TradeStation "Reentrancy Issue"

[BrandonLG83]

I use TradeStation as my datafeed. Everything works fine except everytime I restart TradeStation, the chart with the NTEternalFeed strategy added to it gives a message that reads: "A reentrancy issue has been detected..." I have to close the chart, open a new one and readd the strategy to the new chart in order to begin getting feed again. This is kind of a hassel so I was wondering what might be the issue and how can I fix it?

Thanks in advance

[NinjaTrader_Jason]

Hello BrandonLG83

Unfortunately this is as expected. Restarting TradeStation will cease the data stream to NinjaTrader and subsequently will stop the strategy.

Once re-connected, you will need to restart the strategy as well.

[BrandonLG83]

Oh, okay. Not a big deal just a minor inconvenience.
Thanks for your response.

[cborjon]

That should not be expected behavior.

It should be expected that once you shut down or disconnect from the TradeStation data sever that NinjaTrader will loose the data stream. It also follows that once you restart TradeStation the Strategy, as formated by default in the Format Analysis Techniques and Strategies dialog, will automatically restart. If for some reason it does not restart, you simply click on the Status button in the dialog to restart it.

WHAT IS NOT EXPECTED behavior is the get the "A reentrancy issue has been detected..." message.

This error was introduced when TradeStation was "upgraded" to version 8.4, 8.5, and 8.6. With version 8.5 and 8.6 they really messed something up. From what can be discerned by reading the support forums, in 8.5 and 8.6 they did something on both the client side and the server side with the multi-threading of the data stream which cause a high number of users to be randomly disconnected and reconnected during the trading session. Consequently, the high number of connections/re-connections caused the servers to become overloaded (remember all those data outage messages a couple of weeks ago). To fix the problem they patched versions 8.4, 8.5, and 8.6. However, they could not apply the patch to 8.3 and decided to require users upgrade (on 6 days notice) to 8.6 by May 1st! This caused an uproar by a number of users that use custom DLL's with their Strategies (like NT). The end result is that 8.3 is being kept alive until May 30th. Depending on who you talk to over at TradeStation they are looking for a fix OR they say it is not their problem "the problem is with your add-in Strategy". I am going to start another thread that lists the TradeStation requirements to see if someone will let us know if NTDataDownload and NTExternalFeed are compliant.

For now if you want to avoid the Reentracy errors and restarts, but are willing to deal with a few intra-day (short delay) disconnects/reconnects re-activate 8.3 and hope they find a fix by the end of the month. If you want to follow the saga the following links should take you to the discussion in the TradeStation forums - "Please provide a fix for 8.3" and "Reentrancy Issue"

https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=88741&SearchTerm=reentracy&txtExactMatch=

and

https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=82382&SearchTerm=reentracy&txtExactMatch=

[kiwibird]

Hi cbornjon,
your comments are most usefull to help undestand this problem.
I have been with ts for about 8 years now, and could not be a more irate client. My thoughts on the bottom line is, the people high up in the company simply dont care. There are so many major issues, esp data issues that they wont lift a small finger to fix. If you complain in the forum too much, i likely response seems to leave the problem, and delete your post, or in some cases terminate your account.

[NinjaTrader_Dierk]

Please proceed as per here to resolve that issue: http://www.ninjatrader-support2.com/...6843#post96843