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    NT8 and FXCM

    I am wondering... has the internal connection code/adapter been rewritten in NT8 for connecting to FXCM? With NinjaTrader 7 I am experiencing multiple times a day where the data literally just freezes with no warning, at least for CFDs (I haven't checked with currencies).

    The FXCM servers themselves are fine, since the FXCM native trading app and their web app continue to work just fine and have no problems streaming data. This is an issue with Ninjatrader only. In addition, once or twice a day the platform just crashes, when connected to FXCM.

    So, question:

    1. Is NT 8 using this same code, or has it been rewritten? (To be answered by NT support staff.)

    2. Can anyone comment on the performance of NT8 with FXCM? (Comments from beta testers welcome.)

    Thanks!

    #2
    Im having the same issues with FXCM. (FX)

    Comment


      #3
      Originally posted by radicaltrader View Post
      Im having the same issues with FXCM. (FX)
      Just to be clear, are you having these same FXCM issues on NT 7, or NT 8?

      Comment


        #4
        Sounds like this issue is not just my system. It has been getting worse the past couple of weeks, before that it would only happen intermittently now it's a few times a day. Is this also happening to anyone using NT 8?

        Comment


          #5
          NT7 drops the FXCM connection (stays Green) a couple of time a day.... I have spent many hours trying to resolve the problem with no success.

          I'm using a VPS so the connection should be the best.

          Comment


            #6
            After reading other threads... the current status is FXCM says its a NT issue and NT says its an FXCM issue.

            Comment


              #7
              Originally posted by radicaltrader View Post
              After reading other threads... the current status is FXCM says its a NT issue and NT says its an FXCM issue.
              It's obviously an issue between both of them. FXCM's basic feed is fine, there is nothing wrong with it because the other platforms (web + java) are working 100% OK. Therefore, there is something wrong with the way that FXCM's data is communicating with NinjaTrader.

              NT support, how about we prioritize this and make sure that FXCM is tradeable with your software? Right now you can't use a platform that crashes and/or disconnects multiple times a day. Also still waiting on a response to hear if the code was rewritten for NT 8... if not, you are going to have these same issues when you launch, so you might as well fix it now.

              Comment


                #8
                Its a pity IB FX is no-longer available in Australia. NT7 worked perfectly with IB.

                Comment


                  #9
                  Hi Trader
                  I tried a new VPS today..... same problem with the connection drops out with NO notification.
                  Can NT be used with any other brokers in Australia?

                  Comment


                    #10
                    NT Support staff,

                    Have you been able to answer the question yet as to whether NT8 has a rewritten adapter for connecting to FXCM, or is it using the same code? If it is the same code, then NT 8 will experience the same connection issues that we are seeing with NT 7. Please advise...
                    thanks!

                    Comment


                      #11
                      Originally posted by Trader_55 View Post
                      NT Support staff,

                      Have you been able to answer the question yet as to whether NT8 has a rewritten adapter for connecting to FXCM, or is it using the same code? If it is the same code, then NT 8 will experience the same connection issues that we are seeing with NT 7. Please advise...
                      thanks!
                      All Adapters have been re written from scratch, and we are on the latest API's as of the development of those adapters.

                      We do know of an API limitation where a disconnect event isn't reported for 90 seconds. This was true in NT7 and remains true in the new NT8 adapter as well.

                      I do not know of any issues that could cause the application to crash as a result of FXCM adapter alone. Do you have any reference numbers on support cases you have used to report these issues?

                      If you can help us identify specifically what is occurring, we can let you know if it is something addressed, but simply 're-writing' the adapter likely isn't enough to help if there is an issue you're running into that we're unable to reproduce.

                      Since you constantly see issues as your first post indicates, I'm sure our support staff could help identify the source of this problem as you also state it only happens with NinjaTrader. You could also run NinjaTrader 7 and NinjaTrader 8 at the same time as a test for yourself to see if there are any improvements in terms of your own personal experience.
                      MatthewNinjaTrader Product Management

                      Comment


                        #12
                        Thank you for responding.

                        We do know of an API limitation where a disconnect event isn't reported for 90 seconds. This was true in NT7 and remains true in the new NT8 adapter as well.
                        In NT7 the disconnect is never reported. "connection remains green".

