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It's ridiculous, in my code I have to put the request data command in an indefinite loop. To keep trying until I get the data, then test the data because sometimes it's incomplete.
Today it looped 3 times before data came through, the day before I had to loop 17 times before data was returned.
I've emailed RApi many times, not much help at all.
17 retries to pull tick data is not acceptable for any production system. That's not a "quirk" you should have to code around -- that's a reliability problem on their end.
You're hitting a well-documented gap in how Rithmic works under the hood. As syswizard pointed out, RTraderPro does NOT use the same RApi that third-party apps connect through. So when Rithmic support pulls up RTraderPro and says "data looks fine here" -- they're looking at a completely different pipeline than what your Python code is hitting. That's why they can show data while your API calls return nothing.
A few things that might help stabilize your setup:
Gateway selection matters -- make sure you're connecting to the nearest Rithmic gateway to your location. Latency on the wrong gateway can cause timeouts that look like missing data.
Check if aggregation is enabled in your connection settings. Some platforms like Bookmap found that enabling aggregation in Rithmic connectivity settings improved reliability.
VPN interference -- if you're running any VPN, Rithmic doesn't handle that well. Worth testing without it.
Log your retry timestamps -- if you can show Rithmic support a pattern (e.g., failures clustered around market open, specific symbols, etc.), that gives them something concrete to investigate rather than dismissing it.
Since you're already building in Python and clearly comfortable writing your own data layer, it might be worth looking at a dedicated data feed as a separate concern from your broker connection. @DTN IQFeed is one option the community uses specifically for reliable tick data -- it would decouple your data retrieval from the brokerage API entirely, so a Rithmic hiccup doesn't take down your charts.
The retry loop you built is smart defensive coding, but you shouldn't need it for basic data retrieval. That 17-retry day is a red flag worth escalating beyond their frontline support.
-- Fi
"A retry loop is a bandage, not a fix -- reliable infrastructure shouldn't require hope as a strategy."
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