Does NT8 support Rithmic RAPI+?

[Gregorian]

Rithmic apparently now requires use of their updated API, RAPI+, in order to download historical data. Does NT8 use RAPI+, or does it use the older RAPI? I don't understand how NT8 would be able to access historical data using the older API.

[NinjaTrader_PatrickG]

NinjaTrader does not use Rithmic's historical data when connected within NinjaTrader. NinjaTrader's historical data servers are used.

[Gregorian]

I've learned that there is substantial difference between the various data feeds, and that one must develop strategies on the feed on which one will be trading. For example, IQFeed and CQG provide quite different data for ES, NQ, and YM. Therefore it's of some concern that NT8 is not using Rithmic data when asking for historic data while connected to Rithmic.

What about CQG/Continuum? When connected to them, do you get their data, or Ninjatrader's historic data?

I assume when connected to IQFeed, you would get their data. That's their whole identity, selling historical data.

Not clear why under Options, Market Data, Preferred Connections - Historical, we can select Rithmic, if we're not actually getting Rithmic data.

[NinjaTrader_PatrickG]

CQG-based feeds also use NinjaTrader's historical data.

IQFeed provides both real-time and historical data.

The Preferred Connections do not intelligently update with feeds that are/are not available to you or do not provide that particular asset class in real-time or historical data. It is simply a list of all available providers in each drop down.

[Gregorian]

That's surprising and not good. For example, a few days ago the simple act of changing from IQFeed to (what I thought was) Continuum historic data on a chart and reloading, reduced a strategy's historic performance from $67,000 to $33,000. When developing an automated strategy, we therefore need to use the same data feed for historical data that will be used when going live. The nebulous Ninjatrader historic data comes from where? If we don't know, then the only reliable choice is to use IQFeed for historical and live data, but that introduces a latency issue that we don't have with CQG and Rithmic.

[NinjaTrader_PatrickG]

The historical data you would receive from our servers should closely match CQG real-time data with some exceptions (e.g. daily close is settlement adjusted from the exchange).

If you want a single source, then you're correct that IQFeed/Kinetick is a great option.