                        I do not know of any issues that could cause the application to crash as a result of FXCM adapter alone.
                        NT7 doesn't crash, you can still navigate around the application. The application just stops receiving data from FXCM.

                        It sound's like it is just Trader 55 and I that's having the issue..... I'm happy to open a support case with Trader55

                        Comment


                          #13
                          Originally posted by radicaltrader View Post
                          NT7 doesn't crash, you can still navigate around the application. The application just stops receiving data from FXCM.
                          This is correct... while it did crash on me once or twice, I cannot say for sure that it is directly related to the FXCM adapter.

                          The situation described above, however, does happen relatively frequently. I have also noticed that it seems to happen more often when there is a lot of data streaming in very quickly, during volatile times.

                          For example, yesterday about 20 minutes before the S&P close, FXCM stopped transmitting data when the indices were quickly moving in a volatile downtrend. Similarly, about 10 minutes after today's 9:30 open, the data also froze during a volatile period. I have a feeling that somehow NT's FXCM adapter code may not be able to handle high volumes of trades coming in.

                          I would suggest that the development team make sure that it can handle this during NT 8 testing. Ask them if they can just turn on an FXCM connection and have it displaying data on a few minute + tick-based charts (range, second, whatever), and make sure that it runs without a glitch during volatile trading periods (news releases, opens and closes) on instruments like $US30 (dow jones 30). Just leave it running and see what happens, maybe with an NT 7 connection side-by-side. If there is a case of frozen data which occurs, they can investigate it further for NT8.

                          Comment


                            #14
                            Originally posted by radicaltrader View Post
                            In NT7 the disconnect is never reported. "connection remains green".
                            That is precisely what I mean...

                            The connection status is reported (green / orange / red) is reported by the API.

                            However, with FXCM - It takes the API 90 seconds to even report to the NinjaTrader client that the connection has been lost. This means that you can experience periods where you are NOT receiving data (since you have lost connection), but the API has not yet reported this to NinjaTrader. As a result, the connection status is green and connected.

                            Originally posted by radicaltrader View Post
                            NT7 doesn't crash, you can still navigate around the application. The application just stops receiving data from FXCM.
                            I would be surprised to see an adapter cause NT to completely crash, but I'm just going off language used in this thread. This may be something different that trader_55 is reporting.


                            Originally posted by radicaltrader View Post
                            It sound's like it is just Trader 55 and I that's having the issue..... I'm happy to open a support case with Trader55
                            I would not assume you're both experiencing the same issues and would treat them different.

                            It would be great if you both could create separate tickets by emailing our support staff at platformsupport[at]ninjatrader[dot]com and we could work on these cases individually to make sure we're not talking about apples and oranges.

                            Including your log and trace files from a period you received a disconnect is a great way to start.
                            MatthewNinjaTrader Product Management

                            Comment


                              #15
                              Originally posted by Trader_55 View Post
                              This is correct... while it did crash on me once or twice, I cannot say for sure that it is directly related to the FXCM adapter.

                              The situation described above, however, does happen relatively frequently. I have also noticed that it seems to happen more often when there is a lot of data streaming in very quickly, during volatile times.

                              For example, yesterday about 20 minutes before the S&P close, FXCM stopped transmitting data when the indices were quickly moving in a volatile downtrend. Similarly, about 10 minutes after today's 9:30 open, the data also froze during a volatile period. I have a feeling that somehow NT's FXCM adapter code may not be able to handle high volumes of trades coming in.

                              I would suggest that the development team make sure that it can handle this during NT 8 testing. Ask them if they can just turn on an FXCM connection and have it displaying data on a few minute + tick-based charts (range, second, whatever), and make sure that it runs without a glitch during volatile trading periods (news releases, opens and closes) on instruments like $US30 (dow jones 30). Just leave it running and see what happens, maybe with an NT 7 connection side-by-side. If there is a case of frozen data which occurs, they can investigate it further for NT8.
                              I appreciate your advice; however we do performance testing pretty frequently and this is just simply not something that comes up in our testing. We need your help to figure out what is going wrong.

