We have a mutual customer that has noted some interesting differences between his live NinjaTrader Brokerage account connected via Continuum on his local PC (based in San Diego), versus his TopstepTrader account connected to Rithmic (Paper Trading) via a VPS (located in Chicago).
The chart and time and sales windows on the left side of the screenshot are connected to Continuum, on the right side Rithmic. As you can see in the "Capture" screenshot image attached, identical time and sales are noted between both the Continuum and Rithmic connections and the "ticks remaining" noted on each chart are relatively close to one another, however these 800 tick CL charts are not drawing the same.
I suggested to the user that he "reload all historical data" for both his Continuum and Rithmic charts. After resetting historical data, both charts line up exactly with one another and the "ticks remaining" counters are equal to each other. (Which makes sense due to the fact that both connections reference the same source for historical data)
However, after about 3 or so minutes of running nearly at the same pace, the ticks on the Rithmic connection start running behind the Continuum connection, even though the Time and Sales windows on both connections update at nearly the exact same time.
After spending over an hour with this user on a screenshare, noticing the intricate differences and similarities between the two connections, I hypothesize that for some reason NT8 is not calculating ticks properly for the Rithmic connection. To test this hypothsis, I pulled up my NT7 testbed on my local computer, connected to Rithmic (paper trading) and set my charts to the exact same parameters as our mutual customer (CL market - 800 tick chart) and discovered that my tick chart calculation would eventually lag our customer's Continuum connection after about the same 3 minute interval, but would yet still be ahead of our customer's Rithmic connection tick count.
My question is, how are tick charts calculated differently between Continuum and Rithmic?
Please feel free to contact me directly if you have any questions about this issue. We really appreciate you guys taking the time to look into this.
Tim Fry
Advanced Technical Support
TopstepTrader
312-489-8237
[email protected]
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