Rithmic Trade Execution Software Infrastructure Architecture
R | API™ is a collection of C++ and .NET software libraries and interface definitions. Developers and screen designers incorporate R | API™ into their proprietary software to gain access to the Rithmic trade execution software infrastructure. R | API™ provides its callers with a normalized view of market data, reference data and order and execution reports across all supported exchanges. Additionally, R | API™ provides latency information about the market data and trade reports it receives so that a proprietary algorithmic trading program incorporating R | API™ may take immediate action if such latency exceeds its own thresholds.
The Rithmic trade execution software infrastructure supports users from different FCMs concurrently. In an installation used exclusively by one algorithmic trading group, client programs built on R | API™ (as depicted by the green box in the lower right hand part of the diagram) connect to the infrastructure from inside the firewall (above the red rectangle), avoiding any of its latency.