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Rithmic History Service and requests for Raw Tick History

As part of the release of R|Trader Pro, Rithmic has provided support for charting and market data trade history including minute bars, second bars, daily bars, tick bars, volume bars, range bars, and minute bars with volume footprint. Rithmic has also provided API access to this market data history database which allows third party software developers to query this data set as part of their applications. The design of the Rithmic History Data base has focused on supporting charting, and requests for data to support charts. Somewhat unexpectedly it appears that API access to the database has been in the form of requests for raw tick data, even in cases where programs using the API intend to load the data into charts which are organized in groups of ticks or in minute or even daily bars (i.e. requests for raw ticks are used to present data in forms other than raw ticks).

Since the end of September 2020, some users have experienced reports of slow load times of tick bars, especially during the hours immediately after US Market Open.

Rithmic can confirm that a greater than normal number of requests for raw tick history has in some cases resulted in slow load times for tick bar requests and requests based upon tick bars. Requests for minute bars, second bars and daily bars have not been affected.

Rithmic product development has implemented an optimization of the request infrastructure for raw tick history, and this was implemented on October 13, 2020 at 18:30:54 CDT. Rithmic product development will continue surveillance on this implementation to ensure that this improves the time it takes end users to request market data history.

Users who requested charts with updates prior to 18:30:54 CDT may need to reload their charts to ensure they continue to update after 18:30:54 CDT.

10/15/20

Rithmic followed up with us on their post above:

Rithmic has identified a pattern of historical market data usage which was affecting their service and have implemented a change last night which they believe improves the quality of the Rithmic data feed (but they will continue monitoring).

At this time Rithmic data shows that most requests for tick-based data are completed in less than a second.

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