NexusFi: Find Your Edge


Home Menu

 





Rithmic Continuous Data?


Discussion in MultiCharts

Updated
      Top Posters
    1. looks_one dabroja679 with 5 posts (0 thanks)
    2. looks_two SEGroup with 2 posts (1 thanks)
    3. looks_3 syswizard with 2 posts (1 thanks)
    4. looks_4 binhsir with 1 posts (0 thanks)
    1. trending_up 3,521 views
    2. thumb_up 3 thanks given
    3. group 5 followers
    1. forum 10 posts
    2. attach_file 0 attachments




 
 

Rithmic Continuous Data?

 
 dabroja679 
Miami, FL
 
Experience: Advanced
Platform: Tradestation
Trading: Futures
Posts: 5 since Aug 2021
Thanks Given: 3
Thanks Received: 0

Hello everyone!

I have a Multicharts platform using Rithmic data through Ironbeam. I cannot seem to find a continuous NQ contract for backtesting purposes. Any help provided will be appreciated. Thank you!

Started this thread

Can you help answer these questions
from other members on NexusFi?
REcommedations for programming help
Sierra Chart
Trade idea based off three indicators.
Traders Hideout
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Exit Strategy
NinjaTrader
MC PL editor upgrade
MultiCharts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
48 thanks
Just another trading journal: PA, Wyckoff & Trends
34 thanks
Bigger Wins or Fewer Losses?
24 thanks
Tao te Trade: way of the WLD
24 thanks
GFIs1 1 DAX trade per day journal
22 thanks
 
 MrSharky 
Stockholm, Sweden
 
Experience: Advanced
Platform: Investor R/T
Trading: Futures
Posts: 4 since Oct 2021
Thanks Given: 1
Thanks Received: 2

I dont think Rithmic supports continuous contracts, I have atleast never seen one.

Thanked by:
 
 SEGroup 
Kalamazoo MI
 
Experience: Advanced
Platform: MultiCharts
Trading: Futures
Posts: 11 since Feb 2013
Thanks Given: 0
Thanks Received: 6


Rithmic does not provide continuous contract data in their data feed. I have continuous contract data available for the NQ contract, from its inception, as well as most of the other popular Futures symbols. You would need to import this data into the MultiCharts' databases. After doing that, you would then have continuous contract data available for the front month Rithmic symbols, which can be used for backtesting.

1. What resolutions do you need (daily, minutes, ticks)?
2. What date ranges do you need?
3. Do you just need just time and sales data (trades only).
4. Do you need back adjusted data or non-back adjusted data?

Thanks,
SEGroup

 
 dabroja679 
Miami, FL
 
Experience: Advanced
Platform: Tradestation
Trading: Futures
Posts: 5 since Aug 2021
Thanks Given: 3
Thanks Received: 0

Thanks for the reply, SE Group! I would love to have NQ tick data (back adjusted is preferred) back to 01/01/ 2020, if possible. I would also need some direction as to how to import the data into Multicharts and enable Rithmic to add on to that data moving forward. I am just looking to replicate what Tradestation provides in their @NQ data. I just switched platforms but didn't think I would run into this issue. My bad! Thanks in advance for any help you can provide!

Started this thread
 
 SEGroup 
Kalamazoo MI
 
Experience: Advanced
Platform: MultiCharts
Trading: Futures
Posts: 11 since Feb 2013
Thanks Given: 0
Thanks Received: 6

Hi dabroja679,

I will work on extracting your data tomorrow (Monday). Back adjusted, trade only data, back to 01/01/2020, is fine. I will also provide directions for importing the same into MultiCharts.

What is the starting date of your accumulated data in MultiCharts for the front month NQ Rithmic symbol (NQM2, correct?).

Thanks,
SEGroup

Thanked by:
 
 dabroja679 
Miami, FL
 
Experience: Advanced
Platform: Tradestation
Trading: Futures
Posts: 5 since Aug 2021
Thanks Given: 3
Thanks Received: 0

Thanks a bunch! As for the data I have, it's very limited. I just got set up with Rithmic last week and it appears it only goes back a couple of weeks. I was pretty surprised to see there is no continuous contract. Pretty tough to backtest as I hope I didn't make a mistake changing platforms. It just seems to me that Multicharts has a more advanced optimization and backtest engine, which was my catalyst for the change. Thanks again for your assistance!

Started this thread
 
 
syswizard's Avatar
 syswizard 
Philadelphia PA
 
Experience: Advanced
Platform: Multicharts
Broker: Ironbeam, Rithmic
Trading: Emini ES / NQ / CL / RTY / YM / BTC
Posts: 344 since Jan 2019
Thanks Given: 20
Thanks Received: 146

One solution: you could move to IQFeed which is only a bit more expensive than Rithmic.

Thanked by:
 
 dabroja679 
Miami, FL
 
Experience: Advanced
Platform: Tradestation
Trading: Futures
Posts: 5 since Aug 2021
Thanks Given: 3
Thanks Received: 0

Thanks for the suggestion. I have been considering that move/addition to IQ Feed. My FCM is Ironbeam which provides Rithmic data at no additional cost and I don't know the cost of IQ for the Emini futures yet. I have read many different things as to using Rithmic for trading IQ for backtesting as opposed to IQ Feed for the trading data also. I am open to all suggestions. To be clear, I use three charts utilizing three different minute time frames for automated algo trading. It is imperative that I can go back a few years to backtest as well as optimize and do walk forward analysis. I just need to be sure that my backtested/optimized data are correct since I use intrabar exits in my strategy. Also, another problem exists when optimizing tick data, which is the speed of the opti (or lack thereof)! Again, I would love to hear some other alternatives to accomplish this task much quicker! Thanks!

Started this thread
 
 dabroja679 
Miami, FL
 
Experience: Advanced
Platform: Tradestation
Trading: Futures
Posts: 5 since Aug 2021
Thanks Given: 3
Thanks Received: 0

BTW syswizard, I just noticed you have exactly the same setup that I just switched to. Hopefully you can shed some light!

Started this thread
 
 
syswizard's Avatar
 syswizard 
Philadelphia PA
 
Experience: Advanced
Platform: Multicharts
Broker: Ironbeam, Rithmic
Trading: Emini ES / NQ / CL / RTY / YM / BTC
Posts: 344 since Jan 2019
Thanks Given: 20
Thanks Received: 146


Since I never have an overnight position, having back-adjusted data is not a big issue.
I just need to know when rollover occurs and not place trades until my largest "barsback"
is met. Got it ? Not as great as having continuous, but not bad if dealing with short time-frames like 200-400 tick bars.
Of course with large time frames like 60-120 minutes, you are going to miss some trades.
BTW: Rithmic is not free.....costs me $100/month.


 



Last Updated on September 19, 2022


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts