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Date/Time: Mon, 25 Nov 2024 12:55:31 +0000



Minimizing Data Lag with Rithmic

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[2014-01-31 06:45:43]
Sierra Chart Engineering - Posts: 104368
Lately we have received several reports of users at noticing a data lag with Rithmic Trading service when using Sierra Chart.

There are couple of things that have been done to resolve this.

Added new connect points for the Rithmic trading service. These include Rithmic 01 Aggregated and Rithmic 01 Colo 75. These can be found in version 1088. Update by selecting Help >> Download Current Version. Set the server through Global Settings >> Data/Trade Service Settings >> Server. We have noticed a problem using Colo 75 and we are not quite sure what that is for. Anyone currently using Rithmic 01 can use Rithmic 01 Aggregated for better performance.

Additionally, when the market depth features are not used for a particular symbol in Sierra Chart, market depth data is not subscribed to from the Rithmic system. This will reduce bandwidth usage and reduces the possibility of experiencing a data lag.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-01-31 06:47:07
[2014-01-31 20:56:41]
User023002 - Posts: 3
Thanks a lot!
[2014-02-04 13:22:57]
Hendrixon - Posts: 130
From Matt:

"Colo 75 is another hosting facility for Rithmic for those who collocate."

Btw, I was in a Q&A with Jonathan Walden where I asked him about why he doesn't allow access to OCO server side to third party platforms.
He explained why (when he started offering that it was unique) and said that it is now available for third party via R|API+ (as opposed to R|API).

Can you comment on that?
[2014-02-04 17:29:43]
Sierra Chart Engineering - Posts: 104368
We will ask Rithmic about this now. It is possible that they will charge extra for this though.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-02-04 17:30:03
[2014-02-05 01:54:55]
Sierra Chart Engineering - Posts: 104368
We did contact Rithmic about server-side OCO. Due to the technical implementation , the price of the feature and the billing implementation, it is not going to be practical for us to support this. Therefore, we recommend using CQG which supports server-side OCO:
http://www.sierrachart.com/index.php?l=doc/CQGTrading.php
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-02-05 09:04:12]
batman_ - Posts: 190
Hi Support,

I would like to confirm the below routing order flow from sierra chart to Rithmic.

(a) Would it be correct if i say Spreadsheet Trading System will submit order from user's PC to sierra chart server first before route order to Rithmic system who eventually direct routing order to exchange?

(b) If (a) above routing order flow is correct, may i know whether sierra chart server is located at Equinix Cermak or Aurora?

(c) SC server location information is a reference for user to place VPS.

Thank you.
[2014-02-05 09:05:37]
Sierra Chart Engineering - Posts: 104368
(a) No. Sierra Chart does not have an orders server. The orders go straight to Rithmic.


Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-02-05 09:05:48
[2014-05-01 02:58:40]
Futures Operator - Posts: 239
What exactly is Rithmic 01 Aggregated, and should it be used despite the broker indicating to select Rithmic 01?
[2014-05-01 06:03:40]
Sierra Chart Engineering - Posts: 104368
You will need to contact Rithmic about this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-05-01 09:28:15]
Hendrixon - Posts: 130
Futures Operator,

"Aggregated" means the market depth AND the best bid/ask get aggregated to something like 200ms.
Market data is still unfiltered tick by tick.


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