I am currently still using Rithmic and Optimus Flow 1.124.3 as the new update wants me to download an additional app for the install. These problems seem to have shown up about the same time as the new update became available but that may be coincidence.
I started to notice a discrepancy between data values between the 5M and 1M charts for the same period.
The usual solution to any glitch with the charts is the Reload History which has, until now, fixed the problem. Now when I do it on the 5M chart, it duplicates the penultimate candle and pushes the rest of the data back 5M. Naturally this skews the historical data even more. Reloads do not have the same screwy result on 1M charts, only the 5M. On 1M, data and candles reflect the same values they did prior to reload.
If you are looking at the chart and contract, the data will track correctly from the time you are looking at that chart. But if you switch to looking at another contract, who knows what it’s doing while you are away.
I stick to NQ and ES. This morning I was on NQ and documenting the latest problems there per the chart below.
The 5M chart is on the left, 1M on the right. The yellow horizontal line is at 15071.50 for the 0925 5M candle. Note that price was not reached until 0932 on the 1M chart.
To provide Jake some more data points, I reloaded both the 5M and 1M charts. The 1M chart had no changes but this is the newly revised 5M chart. The original hi/lo price for the original 5M 0925 candle is shown by the horizontal lines on the chart.
I updated to OF 1.130.3 but the same candle duplication problem occurs with it as well. The 5M chart is on the left and the 1M chart is on the right. The 1M chart does not have the same problem printing a penultimate duplicate candle.
This occurs on every contract I have checked with 5M charts.
I was going to check if the problem occurred on higher timeframe charts as well. When I switched to 15M and 30M charts, the duplicate candles were already printed on them.
Just switched between NQ and ES charts for a minute, approximately 10:40 EST. Now 5M charts are messing up with the prior candle even without a history reload. Just switching off the chart is enough to screw up the historical data.
Now it almost seems that anything other than the 1M charts just starts generating random candles. The 1100 candle discrepancies are indicated by the arrows. Note how OF added a gap at 1050 as well.
Welcome back to the forum and thanks for your latest post.
We have sent this off to our developers for feedback and will follow up on this thread once we know more about this issue.
Have you by any chance tried the current contract month for the ES and NQ through Rithmic rather than the front month contract? For example, in your images I see you are using front-month contracts. Can you try adding the actual contract month for the ES, ESU3 and see if this behavior persists for you?
As mentioned we will follow up on this thread when we have feedback from our developers, but I would encourage you to try the specific contract months in the meantime to see if you experience this same issue on other contracts.
As a quick update following up from our last response. Our developers notified us that they have observed some inconsistent Rithmic data since last week and have already mentioned this to Rithmic who we are currently waiting to hear back from.
Once our developers hear back from RIthmic to resolve this issue we will update this thread. I would encourage you to try the specific contract months as requested in the post above to see if this discrepancy happens on all contracts or just front month.
If you notice different behavior with specific contract months rather than front months, please let me know.
Thank you for confirming. Our developers are currently waiting to hear back from Rithmic still, they have mentioned that this specific issue along with the replication of candles is something that is occurring for Rithmic users only.
As I have discussed with you directly in the meantime while this is being fixed, we can offer an alternative data feed as a temporary solution to Rithmic such as the Optimus Futures feed or CQG which is not currently having this problem.
Here is an example of how the ESU23 appears using the Optimus Futures feed on a 1m and 5m chart with 1 day of historical data being loaded:
Yes, the Optimus futures data feed uses market data from Ironbeam.
Our developers have received confirmation from Rithmic that they are aware of the issue and are pushing a rollback this weekend that caused these chart discrepancies.
Rithmic released an update to their servers on June 10th that has since caused these issues, but they expect the rollback this weekend to fix any current problems.
Please test your Rithmic market data next week after the rollback and if issues persist, please let us know.
Just logged on, Monday, July 3rd, and did a reload only to see the same duplicate candle problem. Amazing that Rithmic has known of this problem for weeks and still no resolution.
I agree with you that it’s unfortunate. We sent an email update on the 27th, but we haven’t received a response yet. We promise to keep the community informed as soon as we have any updates. To follow up, I sent another email today to remind them.
Hello @goldmund, you’re welcome. I received a response from Rithmic stating that their API upgrade was the cause of the change and they have rolled back this feature. This should resolve the error (according to them )
Further update from our developers:
“As the issue was on the server side, users don’t need to install any updates, but it may require “Reload from server” for historical data.”
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