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Rithmic data feed options


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Rithmic data feed options

  #1 (permalink)
 Sctrader1 
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Anyone familiar with Rithmic data feed? I noticed there are options for aggregated data as well as MDP3. Does anyone know what these terms mean?

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 rleplae 
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Sctrader1 View Post
Anyone familiar with Rithmic data feed? I noticed there are options for aggregated data as well as MDP3. Does anyone know what these terms mean?

You can find MDP3 information on the following link

MDP3

This is not rhitmic specific, but CME related

In a nutshell, some time ago CME started to 'compact' trades, for example you sell 10 contracts, but
the buyers are 1,1,1,6,1

In some datafeeds, you see one line of 10, in iqFeed for example you see the individual lots

Of course, the later is better quality tick data

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  #4 (permalink)
 LukePoga 
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Edit: I think your q is answered above.

Btw if anyone knows how to get the raw mdp3 feed from Rithmic api please let me know! Doesn’t seem to expose it!?

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  #5 (permalink)
 Sctrader1 
San Francisco
 
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I noticed that the aggregated data option is much less data intensive, about 3-4x less data. Rithmic feed requires a lot of processing power. My 8-core Ryzen sometimes lags during volatile market times. I might stick to the aggregated data option since that lags less than the other option. I don't use tick charts so the details don't matter to me.

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Last Updated on December 13, 2017


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