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Multiple Disconnect from TD Ameritrade data Feed

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    Multiple Disconnect from TD Ameritrade data Feed

    Hello,

    Every day I get multiple data feed disconnects from TD Ameritrade, at least 8-10 each day throughout the day. The green connection bubble turns Red within the Accounts Tab, but Yellow at the bottom of the Control Center...It says that it is still "connecting" to the TD Ameritrade feeds, but under Connections Tab I have to "Disconnect" in order to re-connect and oddly I still have data coming through and updating - while it says it's disconnected and trying to re-connect (red bubble in the Accounts tab, yellow in the Connection drop down menu)...but if I try and place an order while in this state the TD Account does not come up in the account list, and I have to manually disconnect and then reconnect again in order to place an order to the TD Ameritrade account.

    So I'm connected for data, but I'm not connected to place an order to the Account....Odd.

    Also, when I reconnect ^TICK data for the day comes back all messed up and only starts charting correctly from the moment I reconnect. See Screen shot.

    Edit...Sorry I couldn't fit the all of the screen shots in to the Jpeg image size in the uploader.
    Attached Files
    Last edited by BrianL; 03-02-2016, 02:59 PM. Reason: Screen shot not complete...sorry

    #2
    Originally posted by BrianL View Post
    Hello,

    Also, when I reconnect ^TICK data for the day comes back all messed up and only starts charting correctly from the moment I reconnect. See Screen shot.

    Edit...Sorry I couldn't fit the all of the screen shots in to the Jpeg image size in the uploader.
    Here is BrianL's issue with ^TICK further explained:

    The Reload all Historical data is either converting all the numbers to positive - or TDA is sending all the numbers as Positive.



    Comment


      #3
      TICK not working correctly in TD Data feed

      Just like sledge said... here is my screen shot. All the data for NYSE is coming in as positive numbers, no negatives at all unless in real time for TD Ameritrade data feed. After disconnecting and reconnecting previous data that used to be correct is now ONLY positive numbers...going forward from the re-connect data is normal...until being disconnected again. Same problem...Repeat all over again.
      Attached Files

      Comment


        #4
        TICK symbol map

        Screen shot1 ....TICK symbol map for NT8


        Screen shot2...TICK on TD Ameritrade data feed not recording into Historical Data manager
        Attached Files
        Last edited by BrianL; 03-03-2016, 09:46 AM.

        Comment


          #5
          This is currently a limitation with TD Ameritrade historical data servers not sending negative values. The only work around at this time would be to connect to a provider that does not have this limitation.

          If you are looking for a data provider for Index data I recommend using Kinetick: (Our Preferred Data Feed Service Built Specifically for NinjaTrader 7) which provides historical Tick, Minute and Daily data .

          www.kinetick.com
          Last edited by NinjaTrader_ChristopherJ; 03-11-2016, 03:42 PM.
          Christopher J.NinjaTrader Customer Service

          Comment


            #6
            TD Ameritrade data feed disconnects happening multiple times Daily still in NT8 B10

            Originally posted by BrianL View Post
            Hello,

            Every day I get multiple data feed disconnects from TD Ameritrade, at least 8-10 each day throughout the day. The green connection bubble turns Red within the Accounts Tab, but Yellow at the bottom of the Control Center...It says that it is still "connecting" to the TD Ameritrade feeds, but under Connections Tab I have to "Disconnect" in order to re-connect and oddly I still have data coming through and updating - while it says it's disconnected and trying to re-connect (red bubble in the Accounts tab, yellow in the Connection drop down menu)...but if I try and place an order while in this state the TD Account does not come up in the account list, and I have to manually disconnect and then reconnect again in order to place an order to the TD Ameritrade account.

            So I'm connected for data, but I'm not connected to place an order to the Account....Odd.
            I'm still having this connection loss issue multiple times per day with NT8 B10 with my TD Ameritrade data feed. I'm still getting quotes and charts printing, but sending an order to trade gets rejected when the Connection is in YELLOW status. It happens like 10+ times per day - everyday, and the ONLY way to get it back to working is Disconnect under the Connections tab, and then re-connect manually to the TD Ameritrade feed. The Connection bubble in the bottom left corner of the Control Panel just stays Yellow saying it's "Connecting" but it never re-connects.

            This is a major issue that needs to be addressed with the TD Ameritrade connection, as I can not confidently trade with this connection issue constantly happening daily. I'm not losing internet connection during these times because I'm running Etrade Pro simultaneously and it stays connected the entire time...and all my other data feeds stay connected. This seems solely connected to the TD Ameritrade data feed.

            Comment


              #7
              Originally posted by BrianL View Post
              I'm still having this connection loss issue multiple times per day with NT8 B10 with my TD Ameritrade data feed. I'm still getting quotes and charts printing, but sending an order to trade gets rejected when the Connection is in YELLOW status. It happens like 10+ times per day - everyday, and the ONLY way to get it back to working is Disconnect under the Connections tab, and then re-connect manually to the TD Ameritrade feed. The Connection bubble in the bottom left corner of the Control Panel just stays Yellow saying it's "Connecting" but it never re-connects.

              This is a major issue that needs to be addressed with the TD Ameritrade connection, as I can not confidently trade with this connection issue constantly happening daily. I'm not losing internet connection during these times because I'm running Etrade Pro simultaneously and it stays connected the entire time...and all my other data feeds stay connected. This seems solely connected to the TD Ameritrade data feed.

              So after a while (about 1hr or so) of the YELLOW "connecting" status light in the bottom left corner of the Control Center, TD Ameritrade "Forcibly closed my connection." The connection, even though it said it was trying to connect after losing the connection initially, never re-connected and then i got completely booted from TD servers. See screen shot.
              Attached Files

              Comment


                #8
                Getting constant disconnects from TD also, and all other options out there are just End of day. Seems like a forced subscription service to Kinetic - feels pushed.

                If I (we) do end up doing, can it be at least assured that Kinetic account that is paid will allow me to run strategies real time on all publicly listed stocks - well over 10,000.

                Alternatively I wonder if there is ANYONE who has tried to do this for a large enough set, and if they had success.

                I'm getting the same issue as the OP just trying to run SP500. It DOES seem to hang around and not lose connection for a smaller set - like NASDAQ but that's just 100. I'm running these for testing purposes, but even then it could drop off randomly, so it really seems like TD doesn't want anyone running an algo through them on purpose.

                MODs, can you confirm if KINETIC allows for such a large number of live data connections?

                Comment


                  #9
                  Currently with a Kinetick when subscribing you can increase the number of instruments you can view and receive live data for simultaneously to a maximum of 500 symbols.

                  I have provided a link below where you can view these options:

                  https://kinetick.com/Subscribe
                  Christopher J.NinjaTrader Customer Service

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