Rithmic Plugin
Rithmic, LLC is a
leading provider of direct market access (DMA) trade execution services. The
Rithmic R API allows a
trading algo to access real-time price, place orders and manage portofolios.
The Rithmic plugin was developed by Kun Zhao and licensed under the MIT
License. It can be downloaded from the author's
GithHub
page,
Place the 32-bit or 64-bit rithmic.dll file into the Plugin
or Plugin64
folder under Zorro's root path, and place the rithmic_ssl_cert_auth_params
file
into Zorro's root path. Enter the Rithmic specific settings to
Zorro.ini or ZorroFix.ini as described on Github. Generate an API key for your account on the
Rithmic website.
Zorro login fields
for Rithmic:
| User: |
Rithmic User ID |
| Password: |
Rithmic Password |
Remarks
- The Symbol field in the asset list must have a Symbol column with a dot
followed by the exchange symbol at the end.
Example: ESH5,
5993.75, 0.25, 0.0, 0.0, 0.25000, 0.01, -98.7, 0, 1.00, 0.0, *.CME
- Market and limit orders are supported.
- The source code of the plugin can be downloaded from
https://github.com/kzhdev/Rithmic_zorro_plugin
- This plugin was not developed by oP group. For support or reporting problems, please contact the author on his GitHub account or on the Zorro user forum.
Supported broker commands
The plugin supports the brokerCommand function with the following commands:
- SET_PATCH
- GET_COMPLIANCE
- GET_BROKERZONE
- GET_MAXTICKS
- GET_POSITION (Example:
brokerCommand(GET_POSITION, "ESH5.CME");)
- SET_ORDERTEXT
- SET_SYMBOL
- SET_ORDERTYPE (0 - IOC, 1 - FOK, 2 - GTC)
- SET_PRICETYPE (1- quotes, 2 - trades)
- SET_DIAGNOSTICS
- DO_CANCEL
See also:
Links, order, brokers, broker plugin, brokerCommand
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