Data connection

[Day Trading Fool]

I keep getting a strange hang up.

I am currently using TD Ameritrade for historical data. I can connect just fine. However, when data is being retrieved, the retrieve window will hang. I try to abort and the window continues to hang. The log indicates that the data connection is lost, and then re-connected, which seems to correspond with the hang up.

The only way that I have found to get rid of the window is to re-start NT. I updated to 6.5.15 and still have the problem.

Thanks for any help.

[NinjaTrader_Jason]

Hello Day Trading Fool,

Can you please verify if the issue occurs when you request historical data for any instrument or does it occur when you request historical data for a certain instrument only?

How much historical data do you request? Do you have workspace running in the background? Go to File-->Workspaces and check what workspaces are listed below(!) 'Save Workspace As'. The workspace with the checkmark is the workspace opened on your monitor. Any additional workspaces listed, are opened in the background.

[Day Trading Fool]

It was not a specific instrument. I was running the backtest on about 30 instruments and it was hanging on several of them.

No problems yet today - yesterday the problem started after the market close. If it happens again I will go thru the checklist.

Thanks.

[NinjaTrader_Jason]

Sounds good, please let me know if the issue recurs.

[Day Trading Fool]

Happened again yesterday. On the Desktop during market hours (NYSE) and on my laptop after market hours. There were no additional workspaces open in either case and no correlation in instruments.

[NinjaTrader_Jason]

Can you please verify if the hanging behavior only occurs when you experience a disconnection or does it occur while properly connected as well? You can check the Log-tab for disconnections.

Please note that NinjaTrader does not dictate when a connection is lost. It operates like a radio receiver in that it receives a signal from your broker and then displays/reports these signals back to you the trader.
The common problems that contribute to this are:

• ISP issues
• hardware firewall issues changing IP addresses frequently
• Dynamic ISP address switching the address frequently intraday. Usually this happens once a week but you may want to check with your ISP. If they do change daily, a static IP address may work.
• With Windows XP SP2, if you have more than 10 open TCPIP socket connections open (10 programs making connections through the internet) windows will randomly shut down some connections
• Broker servers having problems

In addition, please check for software, such as (corporate) firewalls, spyware and anti-virus software, that could be interfering the connection as well.

[Day Trading Fool]

Every time I have checked the log (~5 or 6 times) after the hangup, the log has indicated a disconnect and then a re-connect to TD Ameritrade. The only solution is to quit the NT session by closing the Control center app.

I can immediately start a new session of NT, re-connect to TD, and try to retrieve data. Rather than BT on an entire instrument list, I went down thru the list one by one. The disconnect/reconnect problem would happen seemingly randomly.

I can't seem to make it happen. But when it does happen once, it usually happens several times.

[NinjaTrader_Jason]

I suggest to check what is causing the disconnections on your end to avoid it from recurring.

Check for the software mentioned in post #6. In some cases the router causes the issue (built in firewall software). Please connect your PC directly to you modem if possible and check if this will make a difference.

[Day Trading Fool]

Hmm.... I think it has something to do with the reconnect and the middle of data retrieve while backtesting. The connection seems just fine. That is, I am able to connect to TD as quickly as I shut down NT and re-start the application and click connect. And no other network/internet applications are affected.

The ISP assigned IP address remains the same as it always has.

It would be great to have a list of items o check when/if it happens again.

Thanks,
Bob

[NinjaTrader_Jason]

Ok, so when data is being loaded and during this process you experience a disconnection and automatic re-connection, the issue occurs. Please restart NinjaTrader as you already do, to workaround this issue.

To avoid this from recurring, you need to avoid disconnections. Unfortunately I cannot determine what exactly is causing the disconnection on your end. We do not have an item check list. However, please check my previous posts for possible causes.

[Day Trading Fool]

Ok - so I should not expect NT to sort out the disconnect/reconnect issues mid-retrieval?

[NinjaTrader_Kyle]

Hi Day Trading Fool,

That is correct. A restart of the software would be required.

[Day Trading Fool]

OK - this happened again yesterday during market hours. This time it was not on a backtest, but rather on a chart data retrieve. I was running several simulation strategies as well, and had TD's StrategyDesk and IB's Trader Workstation open and running.

NT disconnected and then reconnected, but the retrieve window remained open, and nothing in NT updated with the latest data. SD and TWS kept working just fine.

I had to re-start NT and re-connect, and everything worked fine. This would be a disaster if I was trading live with NT.

Any thoughts?

[NinjaTrader_Jason]

Unfortunately I am not sure what is causing the disconnection on your end. Please check the suggestions provided earlier to check what is causing the disconnection on your end.

You can contact TD AMERITRADE to verify what IP adress and port the TD AMERITRADE connection in NinjaTrader will access. Subsequently check if this is interfered by other software on your PC or some other setting.

[Day Trading Fool]

Ok - I am not sure that the disconnection is the problem - it is the disconnection and then reconnection (and seemingly only when this happens in the middle of the NT data retrieve) that essentially locks NT up. The data flow is interrupted and NT cannot seem to sort out whatever is happening.

To the best of my knowledge, if this happens at any other time other than the historical data retrieve, NT does fine.

I think never having a data stream dis-connect is too much to expect? As I mentioned, SD and TWS kept working fine.