still post Optimus/Rithmic's response when I receive it for confirmation/everyone's knowledge.

If you get the Out of Order Timestamps Error, best to immediately delete and refresh all data from just before that alert. I presume you have the OOTE study on your charts, so it is easy to do.

I had that issue repeatedly last week and the week before and when it happens I simply refuse to even look at the data or consider trading. Once something is suspect, I will not waste time or money looking at it.

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  #48 (permalink)
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justrading View Post
If you get the Out of Order Timestamps Error, best to immediately delete and refresh all data from just before that alert. I presume you have the OOTE study on your charts, so it is easy to do.

I had that issue repeatedly last week and the week before and when it happens I simply refuse to even look at the data or consider trading. Once something is suspect, I will not waste time or money looking at it.

I do not have that study, I discovered the error looking through the Log file. What is it/where can I get it?

What is the cause and solution to this timestamp error? I am already syncing through Dimension 4 to a server in Chicago every 5 minutes.


Last edited by Futures Operator; September 27th, 2012 at 03:22 PM.
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  #49 (permalink)
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Futures Operator View Post
I do not have that study. What is it/where can I get it?

What is the cause and solution to this timestamp error? I am already syncing through Dimension 4 to a server in Chicago every 5 minutes.

Right click on chart, click Studies, scroll down to the OOTE and add to the studies for the chart. If you have OOTE, a red band will show on the chart.

Out of Order Timestamps Detected

I would add that you should check the quality of the internet connection, both speed and ping test for packets lost.

I use speedtest.net and pingtest.net. Long story short, if you have issues with the connection, you start to get problems with data. Some months back I had lots of packets dropped in the pingtest, worked with Vision tech support to identify the problem and then had to bitch and moan endlessly to my ISP before they did anything about it.


Last edited by justrading; September 27th, 2012 at 03:23 PM. Reason: Add explanation of OOTE
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  #50 (permalink)
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FYI, the out of order timestamps error was apparently causing my incorrect volume issue, and the timestamp error was somehow caused by custom session times settings. After manually deleting all custom session times from all charts, I do not seem to be getting the timestamp error, and my Rithmic volume is now matching TOS so far.

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