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Yes, using Optimus, SC tick data goes back about 60 days (for ES anyway). Otherwise, for other Rithmic brokers, it is only the prior session (I have not verified this, but using the "normal" option in SC yields 1 session, whereas the "alternate server" provides 60 days through Optimus). The issue I had was that the backfill for one particular volatile market time did not match the volume (off by about 20K contracts in a minute or so) of the live Rithmic data or IQFeed. At the end of the day, this is not that big of a deal really, as otherwise it matched up. But it was a bit strange at least. I was unable to get real answers on who provides what, after asking the appropriate parties.
Thanks for clarifying. So on the surface it seems Rithmic does not provide historical data, which jives with my own understanding. In order to offer a value-add service, Optimus probably commissioned Sierra Chart to record data from Rithmic and offer it to Rithmic customers. This is just a hunch and I could be completely wrong, but it would at least be in line with how other platforms handle it.
As for why Josh had bad data, I have no idea. It probably was a glitch in the matrix on the server recording the data, but it is unfortunate that no one can clarify exactly what happened or why (ie: preventing future occurrences).
At the end of the day, Optimus is rated very highly, Rithmic is rated very highly, Sierra Chart is rated very highly, so you may have to just live with some of their secrets
Update: Actually I believe the problem today was not the data from the historical servers but was tick data that was recorded on my machine. I left my charts up over the weekend and when Globex did the Mock trading session my charts recorded it. So my backtesting giving priority to the tick data caused issues. When I deleted data from Saturday 9/22 in NT as I mentioned all is now well. Just FYI I believe Globex will be doing more of these mock sessions so this is something to be aware of.
"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
I also experienced a similar issue, except with Rithmic live prod data, in real time use, with volume being off/higher from other feeds on 1m bars, and upon later deleting/refreshing the data, it is corrected to match the others. Still testing to see if turning off the 'Simulated Trades to Match Daily Volume' setting fixed it.
You were using Sierra Chart and the "enhanced" Optimus server?
Because I've been using SC + Rithmic via Optimus, using the regular server option, and my data has always matched IQFeed to the tick any time I have checked.
Josh was specifically talking about using the "enhanced alternate server", and I was also under the impression that would only contribute to historical data results and not real time results.
I can't speak to historical results, because my Sierra Chart running Rithmic is open 24/7 on a VPS and I've never needed any historical data. I use it for a different project, my main Sierra Chart locally runs IQFeed.
Yes, on SC, Optimus Rithmic Prod feed demo, set to alternate server. To be clear, settings attached. Here are the details of the bad volume print issue I experienced with the feed in real time:
9-13-12, CLV2 contract, 1m candle volume:
9:49am est -
SC/Rithmic: 4996 TOS: 222
IB: 222
ZF: 230
After delete/refresh data, by 1:04pm est, SC/Rithmic changed to match others at 222.
2:29pm est -
SC/Rithmic: 4830
TOS: 1436
After delete/refresh data, by 4:42pm est, SC/Rithmic changed to match TOS at 1436.
hi all
Yesterday I had a very frequent disconnections from the server, my broker (Mirus) said to me, that he did not see any problems with servers and hinted to me that the problem is on my machine. but when I saw a lively topic in this forum - that I was sorry that my broker does not want to accept the facts, I was enraged