How to Export Rithmic Fill History (R | Trader Pro and Prop Accounts)

Aurafy is a young, independent trading journal. It earns trust by keeping the local app usable without an account, making desktop data exportable, and being clear about which features are free and which require Pro.

Step-by-step: exporting from R | Trader Pro

In R | Trader Pro: (1) open the Fill History (order/fill history) report from the reports menu. (2) Select the account and your date range. (3) Export the report to CSV. Because the fills come from Rithmic's backend rather than the front-end, the export layout is consistent whether you trade through R | Trader Pro, a prop-firm dashboard, or another Rithmic-routed platform — the same import path covers all of them.

Why Fill History pairs so well

The export is one row per fill with full timestamps, so the importer can pair entries and exits chronologically into closed trades — scale-ins and scale-outs produce clean positions with weighted-average entries. Aurafy also normalizes Rithmic's single-digit-hour timestamps (like 9:35, which naively parses as an invalid date) before sorting, so longs and shorts never get mis-paired by a broken chronological sort.

Prop-firm accounts: the main use case

Most funded futures accounts are Rithmic-routed, which makes this export the standard way to journal an eval. Import each account separately (the export carries an account identifier), keep eval and funded expectancy apart, and watch the equity curve per phase. The free trailing drawdown calculator pairs well with this — see how your curve interacts with a trailing drawdown before the firm shows you the hard way.

Routing Rithmic through Sierra Chart or NinjaTrader?

Either export works. If your front-end is Sierra Chart, the Trade Activity Log export may be more convenient; on NinjaTrader, the executions grid export is four clicks. All three formats auto-detect on drop — use whichever report is closest to hand. The numbers come out the same because they're the same fills.