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    #16
    Originally posted by NinjaTrader_Matthew View Post
    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.
    Just a note: with the condition that is occurring here, the real problem is not the fact that the disconnect it taking time to be reported in the status bar, the problem is that the disconnect is happening at all, and on a regular basis. It is a known condition that the API takes up to 90 seconds to report the issue to NinjaTrader, which I suppose is a problem for automated strategies, but if you are watching it manually then it becomes quite obvious when the connection is frozen with or without the status field changing color.

    Comment


      #17
      Originally posted by NinjaTrader_Matthew View Post
      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:
      Thanks, I will follow these steps the next time I see the issue occurring and let you know what is going on. For reference, I am only streaming 2 symbols from FXCM, namely $US30 and $GER30_CFDEUR (both CFD products). I can also say that they both stop updating at exactly the same time, which means that it's a global issue with the adapter. I will let you know what I find the next time the freeze happens.

      Also, one more interesting note: when the freezing occurs, I am actually still able to enter/exit positions. For example, I can close out a position if I am in one... this implies that the connection to the trade server is OK, it's just the data streaming that is the issue.

      Comment


        #18
        Thanks for the reply.

        Just to be clear to you... on a permanent loss of connection e.g. longer than 90s the connection will remain green permanently.

        I am only running one $AUDUSD

        Comment


          #19
          Originally posted by radicaltrader View Post
          Thanks for the reply.

          Just to be clear to you... on a permanent loss of connection e.g. longer than 90s the connection will remain green permanently.

          I am only running one $AUDUSD
          This has been happening to me for years on multiple machines and installs of NT7. I have been running NT7 with Kinetick, all my charts are FX and I presume the data comes from FXCM as that is what the Kinetick site states. I go to my charts in the morning to find the green connection light but charts stopped received incoming data many hours ago. There does seem to be a link between high vol periods and this occurring as it is common for this to happen around US open etc.

          I will endevour to collect this diagnostic information and send it though. In the meantime I am running a timer event driven script that emails me when there is no data activity so I can go to my computer and disconnect/reconnect.

          Really hoping we can work together to get to the bottom of this!

          Comment


            #20
            I'm using FXColo as my VPS (direct connection to FXCM)

            Microsoft Windows [Version 6.0.6002]
            Copyright (c) 2006 Microsoft Corporation. All rights reserved.
            C:\Users\xxxxxxxxxx>pathping fxcorporate.com
            Tracing route to fxcorporate.com [204.8.240.52]
            over a maximum of 30 hops:
            0 No resources.

            Comment


              #21
              Hi Marty I have had to install time snapper to record my Profit targets etc so I can manually enter them in the morning. I might have 30 different limits to manually enter.

              Comment


                #22
                Below is my result. Only took a minute or so, is this normal?

                Microsoft Windows [Version 10.0.10240]
                (c) 2015 Microsoft Corporation. All rights reserved.

                C:\Users\BLINK>pathping fxcorporate.com

                Tracing route to fxcorporate.com [204.8.240.52]
                over a maximum of 30 hops:
                0 BLINK-PC.gateway [10.0.0.115]
                1 dsldevice.gateway [10.0.0.138]
                2 * * *
                Computing statistics for 25 seconds...
                Source to Here This Node/Link
                Hop RTT Lost/Sent = Pct Lost/Sent = Pct Address
                0 BLINK-PC.gateway [10.0.0.115]
                0/ 100 = 0% |
                1 6ms 0/ 100 = 0% 0/ 100 = 0% dsldevice.gateway [10.0.0.138]

                Trace complete.

                C:\Users\BLINK>
                Also please see trace file showing lost connection this afternoon below
                https://www.dropbox.com/s/mbkkizniv8...00001.txt?dl=0

                Here is the screenshot I just took showing still connected despite no data coming into charts for hours.
                https://www.dropbox.com/s/uypphbj1bm...52-54.jpg?dl=0

                Comment


                  #23
                  Originally posted by marty087 View Post
                  Below is my result. Only took a minute or so, is this normal?



                  Also please see trace file showing lost connection this afternoon below
                  https://www.dropbox.com/s/mbkkizniv8...00001.txt?dl=0

                  Here is the screenshot I just took showing still connected despite no data coming into charts for hours.
                  https://www.dropbox.com/s/uypphbj1bm...52-54.jpg?dl=0
                  No, that does not look like it is resolving all the way to the FXCM servers.

