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Ninjatrader Live freezes twice with IB

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    Ninjatrader Live freezes twice with IB

    Ninjatrader Live 6.0.1000.4 has crashed and froze twice with IB (Interactivebroker, API version 900) over the last month in actual trading. There was no custom indicators, charts etc, no underlying network problems with IB and I have gone over the tips: http://www.ninjatrader-support.com/H...erformanceTips

    Each time this has occurred, the IB TWS was still active and connected and the trade had to be closed inside TWS (unfortunately with actual monetary loss). These were simple one target one stop strategies and it appeared that only the entry was accepted by NT and IB's TWS API, but the stop and target was never accepted and NT just froze and could not recover for at least 5 minutes (and probably could never recover). This particular bug did not occur over a month of simulation trading so there is definitely a difference between live and simulation.

    It is true that this seemed to have happened during fairly fast moving markets (eg 10:15AM 8/31/07 this AM in the YM futures).

    I assume the NT development team has not tested NT-IB connection in an extensive live trading mode over a lengthy or multiple period of times and market.

    There is really no way on my end to debug this. I am assuming that sometimes between the entry order and the placement of OSO (order send order) for the other legs of the order, if the market is moving too fast, there is a chance that NT could no longer communicate with IB.

    If the NT team is trying to debug this, you will need to go live mode in a fast market and try to enter a small stop and target (this was 8 ticks on the YM; in retrospect it was too small for a fast market but it was an unexpected pogo stick action this AM). Unfortunately I don't see an easy solution to this because it may occur once every few hundred trades under all conditions or once every few dozen trades under very fast moving market conditions.

    I may have to switch to a different broker subscription and use IB for slower markets. Is that possible with two months remaining in my current NT subscription?

    #2
    I personally founded NinjaTrader on IB's platform for my own personal trading and heavily traded ES and YM with this combination for several years. I personally never had a problem and we have not had any other reports of this.

    It is for sure difficult to pin down an issue if it happens on rare occasions and there is no clues as to what may have caused this. We will keep track to see if any one experiences anything similar.

    Yes you can switch broker technologies, please send a note to sales at ninjatrader dot com if you wish to do so.

    If you experience a crash please report it immediately.

    Thanks.
    RayNinjaTrader Customer Service

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