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Rithmic and SC and Numbers Bars


Can anyone give me any experience with the accuracy of Numbers Bars using Rithmic data feed? This has to be clean by tick data and filtered by bid volume and ask volume.



I use Numbers Bars with Rithmic feed and it is the best.
Rithmic feed is pure tick by tick data with precise ask and bid volume. It is the same as DTNIQ but Rithmic is also known for its very fast execution.


SC has the fastest Numbers Bars implementation out there.
It shows you in real time any bid/ask change. I have it set at 50ms refresh rate (= 20 times per second).
In comparison, Marketdelta is turtle slow compared to SC’s code and no amount of low level tweaking got it to even remotely be enough for hyper scalping

In the past I had doubts about Rithmic’s bid/ask accuracy, specially in crude oil (and a bit in es but to a lesser degree), but in the last 6 months they are bang on.
For my needs the speed was important so I found workarounds for inconsistencies I saw (simple filtering), but as stated there is no need for this anymore.


We have good information to share about this. We have compared Rithmic data and the enhanced historical data available to Optimus Futures customers, to DTN IQ Feed data. We see an exact 100 percent match with Numbers Bars. Please see the attachments.

ESH3-CME Rithmic symbol
@ESH13 IQ Feed symbol

The reason we compared to IQ Feed is because it is a known good reference data feed for comparison since it provides tick by tick data and accurate best bid and ask prices with each trade.