Time and Sales?

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

is there a way to show time and sales?

2

Hello @ycomp,

Thanks for your question.

R Trader and R Trader Pro do support a feature similar to Time and Sales. This feature is called Market Data Trader History.

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As you can see in the image below, although not exact, this feature is very comparable to the standard Time and Sales window or Aggregated Tape:

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You will need to specify the symbol you are looking to display such data for in the bottom left under the Fetch data for field. You can also specify date and time via the fields to the right. If you enable the Live Updates checkbox, this will almost replicate time and sales.

If this feature is not what you are looking for you can always consider using R Trader Pro’s plugin feature to run a platform concurrently with R Trader that does support traditional time and sales, like Optimus Flow.

Let me know if this is what you were looking for!
Jake
Optimus Futures Support :optimus_logo_no_backroug:

3

This TIme and Sales cannot be used with the naked eye and the data is RAW. Is there a way to turn on summarized trades/Reconstructed tape in T&S settings per panel and color the rows based on BID or ASK orders? (see screenshot as example)

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4

Hello @paulhaus ,

Thanks for your question. Unfortunately R Trader or R Trader Pro does not provide the ability to add such customization directly through the platform. You can customize font colors and sizes, but not differentiate between buy/sell orders, etc.

If this is necessary for you, there are a few options.

  1. You can create an live stream CSV spreadsheet where you can filter this data and customize the fonts/colors as you need through Excel.

  2. You can use the R Trader Pro plugin which would allow you to execute your trades through R Trader, while using another platform that does support this style of T&S - like Optimus Flow, for analysis.

I hope this helps.
Jake
Optimus Futures Support

5

Hello,

Regarding the CSV, it is not good enough as the data shows lags on the sheet compared to the data coming in the " Market Data Trade History" from RTP. Furthermore, Rithmic doesnt provide aggregated Data on the Time and Sales from the CME exchange which makes it really difficult to read.

I trield Optimus Flow and I stumbled against the same problems as the TS on your application is not aggregated from the CME exchange (RAW only), the same applies to the LTQ quotes showing on the DOM (Raw only) and it looked like but I cannot confirm it that the TS has a lag compared to the DOM quotes as there is a refresh rate option applicable to the DOM that is not present on the TS.

I really miss the option to show aggregated ordres on the CME as this is standard on ICE, EUREX etc. just not on the CME as they provide both data pools (RAW & Aggregated)

https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Trade+Summary+Order+Level+Detail

Regards

rithmic_4

6

Hello @paulhaus,

Thanks for your response.

If you are looking for aggregated data, both Rithmic and Optimus Flow provide the ability to enable aggregated data on the login screen/connection box.

I can’t confirm this is exactly what you are looking for, but Rithmic does provide this option.

As shown in the image below, make sure that the login box of R Trader/R Trader Pro has the Aggregated Quotes setting turned on.

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Thanks,
Jake
Optimus Futures Support