Hello, I am looking for full documentation on the Rithmic API & Rithmic FIX connections to guide me in building an ATS. I can't find the docs on their website. Can anyone share this with me? I am also curious as to your experiences with Rithmic. Thanks.
Rithmic - great people. Software / interface is a little brutally embedded by design, but it gets the jkob done very well. Have to get my hands on the new C# interface. Contact Rithmic for access to the API. If there is anything I find weak it is the support fo rdeveloeprs. Not the product, but you have to somehow ask for new releases and they really should open a forum for at least the people having access. Would make many things a little easier
Thanks NetTecture. Tell me about this new C# interface. Are Bracket & OCO orders native in the API?? Do you use it for futures or stocks? Who do you use as your broker. Thanks.
I can no ttell you aout the C# interface - I know that there is one, but I use the C++ one so far from C# (witten / writing my own wrapper). Bracket, OCO: NO. You have to code that. The API is quite low level. I would love to see OCO, Contingency. Futures. https://www.futureswithvision.com/. The company also offers the Stock side of Rithmic.
That's not good. It seems many APIs don't have native objects for Brackets, OCOs and contigencies. That's not good. Do you know of any API that has these objects natively? I'm always afraid that if these have to be coded manually, it leads to problems...Am I just paranoid?? How's the realtime and historical data on the API? Thanks.
Not sure about it. THAT SAID - if you ever program against multiple API's you will like the "efficient" API design. Not many features that are different between brokers, makes programming easier.
These order types are not supported by all exchanges and in particular CME. They are typically simulated and managed on the broker side processing either on their servers or on your PC.
Not really relevant if you have a look at what RApi can do - like cross instrument triggers (stop price with trigger on another instrument) - this ALSO gets simulated. They COULD easily simulate OCO etc. too.
I don't see Rithmic as being interested in moving into this area. Their business model is focused on providing a very low latency infrastructure and bare bones API. Everything else they leave up to you. Synthetic OCO orders would entail the API implementing business logic which doesn't seem to be Rithmic's game. That said, the API is logical once you get your head around it and extremely powerful due to it's low level. Compared to something like the Zen Fire API (which is a bit of a mess) it's a dream.