Connect Rithmic and work with futures contracts

Prepare a Rithmic login#

AMM connects to Rithmic through R | Protocol for CME Group futures: CME, CBOT, NYMEX and COMEX. Execution quantities are whole contracts. The server must enable Rithmic before it appears as an available trading route. If Brokers & feeds shows onboarding, complete that server setup first.

A login belongs to a particular Rithmic system, such as Test, Paper Trading or a production system. Each system can require separate credentials and fees, and some require the application to be whitelisted. AMM uses the required application name tido:AMM. Do not remove the tido: prefix when configuring a custom application name. Nasdaq market data has a separate written-agreement requirement; CME Group futures access does not imply Nasdaq permissions.

In Data › Brokers & feeds › Rithmic › Settings, select the system, enter its user and password, and Save. The credentials are stored by the AMM server, not embedded in the app's chart configuration. Connect and inspect the returned accounts and connection state. Connect saves unsaved drawer edits first; still verify the displayed system/account after it completes.

Respect login limits#

AMM pools a login rather than opening an independent upstream connection per chart. Direct mode owns that pool in the API; relay mode owns it in Broker Manager. Other programs, including R | Trader Pro, can consume the provider's concurrent-session allowance. A forced logout is a condition to investigate, not a reason to loop reconnect attempts against another active session.

If login succeeds but a chart has no data, separate entitlement, market session, symbol and transport problems. Rithmic can accept a subscription without supplying the stream you expected. Inspect current quotes/prints and exchange permissions. A Permission denied response identifies an entitlement issue; it is not fixed by increasing chart lookback.

Select a dated contract or a continuous series#

Use the shared futures picker to choose the exchange, root and contract month. A dated contract such as ESZ6 identifies the December 2026 contract; it is not an eternal symbol. Verify expiry, point value, minimum tick, quantity limits and trading hours in Instrument Manager. A one-point ES move and a one-point micro-contract move have different monetary effects.

A continuous symbol such as ES_CONT represents a roll-managed series. Inspect the active dated contract and roll rule before starting. Historical continuous prices can be back-adjusted; the order is still routed to the actual listed contract. AMM records roll close/reopen legs in history. Do not treat a continuous chart's adjusted level as a directly listed broker order price without the route's roll conversion.

The instrument catalogue can show future months and continuous entries without a current login or downloaded history. Presence in that catalogue does not establish exchange permission or complete data coverage.

Acquire history and warmup#

Rithmic downloads Minute, Second, Tick and Daily data. Tick history contains trade observations, including available aggressor information; it is not a historical bid/ask order book. Daily files are built from full completed CME sessions, using the DST-aware Chicago session date rather than UTC midnight.

Use Data Download with the exact contract and a bounded range. Inspect each symbol/resolution's result. Requests are serialized and re-download their requested range; a generic resume/parallelism field does not promise concurrent incremental Rithmic acquisition. If a tick-history page saturates a boundary second and completeness cannot be established, AMM fails that chunk explicitly rather than skipping trades.

A Tick/Second live session cannot obtain its complete warmup from the minute-only startup bridge. Download the required second/tick history first. A file's endpoints do not prove its interior coverage; inspect the relevant range and data basis.

Depth, prints and protection#

With appropriate entitlement, Rithmic supports L2, market-by-order L3 and live trade prints. L3 can identify working own orders when market data and execution use the matching account/client. A market-data-only client cannot claim those orders are yours. Depth and tape feed DOM, Time & sales and order-flow overlays; their display is throttled and bounded, not a full exchange audit trail.

Broker-side OCO protection is available only when the server-side-protection setting is enabled for the venue. Its stop/target children arrive after entry fills; AMM waits for their acknowledgment and treats missing required protection as a failure. A full-close route can cancel all working orders on that account/contract when the server-side protection path is enabled, so shared-contract account activity needs particular care.

Rithmic is netted per contract. AMM session allocations derive from their own fills; account P&L is reported separately. FCM commissions and exchange fees are not attributed as per-fill session costs here. A gross session result is not net broker profit.

Diagnose and recover#

Check system, user, account, exchange, exact month and market session in that order. Restore credentials or permission where the error directs. After a forced logout, identify the competing session before reconnecting. After a disconnect, wait for history catchup and stream restoration before assuming the chart is current. Use Market depth data for stream-specific errors and Instruments and groups for roll and contract inspection.

For the complete expiry, continuous-price, manual roll and automatic-roll workflow, see Futures contracts and rolls.