Rithmic changes

Market data, Trading, Technical support, Features requests, etc
gruppes
Posts: 4
Joined: Sun Apr 21, 2019 12:56 am

Rithmic changes

Post by gruppes » Fri May 01, 2020 11:56 pm

Hi,
I was told by AMP global that Rithmic now only supports one connection like CQG. 
I will have to pay twice the fee for another connection.
Running Bookmap through the R/Trader pro as a plugin wont help this situation because logging in  to R/Trader pro is 1 connection already.
You can use Ninjatrader with bookmap xray but there will be no MBO data.
I now am finding in build 37 of bookmap that there is no MBO data with my Rithmic feed. So my MBO bundle isnt working as it should.
Can anyone else verify this?

Svyatoslav
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Re: Rithmic changes

Post by Svyatoslav » Sat May 02, 2020 8:57 am

Hi.
There are 2 parameters within your broker (or whoever you opened the account with) control:
Max Session Count for Market Data - this is number of unique connections, and that's something CME will charge extra for. Plugin mode allows you to consolidate all those market data connections into one (all your apps connect to R Trader as plugins, then R Trader connects to Rithmic server, counting only as 1 connection). This is 1 by default.
Max Session Count For Orders: - this is number of "trading" connections. Essentially R API establishes those separately from market data. CME DOES NOT charge you for that, so broker should be able to increase that parameter. If broker refuses to do that - they either just want to charge you more for some weird reason or their support just does not understand that this parameter is NOT something CME will charge for. In AMP email that I have seen they told they are setting it to 5, but maybe it depends on account...

Now, in your case you need to connect both Bookmap and Ninja as plugins to R Trader - then you only need 1 market data connections and 2 order connections.

About MBO data missing - make sure aggregation is turned OFF in both Bookmap and R Trader, though I'm guessing here... MBO is supposed to work as before (there is just different connection point available), but I can't validate it right now since it's Saturday. If aggregation is off in both and it still does not work - send me a zipped logs folder from c:\bookmap in a private message (those might contain some personal info)

gruppes
Posts: 4
Joined: Sun Apr 21, 2019 12:56 am

Re: Rithmic changes

Post by gruppes » Sun May 03, 2020 10:02 pm

Thanks for the info,
It appears both Sierra Chart and Ninjatrader dont have R/Trader API plugin capabilities at this point.
Sierra Chart dont seem interested.
Bookmap MBO bundle is running at the moment without any error messages. Fingers crossed.
Cheers

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