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Direct MessagesDate/Time: Sat, 27 Jul 2024 01:17:21 +0000
[User Discussion] - Latency on Rithmic Server Fill Times
View Count: 203
| [2024-05-21 19:04:07] |
| TraderBiku - Posts: 28 |
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Hello, I was using the Rithmic Direct - DTC connection today, and experienced some very long (5-15 second) latency on fills, ie from the time my market order was submitted until the time it was filled. I have looked thoroughly through the trade activity log just to make sure I am understanding what is happening correctly in terms of sequence of events and timestamps. As far as I know, I am using the Denali feed for live data and Rithmic DTC for routing only. Under Data/Trade Service Settings, I have only filled in my user information under "trading username/password" and left market data or historical data fields blank - is it correct that this defaults me to use Denali for live and historical data? I don't see any other errors popping up when I connect to the Rithmic feed, and in one instance out of four fills, the roundtrip latency was about 150ms, roughly as I would expect - but for the other three fills, the latency was anywhere from 5 and 15 seconds, which seems incredibly long for modern servers. I understand support for Rithmic is limited (given that it's a separate data/trading service) but any information about what I might look into to help reduce future latency, or for how to monitor for potential latency issues in real time via Sierra Chart, would be greatly appreciated! When I tried the Rithmic DTC server again later this evening as a test, latency was again back to "normal", around 140-150ms. Thanks very much in advance - |
| [2024-05-21 21:21:57] |
| John - SC Support - Posts: 33316 |
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You do have data setup for the CME exchange from our Denali Exchange Data Feed. As long as you have the option for "Global Settings >> Data/Trade Service Settings >> Common Settings >> Allow Support For Sierra Chart Data Feeds" set to "Yes", then you will be getting the data from us for the exchanges that you have active. Note that it is not necessary for you to have the data fields blank for Rithmic to get our data, but it is best to leave them blank due to issues with permissions. Apart from the above, there is nothing we can do to help. What you are describing is either a Rithmic issue or an issue with your Internet connectivity. We have set this as a User Discussion for others to give their thoughts on this topic. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-05-21 21:56:51] |
| TraderBiku - Posts: 28 |
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Thanks John - and also correct that there's no way to monitor ping times to the server through Sierra?
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| [2024-05-21 22:15:03] |
| John - SC Support - Posts: 33316 |
|
You have to ask Rithmic for their server information. The IP Address for the Rithmic server you are connected to might be in your Message Log, check to see if it is there, or maybe at least the hostname, which you can use as well.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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