Rithmic Delay Message

Custom indicators, trading strategies, data export and recording and more...
rickbarlow
Posts: 43
Joined: Mon Feb 08, 2021 5:37 pm
Been thanked: 1 time

Rithmic Delay Message

Post by rickbarlow » Tue Feb 23, 2021 3:26 pm

During high volume periods, typically near market open times, I frequently get the Rithmic delay messages at the top of the screen. I'm aware that others in our trading room are experiencing similar behavior. There is a range of network bandwidth and system CPU capabilities on the systems within the room. Can you confirm if the delay message 'most likely' comes from one of the following causes? I am writing indicators, and am concerned I may be contributing to the problem on my system, but it could be other cause(s).

1) Rithmic data is being delivered late and bookmap is detecting it.
2) Rithmic data in being transmitted on time, but user's network or system cannot keep up with the throughput needed, and thus the data feed is throttled.
3) Rithmic data is arriving on time, but the processing of the data within Bookmap is not keeping up, caused by either a) standard bookmap overhead to process / display pricing bubbles, etc. , b) overhead of the additional indicators added on bookmap, or c) a combination of both.

Thanks for the insights.

Svyatoslav
Site Admin
Posts: 278
Joined: Mon Jun 11, 2018 11:44 am
Has thanked: 2 times
Been thanked: 31 times

Re: Rithmic Delay Message

Post by Svyatoslav » Tue Feb 23, 2021 7:52 pm

Red text means ingested data is delayed already. When bookmap itself does not keep up (case 3) symptoms typically look like bookmap postponing recentering (which can look like freezing) as a last effort to catch up.
While it's possible to delay data ingest by in-process issues, it's not something we observed.

So 1 and 2  are most likely causes. I'll also add
4. R Trader that is used if bookmap is connected in "Plugin mode" does not keep up. It's forwarding the data to bookmap, so if for any reason it doesn't manage to do that (slow CPU, just too much data for it to handle, etc) that will also look like lag to bookmap. Connecting directly (without R Trader) usually makes things better in that regard.

In all of the above cases decreasing number of instruments that user is subscribed to or, if no high quality MBO data is needed, turning on aggregation in R Trader/Bookmap (both if in plugin mode) is likely going to help.

blk
Posts: 44
Joined: Fri Nov 01, 2019 8:59 pm
Has thanked: 7 times

Re: Rithmic Delay Message

Post by blk » Tue Feb 23, 2021 10:54 pm

Is there any tuning we can do on R Trader Pro or the solution is to connect directly to Rithmic? Lately with the market volatility the amount of times I see these messages is very high

Svyatoslav
Site Admin
Posts: 278
Joined: Mon Jun 11, 2018 11:44 am
Has thanked: 2 times
Been thanked: 31 times

Re: Rithmic Delay Message

Post by Svyatoslav » Wed Feb 24, 2021 9:16 am

Are you asking if there is a way to configure R Trader to pass data faster? I am not aware of any way to do that. In cases where R Trader is a bottleneck (which it might or might not be - e.g. if your network is a bottleneck, then having plugin mode on or off does not matter) connecting directly should help to a degree.

Post Reply