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Rithmic API guide

Rithmic powers order routing and market data for many futures brokers and prop firms. Developers meet it when a prop account runs on Rithmic and they want to automate it, or when they need lower latency than retail APIs offer.

Build a Rithmic strategyOfficial docs

Last verified · Also known as R|API, R|Protocol

Quick answer

Rithmic is futures market-data and order-routing infrastructure, accessed through R|API+ (C++/.NET), R|Protocol (Protobuf over WebSocket) or the low-latency R|Diamond. There is no simple REST API or self-serve key: access comes through an FCM or prop firm, and an exchange simulator is available on trial.

Rithmic API at a glance

Pricing
Commercial; via your FCM or prop firm
Availability
Through FCMs and prop firms
Paper trading
Exchange simulator (14-day trial)
Integration type
Local gateway
In AlgoGP
Design and backtest in AlgoGP, connect the exported code
APIs
R|API+ (C++/.NET), R|Protocol (WebSocket + Protobuf), R|Diamond
Markets
Exchange-traded futures and options (CME, CBOT, NYMEX, Eurex…)
Access
Through an FCM or prop firm; conformance may apply
Test
Exchange simulator (14-day trial)

When Rithmic makes sense

Rithmic advertises sub-millisecond parts of its routing stack (R|Diamond under 250 µs, vendor-reported). Those numbers describe its infrastructure, not the round trip of a strategy running on a home internet connection. For bar-based strategies, a REST broker is simpler; Rithmic matters for prop-firm accounts and latency-sensitive futures work.

R|Protocol is the most accessible route for Python developers: a WebSocket connection exchanging Protobuf messages, with community wrappers such as async_rithmic.

Build a Rithmic strategy with AlgoGP

AlgoGP does not connect to Rithmic natively yet. Rithmic connects through a local gateway, socket, FIX or Protobuf stack rather than plain HTTPS, so it runs as a separate process next to your strategy.

  1. 1

    Design and backtest in AlgoGP

    Describe the strategy to the copilot and backtest it on years of normalized history. The result does not depend on any vendor.

  2. 2

    Export the Python project

    Every project exports strategy.py, market_data.py, brokers.py and live.py. The strategy only sees bars, cash, positions and orders, never a vendor’s wire format.

  3. 3

    Plug in Rithmic

    Implement the four adapter methods (account, positions, submit_market_order and a candle fetcher) with Rithmic’s SDK, or keep a built-in platform for paper trading and add Rithmic when you go live.

Built-in brokers for the same markets: OKX.

Rithmic API: frequently asked questions

Does Rithmic have a REST API?

No. Use R|API+ SDKs or R|Protocol over WebSocket with Protobuf messages.

How do I get Rithmic API access?

Through your FCM or prop firm, which provisions Rithmic credentials and may require conformance testing for custom apps.

Can I use Rithmic from Python?

Yes, via R|Protocol with Protobuf; community libraries wrap the message handling.

Design and backtest your Rithmic strategy first

AlgoGP turns an idea into Python and tests it on years of history before you connect it to Rithmic. The exported code keeps the broker behind four small adapter methods.

  • AI copilot writes and revises the rules
  • Backtests with realistic costs
  • Exported Python ready to wire to Rithmic
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Independent guide. AlgoGP is not affiliated with Rithmic. Limits, prices and availability change; confirm them in the official documentation. Nothing here is investment advice.