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Differences in the Ladder (Rithmic vs CTS)


I have been trying Rithmic datafeed in conjuction with Sierra Chart in the last two weeks.

The datafeed is very stable and I like it, in particular I noticed that there were several occasions in which my account with CTS got stucked, and I could not trade, while rithmic was always working fine.
There are however, a couple of things that I have observed and that I cannot explain.

I use SierraChart’s DOM, that I customized to look like Jigsaw, the main differences are:

  1. stacking of bid/offer: in CTS there are many more big orders, for instance in /ES you will see many big order stackin up in offer/bid side 300 or 200 lots, while in Rithmic you will see maximum some 100 lot orders.
  2. Market order (inside columns in Jigsaw): it seems strange but in CTS you see many more orders that in Rithmic you just don’t see, I cannot explain this honestly.

It seems as though in Rithmic everything is “scaled down”, I guess orders are “grouped” differently.

The biggest difference however is the one that I noticed on the overnight market on February 14th. At around 7pm CT, I was trading Crude (/CL) and I noticed that also the ladder was different.

This makes copletely no sense to me, since the numbers that I see on the ladder are limit order that should be on the exchange.

I send you in attachment a picture.

-red colums=offers

-blue columns=bid

-inside numbers on the left of the red column are recent buy market orders hittin the offer

-external column on the right of the red-column= stacking of sell limit order

-external colums on the left of the blue column=stacking of buy limit orders

The strange thing to me are the differences in limit orders, look above the blue line! On Rithmic there is a 65 limit order @54.99 on the offer that on CTS is absent.
At 54.95 there is a limit buy order of 58 contracts in rithmic and it does not appear on CTS.

I hope you can help me to understand this.

Best regards


the market depth levels we show include the quantities from the explicit order book and from the implicit order book of the exchange. Perhaps that accounts for the difference? I think it would be best to also show the order book of R | Trader or R | Trader Pro. then you would have a more complete picture.


Thank you @Rithmic for your feedback. This is a good idea @Samuel_Bandi to show the book on R Trader, and Sierra at the same time. You can use your Rithmic credentials (username and password) to log into R Trader. This would tell you whether it is Rithmic or Sierrachart setting that might need a change.

Looking forward to helping you further.

Thank you,
Matt Z
Optimus Futures