                              As a side note: it sounds like you guys may be using multiple applications with your fxcm account connection. There is another limit on the API to bare in mind which is the number of requested symbols you can received data for concurrently. I believe this is defaulted to 20, but you can have that number changed by an FXCM rep should you so wish...

                              I only mention this because we have on many occasions started chasing connection issues only to find that users were looking up new symbols, which then put them over the limit unknowingly. In doing so, data for some symbols would stop, while others would flow.

                              To understand what exactly is happening, here is what I suggest:
                              1. Open a Market Analyzer in NinjaTrader
                              2. Right click-> Columns->
                              3. Add the "TimeLastTick" column on your market analyzer
                              4. Right click again-> Instruments
                              5. Add exactly the number of symbols you plan on viewing / you have configured on your account.


                              This is going to give you a display of all the instruments you are viewing data for and the time they have last updated.

                              Click image for larger version

Name:	fxcm_connection.png
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                              During periods of issues, if all instruments are not updating, then it would indeed be an adapter/connection issue. We would then need some diagnostic information.
                              • open command prompt Start > All Programs > Accessories > Command Prompt
                              • type in the following
                              • pathping fxcorporate.com


                              This will immediately give you a brief trace route to the fxcm servers that NinjaTrader is currently using.

                              It will then start to compute statics for about 500 seconds (that's over 8 minutes, so this takes a while)

                              Once it is complete, it will give you an output of the average response time to each ISP node between NinjaTrader and the FXCM severs we NinjaTrader uses. This will be crucial in us understanding what is happening in your environment during these periods where the adapter is not receiving data. (Note: as you have said you have other programs working fine, I'm sure your internet is also working fine, this is simply some diagnostic information about your environment we would need to analyze to understand why this is occurring)

                              You can right click and select all > copy on these results, and then paste them into an email or another text file and send these results to our support team.

                              Example of a pathp ping result

                              Code:
                              C:\Users\MyAccount>pathping fxcorporate.com
                              
                              Tracing route to fxcorporate.com [204.8.240.52]
                              over a maximum of 30 hops:
                                0  my.computer [x.x.x.x]
                                1  x.x.x.x
                                2  173-14-19-14-Colorado.hfc.comcastbusiness.net [173.14.19.14]
                                3  96.120.12.17
                                4  xe-2-0-1-sur01.denver.co.denver.comcast.net [68.85.221.221]
                                5  ae-20-ar01.denver.co.denver.comcast.net [68.86.128.169]
                                6  be-33652-cr01.1601milehigh.co.ibone.comcast.net [68.86.92.121]
                                7  be-11719-cr02.denver.co.ibone.comcast.net [68.86.86.77]
                                8  be-11724-cr02.dallas.tx.ibone.comcast.net [68.86.84.230]
                                9  hu-0-10-0-0-pe03.1950stemmons.tx.ibone.comcast.net [68.86.86.170]
                               10  ae13.er1.dfw2.us.zip.zayo.com [64.125.13.185]
                               11  ae11.cr1.dfw2.us.zip.zayo.com [64.125.20.65]
                               12  ae27.cs1.dfw2.us.eth.zayo.com [64.125.30.180]
                               13  ae0.cs2.dfw2.us.eth.zayo.com [64.125.28.123]
                               14  ae5.cs2.iah1.us.eth.zayo.com [64.125.28.102]
                               15  ae3.cs2.dca2.us.eth.zayo.com [64.125.29.44]
                               16  ae4.cs2.lga5.us.eth.zayo.com [64.125.29.30]
                               17  ae27.cr2.lga5.us.zip.zayo.com [64.125.30.253]
                               18  ae3.er4.lga5.us.zip.zayo.com [64.125.31.246]
                               19  208.185.12.62.IPYX-065351-ZYO.above.net [208.185.12.62]
                               20  www.fxcorporate.com [204.8.240.52]
                              