                  Also, your comments about Kinetick/Fxcm -> Kinetick just uses FXCM data. You do not connect to Fxcm servers when using the Kinetick server. You connect to the Kinetick servers which process FXCM data.

                  To clarify, are you saying you see the same issue (e.g., connection is not lost, but price freezes at 'random' times) on both Kinetick and FXCM?
                  MatthewNinjaTrader Product Management

                  Comment


                    #24
                    wow it's been nearly 4 days without a connection freeze.

                    Comment


                      #25
                      Originally posted by radicaltrader View Post
                      wow it's been nearly 4 days without a connection freeze.
                      Same here... however, note that volatility and speed of trading has declined over those 4 days. We already know/suspect that the issue has to do with handling a large volume of data coming in during volatile times.

                      NT support, it might be worthwhile to set up a server with an FXCM connection going to $US30 running all night and into the non-farms payroll news release at 8:30 AM EST this Friday morning upcoming. If it happens to be volatile, and if the data freezes on you, it could be a good test case.

                      Comment


                        #26
                        Originally posted by Trader_55 View Post
                        Same here... however, note that volatility and speed of trading has declined over those 4 days. We already know/suspect that the issue has to do with handling a large volume of data coming in during volatile times.

                        NT support, it might be worthwhile to set up a server with an FXCM connection going to $US30 running all night and into the non-farms payroll news release at 8:30 AM EST this Friday morning upcoming. If it happens to be volatile, and if the data freezes on you, it could be a good test case.
                        Thanks again for your suggestion. We'll keep an eye out during hte pay roll event.

                        With that said, our historical data server runs a NinjaTrader client connected to the same FXCM adapter you are using and we have not experienced what you are reporting. If this was something related to volatility or other market dynamics, we would experience the same behavior; unfortunately not the case. While our HDS is not without issues, what you are reporting is not observed in that environment.

                        You mentioned at one point that you use other applications on the API (which you said are working flawlessly).

                        I'd like to take a moment to remind of disclaimer #4

                        4) Using the FXCM account in NinjaTrader and FXCM’s Trading Station at the same time can cause oddities in both software since they share the same API connection. If you closed an instrument in FXCM’s Trading Station, that instrument will no longer receive quote updates in NinjaTrader.
                        This is something we have noted in our testing, and does cause issues under certain circumstances. For example if you have data open in FXCM and NinjaTrader, and you switch the dealing rate in FXCM or close the subscription, it'll also stop in NinjaTrader without any warning. That is just one example off 'oddities' from sharing the same API.

                        Our historical data server does not share the API with any other programs, so we do not experience that behavior - which could explain why you are seeing issues, but we do not see issues in our development environments.

                        If there is something in particular you are doing (such as login into a specific application, or using a specific feature of a 3rd party), we'd be happy to look into that scenario to understand why this is exhibiting issues so frequently for you.
                        MatthewNinjaTrader Product Management

                        Comment


                          #27
                          Originally posted by NinjaTrader_Matthew View Post
                          I'd like to take a moment to remind of disclaimer #4

                          This is something we have noted in our testing, and does cause issues under certain circumstances. For example if you have data open in FXCM and NinjaTrader, and you switch the dealing rate in FXCM or close the subscription, it'll also stop in NinjaTrader without any warning. That is just one example off 'oddities' from sharing the same API.

                          Our historical data server does not share the API with any other programs, so we do not experience that behavior - which could explain why you are seeing issues, but we do not see issues in our development environments.

                          If there is something in particular you are doing (such as login into a specific application, or using a specific feature of a 3rd party), we'd be happy to look into that scenario to understand why this is exhibiting issues so frequently for you.
                          Thanks for the tip... actually I am not running other applications connecting to FXCM simultaneously on my PC, that was just something I did one time when I was experiencing problems.

                          I do however, do the following:

                          1. I sometimes connect to FXCM by logging in using their Web Trader in Chrome, and log into my account at the same time that I am logged into NT 7.

                          2. I have a second copy of NT 7 running on a virtual PC also connecting to my account.

                          Note that point #2 is very recent and I was experiencing disconnect issues before I ever did that... just want to know if you happen to think it could also cause problems down the line.

