Rithmic Trade Execution Software Infrastructure Architecture
R | Protocol API™ is a wire line interface specification for communication with Rithmic’s R | Trade Execution Platform™. Apps supporting R | Protocol API™ receive a normalized view of market data and of order and execution reports across all support exchanges.
Timestamps are provided with the granularity set by their source: microseconds respecting market data receipt and order submission by R | Trade Execution Platform™ and milliseconds to nanoseconds as published by the exchanges.
Though an app that uses R | Protocol API™ can run on a desktop, R | Protocol API™ has been developed for use on mobile devices (phones, tablets, etc.) and in Web browsers. R | Protocol API™ uses WebSockets and Google protocol buffers. As R | Protocol API™ is a wire line spec and not complied software, applications that support R | Protocol API™ may be built in any language and run over any operating system on which WebSockets and Google protocol buffers may be used.