                              Computing statistics for 500 seconds...
                                          Source to Here   This Node/Link
                              Hop  RTT    Lost/Sent = Pct  Lost/Sent = Pct  Address
                                0                                           my.computer [x.x.x.x]
                                                              0/ 100 =  0%   |
                                1    0ms     0/ 100 =  0%     0/ 100 =  0%  x.x.x.x
                                                              0/ 100 =  0%   |
                                2    0ms     0/ 100 =  0%     0/ 100 =  0%  173-14-19-14-Colorado.hfc.comcastb
                              usiness.net [173.14.19.14]
                                                              0/ 100 =  0%   |
                                3   10ms     0/ 100 =  0%     0/ 100 =  0%  96.120.12.17
                                                              0/ 100 =  0%   |
                                4   10ms     0/ 100 =  0%     0/ 100 =  0%  xe-2-0-1-sur01.denver.co.denver.co
                              mcast.net [68.85.221.221]
                                                              0/ 100 =  0%   |
                                5   10ms     0/ 100 =  0%     0/ 100 =  0%  ae-20-ar01.denver.co.denver.comcas
                              t.net [68.86.128.169]
                                                              0/ 100 =  0%   |
                                6   10ms     0/ 100 =  0%     0/ 100 =  0%  be-33652-cr01.1601milehigh.co.ibon
                              e.comcast.net [68.86.92.121]
                                                              0/ 100 =  0%   |
                                7   13ms     0/ 100 =  0%     0/ 100 =  0%  be-11719-cr02.denver.co.ibone.comc
                              ast.net [68.86.86.77]
                                                              0/ 100 =  0%   |
                                8   27ms     0/ 100 =  0%     0/ 100 =  0%  be-11724-cr02.dallas.tx.ibone.comc
                              ast.net [68.86.84.230]
                                                              0/ 100 =  0%   |
                                9   27ms     0/ 100 =  0%     0/ 100 =  0%  hu-0-10-0-0-pe03.1950stemmons.tx.i
                              bone.comcast.net [68.86.86.170]
                                                              0/ 100 =  0%   |
                               10   28ms     1/ 100 =  1%     1/ 100 =  1%  ae13.er1.dfw2.us.zip.zayo.com [64.
                              125.13.185]
                                                              0/ 100 =  0%   |
                               11   27ms     0/ 100 =  0%     0/ 100 =  0%  ae11.cr1.dfw2.us.zip.zayo.com [64.
                              125.20.65]
                                                              0/ 100 =  0%   |
                               12  ---     100/ 100 =100%   100/ 100 =100%  ae27.cs1.dfw2.us.eth.zayo.com [64.
                              125.30.180]
                                                              0/ 100 =  0%   |
                               13  ---     100/ 100 =100%   100/ 100 =100%  ae0.cs2.dfw2.us.eth.zayo.com [64.1
                              25.28.123]
                                                              0/ 100 =  0%   |
                               14  ---     100/ 100 =100%   100/ 100 =100%  ae5.cs2.iah1.us.eth.zayo.com [64.1
                              25.28.102]
                                                              0/ 100 =  0%   |
                               15  ---     100/ 100 =100%   100/ 100 =100%  ae3.cs2.dca2.us.eth.zayo.com [64.1
                              25.29.44]
                                                              0/ 100 =  0%   |
                               16  ---     100/ 100 =100%   100/ 100 =100%  ae4.cs2.lga5.us.eth.zayo.com [64.1
                              25.29.30]
                                                              0/ 100 =  0%   |
                               17   59ms     0/ 100 =  0%     0/ 100 =  0%  ae27.cr2.lga5.us.zip.zayo.com [64.
                              125.30.253]
                                                              0/ 100 =  0%   |
                               18   61ms     0/ 100 =  0%     0/ 100 =  0%  ae3.er4.lga5.us.zip.zayo.com [64.1
                              25.31.246]
                                                              0/ 100 =  0%   |
                               19   64ms     0/ 100 =  0%     0/ 100 =  0%  208.185.12.62.IPYX-065351-ZYO.abov
                              e.net [208.185.12.62]
                                                              0/ 100 =  0%   |
                               20   61ms     0/ 100 =  0%     0/ 100 =  0%  www.fxcorporate.com [204.8.240.52]
                              
                              
                              Trace complete.
                              
                              C:\Users\MyAccount>
                              If you need any help with this, our support staff can help you setup these tests over a remote session if needed.
                              MatthewNinjaTrader Product Management

                              Comment

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