Support Board
Date/Time: Sun, 22 Dec 2024 12:09:17 +0000
Post From: Rithmic Data thru Optimus
| [2015-04-19 15:12:52] |
| Hendrixon - Posts: 130 |
|
Was away for few weeks. Came back, updated SC to latest version, connected, SC downloaded backfill data and found this: 1. SC is setup to download Tick data, but back fill is not Tick. it looks like 1 second granularity (real time data does come as 1 tick) 2. First 10 minutes there is no bid/ask data. I see in the "Rithmic Trading Platform Service" page that: Historical tick by tick data provided for Optimus Futures customers regardless of service package As stated above I'm using Optimus.Regarding the missing Bid/Ask data I found this comment from you on this board: 10 to 15 minutes of missing bid volume and ask volume when connecting to Rithmic is a limitation. To solve this you need to use the Sierra Chart Real-Time and Historical Exchange Data Feed
What is going on? For as long as I remember the backfill for Rithmic was 100% perfect... then some time ago the spreads backfill was gone and now this. No one said anything but did the backfill for Rithmic+Optimus changed from Optimus to SC? |