Question for Rithmic and TS datafeed users

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ACMilan
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Question for Rithmic and TS datafeed users

Postby ACMilan » 20 May 2016

Hello there
I have an issue and was wondering if anyone can help.

2 Machines
2 Multicharts
1 with Rithmic real time feed
1 with TS real time feed

Rithmic E-Mini Cont symbol ES
Rithmic Crude Cont symbol CL
Rithmic Gold Cont symbol GC

TS E-Mini Cont symbol @ES
TS Crude Cont symbol @CL
TS Gold Cont symbol @GC

Same charts on both machines, same time frame.
In live markets both feed match tick by tick exactly
However when comparing historical charts the two feed could not be more different
In some instances the difference in ES OHLC could be of several points, same in CL and GC
Does anyone know why this happens and what the solution might be?
Thank you

tony
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Re: Question for Rithmic and TS datafeed users

Postby tony » 20 May 2016

Only thought that comes to mind is filtered data causing the discrepancy. I believe MC builds bars on time stamps so shouldn't be that.

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JoshM
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Re: Question for Rithmic and TS datafeed users

Postby JoshM » 28 May 2016

However when comparing historical charts the two feed could not be more different
In some instances the difference in ES OHLC could be of several points, same in CL and GC
Does anyone know why this happens and what the solution might be?
Are those historical charts backfilled with historical data from the datafeed or collected with solely real-time ticks? I'm asking because there might be a difference between how Rithmic and TS store their historical data (perhaps some cleaning before storing it or not, for example).


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