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Lately I have been plagued by Rithmic feed issues ranging from Out of Order timestamps to charts not updating from the last bar in file, but from the time of the new connection only.
This afternoon (my time) I logged on to check the markets and this garbage is what I have populating the chart. All is fine up to the close of trading Friday - I logged on Saturday to do some work and the charts updated OK.
Today is this. It is a sorry day when IB gives me better charts than Rithmic, but today seems to be such a day. Deleting and refreshing makes no difference, it just reloads the same garbled stuff.
Can you help answer these questions from other members on NexusFi?
Looks like you are using Vision, who uses built in Rithmic historical data, which is basically nada. This is the one gripe I have with Vision. If you use Optimus, then you get full historical data. I have seen one glitch on the Optimus feed when there was network/server issue, but it was resolved after a couple of days. The other option is to use another feed like IQ and just use the R data for trading/DOM. You need to call Vision and bitch (and do not let them BS you that it is SC, as it is thier feed/historical data).
I use Rithmic via Optimus and looks like I may be having a similar issue. Something seems off my data was fine on Friday. My charts are a huge mess and backtests are grossly inaccurate.
"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."
Well, you obviously have first hand experience here because you even know the excuse I was given last week. Yes exactly that excuse, nothing wrong at our end on any other platforms, must be SC. Sheesh!
Now I can delete the garbled data, but there is no fill from Sunday's open to the time of connection now, ie it starts with the current bar.
Error downloading historical Minute data from Rithmic. Error: permission denied | 2012-09-24 21:52:28
Error downloading historical Intraday data for NGV2-NYMEX. The server returned an error. | 2012-09-24 21:52:28
Wonderful situation. If I do decide to go for IQFeed (out of sheer frustration, I really do not need a super data feed, just one that WORKS), there would be no reason to keep the account at Vision.
They have acknowledged there is an issue but I cannot try to implement solution until after today's close. So I will update after close.
It has to do with data that came in on Saturday I believe. Look at your charts on Saturday 9/22. After close I am going to delete that out of NT. I usually have no data on Saturdays anyway but somehow that is affecting my backtest results even when I do not include Saturdays. I think their solution may fix but will not know until after hours.
"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."
Optimus is an IB of Vision. In both cases, Vision and Optimus are using identical Rithmic data as Rithmic is a hosted solution. This is my understanding. Rithmic is the same for everyone, everywhere.
A new version of SC was released today, build 902, which corrects some Rithmic issues. I hope it solves the issues I had been experiencing with Rithmic on Sierra when placing orders.
I remember reading something about an "extended" historical offering via Optimus, but I do not understand this, and I remember in some other thread a user had to not use that because it was causing a lot of problems. I want to say that user was @josh but I cannot remember for sure.
When it comes to historical data and Rithmic, I do not have answers. My understanding is Rithmic does not provide historical data, but no one from Rithmic has ever told me directly the actual details on this. I assumed that, like NinjaTrader, the historical data for Rithmic was not coming from Rithmic's servers but instead coming from Sierra's servers.
I don't want to get into it here, but basically cancelled orders were not being shown as cancelled for many minutes at a time.