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Direct MessagesDate/Time: Fri, 19 Apr 2024 19:39:17 +0000
Post From: Feedback Requested Regarding Data Feeds and Order Routing Systems
| [2020-03-01 20:42:59] |
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We received the following from Rithmic. The past 2 weeks have been witness to extraordinary trading volatility in the futures and equities markets. Market data message rates for CME equity indexes (which include MES, MNQ, NQ, M2K and RTY) excluding ES, increased 25% from Friday, February 21, 2020 to Monday, February 24, 2020 and then doubled from Monday to Thursday.
Rithmic received isolated reports on Thursday from end users of its paper trading systems questioning the prices at which their stops were triggered and their orders were filled by Rithmic’s exchange simulator and why auto-liquidation events were triggered. Rithmic investigated these reports and within 24 hours, put in place enhancements to its systems to handle an even greater number of market data messages and orders within the cpu and network resources available to its programs. As soon as these enhancements were in place, new reports questioning fill and stop prices and auto liquidation events ceased. Our software and systems have no trouble at all with these data rates. An issue like this would never have happened with the simulated trading service offered by us: Simulated Futures Trading Service 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: 2020-03-01 20:44:35
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