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
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.
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