Building a Depth of Market with the Rithmic API

Futures Trading Platforms Rithmic Trader (R | Trader) and RAPI
1

Hi, how are you, someone could do a DOM with the API.
I have done a DOM, but it does not update very well.

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2

Thank you for your question. When you say you want a DOM with API, we assume you just want to run the data feed through the DOM? Our DOM on Rithmic platform is working fine in the office, so when you say “update” do you run the most active month? Please feel free to attach screenshots.

Thanks,
Matt Z
Optimus Futures

3

Hi, the api is running under the Rithmic test environment.
I can see the cumulative volume.
The best Bid and best Ask. The price.
But in the DOM I only update the limited orders in the first 2 price levels.
In the prices up and down it does not.

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4

Could you please attach a screenshot of the DOM that does not receive the data versus Rithmic that does?

Thank you,
Matt Zimberg
Optimus Futures

6

What is is DOM software besides Rithmic?

7

The 2 software have the same rithmic connection

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8

It does not matter if both have the same connection. The additional software you are using (that we still do not know what it is) may not fully be integrated with the RIthmic API. Since we do not know what it is, we can not check with the software provider or Rithmic if your trading Futures software of choice is up to date with the API.

Thanks,
Matt Z
Optimus Futures

9

I know that the problem is the application that I have designed and I must continue working on it.

1 Like
10

I just wanted to know if you had any example of how to do a DOM, since I didn’t find any of this on the web.

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11

Yes, something must be off in the implementation.

Matt Z
Optimus Futures

12

You need to discuss this with the Rithmic team. This should be in the documentation of the API.

Matt Z
Optimus Futures

13

Ok thanks for your help.

1 Like