I'm a huge fan of everything having to do with R|API, but as you may know, it does not have support for Python which is a far more accessible language to many would-be algo traders. I have created a Rithmic API wrapper for Python that I use everyday, and am considering making it available to others. But first, I want to gauge interest before I spend time cleaning it up and getting permissions from Rithmic. Please chime in if your interested. My original motivation for doing this was to enable FLEXIBLE real-time control over my trading systems. Most of my "algorithms" are running in pure C++, but I can control them via python which allows infinite flexibility and enables real-time free form data exploration. If what your're doing doesn't require a TON of number crunching, you can even do everything in python without issue. No C++ required. Even if it does require heavy number crunching... you can use Numba, which precompiles python into optimized machine code, and greatly improves performance, approaching pure C/C++ speeds. I typically do all of my trading from within a Juypter-Notebook. There is a lot more detail to be shared, but I will save that for later. Please let me know if you're interested, or have any questions.