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Getting data from Zen-Fire and using it to trade through anywhere other than Zen-Fire would violate your license to use the software in Zen-Fire and render it void.

each time your order for 100 is filled, another order of 100 is appended to the order book at 1180 until your total of 5000 is depleted. in your example, the first 100 traded were yours. as soon as that order was filled, another order of yours would go on the book at 1180, so the available...

Rithmic supports exchange traded spreads and options. We also have an API available in C++ and in .NET.

1 ms per 100 miles. Bad typing and bad proof reading above.

keep in mind that a blink of an eye takes about 150 milliseconds. so your reaction time is likely to be the dominating factor in your order latency, unless you are trading on a machine that is very far away from the exchange. telco rule of thumb: 1 millisecond for every 1000 miles.

No. We just know that it is used and we therefore assume that those using it are profitable.

We buit a program for use by our clients that looked for the bid/ask spread to widen to at least 3 ticks (ask- bid = 3 ticks). Upon discovery of such a spread it would then submit 2 orders, one on the bid+1 tick and one on the ask-1 tick becoming the new inside market. Feedback has been...

here's es june: ccyy-mm-dd hh:mm:ss.uuuuuu price trade-size trade-volume net-change pct-change 2010-06-13 18:00:00.148825 1090.50 1 42 1.25 +0.11 2010-06-13 18:00:00.148640 1090.50 1 41 1.25 +0.11 2010-06-13 18:00:00.148445 1090.50 1 40 1.25 +0.11 2010-06-13 18:00:00.148250 1090.50...

responses in-line.

Our tests were conducted while getting approximately 2000 market data messages per second. Our release criteria was simple - upon receipt of every nth market data message, release another order. A trading algorithm would likely take a bit more time to decide to release an order but probably...

At Rithmic, we are trying to close the gap between retail trading and institutional HFT. We have recently released features in our software that will enable a trader to get market data and release an order based upon that market data in under 250 microseconds (assuming that the trader's...

Last week we released a version of R | API for .NET and for MAC. I expect some screen providers to make use of it soon.

When Ninja connects to Vision Financial it connects to a Rithmic system.

Rithmic's R | API is a set of C++ libraries. It runs on Linux and Windows. Later this month we expect to release a version that is pure .NET. We also accept orders via FIX 4.2.

Try Ninja over Rithmic clearing through Vision Financial Markets. Trading wil be available shortly but market data is available now.

If you use Ninja Trader or any of the screens that run on Rithmic's infrastrcuture and use Zen-Fire or Vision Financial Markets you may find using equipment at Steadfast's Chicago data center greatly reduces your latency. We have some users who have such a setup and they report good results...

Try Zen-Fire or Vision Financial Markets.

as a provider of trading systems i look at activity from a rather short sighted point of veiw - usage of my software. i found, to my surprise, that last week volume was strong and increasing, though the number of traders dipped toward the end of the week. infact, friday showed average to...

Try LFZ1209

Originally, Rithmic produced its software for alogrithmic traders who trade via programs that they themselves write. Using Rithmic's software a trader/programmer could conecentrate on developing and trading algorithms, instead of dealng with exchange related issues and computing problems...