                          As for point #1, connecting through a web page... should that be an issue?

                          Finally, if I decided to also connect to my account using NT8 to run some extra charts, would that potentially cause problems?

                          (I have permission for simultaneous logins from FXCM, so they do allow that.)

                          I actually haven't noticed any disconnects this week, we'll see what happens for NFP tomorrow.
                          Last edited by Trader_55; 02-04-2016, 09:29 AM.

                          Comment


                            #28
                            Yes, I would define the web trader to be another "app" since it shares the API.

                            I do understand that FXCM can be used for simultaneous logins. That entitlement on the account does not change the behavior.

                            Try this yourself:

                            - Open NT7, connect to FXCM, open EURUSD and confirm it's updating
                            - Login to the FXCM Web Trader
                            - Setup a layout which just uses one Advanced Dealing Rates window, with the EURUSD mixed in with all the other symbols
                            (Note: it's important that there are no other windows that are subscribed to EURUSD open in this web app, otherwise the steps below will not disable the subscription)
                            - Located the EURUSD and change it to another pair.
                            - Go back to NT7, and you'll see the EURUSD chart will have stopped updating at that same time.

                            Again, that's just one example of how you can get a single instrument to stop updating, and may not be what you are doing that is causing issues - however there may be something else in particular you are doing in that web app that is causing all symbols to stop updating unexpectedly.

                            In my experience, such actions in NinjaTrader 7 and NinjaTrader 8 do not exhibit this behavior. Yet, there may be something in particular you're doing in NT8 that's causing issues in NT7 and vice versa. This is what I'd like to help understand.
                            MatthewNinjaTrader Product Management

                            Comment


                              #29
                              Originally posted by NinjaTrader_Matthew View Post
                              Yes, I would define the web trader to be another "app" since it shares the API.

                              I do understand that FXCM can be used for simultaneous logins. That entitlement on the account does not change the behavior.

                              Try this yourself:

                              - Open NT7, connect to FXCM, open EURUSD and confirm it's updating
                              - Login to the FXCM Web Trader
                              - Setup a layout which just uses one Advanced Dealing Rates window, with the EURUSD mixed in with all the other symbols
                              (Note: it's important that there are no other windows that are subscribed to EURUSD open in this web app, otherwise the steps below will not disable the subscription)
                              - Located the EURUSD and change it to another pair.
                              - Go back to NT7, and you'll see the EURUSD chart will have stopped updating at that same time.

                              Again, that's just one example of how you can get a single instrument to stop updating, and may not be what you are doing that is causing issues - however there may be something else in particular you are doing in that web app that is causing all symbols to stop updating unexpectedly.

                              In my experience, such actions in NinjaTrader 7 and NinjaTrader 8 do not exhibit this behavior. Yet, there may be something in particular you're doing in NT8 that's causing issues in NT7 and vice versa. This is what I'd like to help understand.
                              Thanks...

                              First, I have not actually hooked up NT 8 or tried anything with it yet, it was just a theoretical question because I was thinking about it.

                              Second, is it fair to say that if I open up the web trader and do NOT change any symbols, that I can probably avoid the behavior that you described? The web trader is just there as a backup in case NT crashes so I can exit a position. I have in fact placed orders in it before and actually had them show up (sometimes with a delay) in NT... but in general if I just open it up and don't change anything at all, should it be OK just to use it that way?

                              Comment


                                #30
                                Originally posted by Trader_55 View Post
                                Thanks...

                                First, I have not actually hooked up NT 8 or tried anything with it yet, it was just a theoretical question because I was thinking about it.

                                Second, is it fair to say that if I open up the web trader and do NOT change any symbols, that I can probably avoid the behavior that you described? The web trader is just there as a backup in case NT crashes so I can exit a position. I have in fact placed orders in it before and actually had them show up (sometimes with a delay) in NT... but in general if I just open it up and don't change anything at all, should it be OK just to use it that way?
                                I cannot say for sure, but in my experience as long as you are not taking any actions that would disable a subscription, then NT7 should not disabled either. The reason I cannot say for sure is that I do not know if there is another action you are taking that is causing the symbols to unsubscribed.
                                MatthewNinjaTrader Product Management

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