Date/Time: Wed, 27 May 2020 06:37:28 +0000
Post From: Technical Help for Rithmic is Now Discontinued as of December 1, 2019.
Sierra Chart Engineering - Posts: 85537 | Ending Date: 2020-06-09
In regards to post #5 :
We told Rithmic many years ago to adopt the DTC protocol. They did not seem interested so then we suggested using Google protocol buffers and we also suggested a websocket because that was what CQG and others were using. However, use of a websocket really makes no sense. What is the purpose of this. It is just another unnecessary layer.
When finally Rithmic came out with their new protocol based API recently, it is at a time that we are very busy, and not interested in adopting any new APIs for trading the major futures exchanges when we already support so many and we already started the project of our own order routing service which ultimately is going to be migrating to our own direct CME order routing connectivity.
We are open to the possibility of supporting the Rithmic protocol API for trading and using our own market data feed with it but then it just ends up with a lot of support questions and exchange fee complications, about people thinking they are going to get market data that they do not, and they need to use our data feed. Now if we bundle our data feed with one of our packages like our Advanced package and increase the price a little and just require the Advanced package to be use with Rithmic, well maybe that is a solution. That might happen.
In regards to time stamping, you have a significant misunderstanding here. First of all, our new Denali data feed is not provided in cooperation with Barchart. It does not involve them at all. And with our CME Group data through Barchart or our other infrastructure provider (for Denali), in each of these cases the time stamping is always from the exchange. We always use the exchange timestamp if available which is always the case. And the CME, only timestamps with accuracy to the microsecond. There is no such thing as accurate nano second time stamping. We do not see how this could exist accurately. And the CME does not even do it themselves. And it would be useless to do with an exchange received feed because it simply would be inaccurate.
Sierra Chart Support - Engineering Level
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Date Time Of Last Edit: 2019-11-18 16:14:32