SubscribeMarketData does not work properly

[moscu]

I am making use of SubscribeMarketData to request data from IB. This is necessary in FX trading because my signal are generated using TS which uses GAIN FX data. My trades go to IB. I was trying to plot side by side the two bids and asks to get an idea how far they are.
The following code below is what I use

 
Once (RealTIme) Begin
    Condition1 = NtSetUp(Server, 36973); 
 Condition1 = NtConnected(0);
 hasData = SubscribeMarketData(GetSymbolName);
End;
    bidValue = 0.0;
 askValue = 0.0;
 
 If NtConnected(0) Then Begin 
      bidValue = NTMarketData(1);
    askValue = NTMarketData(2);
 End Else Begin
       Condition1 = NtSetUp(SERVER, 36973); 
       hasData = SubscribeMarketData(GetSymbolName);
 End;

Some of the charts plot the data correctly some do not. They ones that do eventually stop plotting and just maintain a straight line with the last price returned (I guess). Attache is a picture of this. As you can see from the code above I set the bidValue and askValue variables to 0. In this case the plot should show a horizontal line at 0. WHat is shows is a horizontal line at some value for the underlying symbol. This mean NTMarketData returned something and I am connected. I am definetely connected to NT and IB because trades are being fired and filled.

The NTMarketData is just a function wrapper for:
NTMarketData = MarketData(GetSymbolName, PriceType);

I changed the code once to request data (that is call SubscribeMarketData) every time before reading the data. This worked fine for a while but eventually I notice the CPU running at 100% and NT GUI Hanging. It appears that it could not handle that amount of requests.

I believe that at some point NT stops pulling the data from IB and it just returns the last value. This is very important for FX trading.


Moscu.

[NinjaTrader_Ray]

When you say some plot and some do not, can you be more specific?

- Some instruments plot and some do not?

[moscu]

Here are the images

Attached are an image of one chart working (USDCHF) and another one not (EURJPY). The red/blue line is the bid/ask from IB thru NT. The yellow/cyan is the bid/ask from TS. I only have 3 charts open at the moment.

Moscu

[moscu]

Now the working chart stop working

Here is an attachment of the USDCHF which I previously posted as working. It just stop returning the bid/ask and it is flat. IB connection is up and IB window is showing bids and asks.

Moscu

[NinjaTrader_Ray]

What NT version are you running? Please check via Help > About.

[moscu]

I am using Version 6.5.1000.5

[NinjaTrader_Ray]

There were some changes made to the ATI since that version, this may or may not have impact. To rule this out, could you please update to our most recent version, 6.5.1000.7 available on our website. Thanks.

[moscu]

No Luck with 6.5.1000.7 either

I install the release 6.5.1000.7 and I run the charts again. I am still seen the same problem. Look at the attached AUDJPY pics. One from TS shows that the ask/bid started plotting right and then it stopped. I plotted a chart with NINJA and it shows the same wrong value as in the previous one, the pic is named AUDJPY-TS.JPG.

[NinjaTrader_Bertrand]

I install the release 6.5.1000.7 and I run the charts again. I am still seen the same problem. Look at the attached AUDJPY pics. One from TS shows that the ask/bid started plotting right and then it stopped. I plotted a chart with NINJA and it shows the same wrong value as in the previous one, the pic is named AUDJPY-TS.JPG.

Moscu,

Thank you for the participation on our forum, can you please post your TradeStation code so we can run comparisons over here and reproduce this issue?

Thanks in advance!

[moscu]

I just email you the EL code.


Moscu

[NinjaTrader_Bertrand]

Hi moscu,

Thanks for mailing the code.

We will try to reproduce this behavior and let you know.

Have a great day!

I just email you the EL code.


Moscu

[NinjaTrader_Bertrand]

Hi moscu,

Thanks for your patience, I tried reproducing it, but so far it works fine over here.

1. Did you get any TS errors, reported to the Event Log?

2. Did you run your studies on Update Every Tick?

Thanks and great weekend!

[moscu]

You need multiple charts

Did you try having multiple charts with multiple Symbols.

I have 20 workspaces each with 2 charts. The charts are 25/35 tick per bar. I use the following currencies AUD, CAD, CHF, EUR, GBP, USD, JPY, NZD.

If you load the study in each of the charts it should happen.


Moscu

[NinjaTrader_Bertrand]

Hi mosco,

Thanks for your reply, I tried reproducing it with 2 pairs.

I will try it with the pairs you listed below and see if the issue shows up.

[moscu]

Bertrand:

I have also notice this happening when IB data service is disconnected. IB data it is disconnected couple times per day specially after 5:00 PM East. So there might be two cases where this happens. The problem here could be that NT fails to request the data again. Probably a flag needs to be reset when this happens. If you see my conde when TS disconnects from NT It automatically connects again. So the problem must be in NT requesting data from IB again.

Moscu