No Reconnect to Order Server

[RDPoS]

Hi,

....The data feed from my broker still comes in to the chart when I loose the connection so I'm assuming that it's not the data server but the order server connection that is lost -- although the bottom left tab with my broker's name is highlighted RED nonetheless.

Thank you.

Yes, I often have this situation also where the API reconnects and I am again pulling chart data but the order server will not reconnect.

Since the API is connected, and obviously the quote tick server connection is reconnected, what is responsible for Order Server Connection? Is this an NT related issue?

I have noticed this behavior in both NT6.5 and NT7.

Is it the API or is it NT on failure to reconnect to the order server?

I am thinking it is NT as here is the API log excerpt of the current condition described above and I see no reference to connecting to the order server in the API log.

 2010-12-16 23:22:39 - Log File Opened
2010-12-16 23:22:39 - Trade Server Socket Error Code: 10065 The specified host is unreachable
2010-12-16 23:22:39 - On Error: Restarting Trade Server Connection after error.
2010-12-16 23:22:43 - Quotes Timer Restart 
2010-12-16 23:22:43 - Quote Log On: 38.115.151.220 2000
2010-12-16 23:22:43 - Restarting Quotes after 30 seconds.
2010-12-16 23:22:43 - Quote Log On: 38.115.151.220 2000
2010-12-16 23:22:43 - Quote Socket Error Code: 10057 No connection established with remote host
2010-12-16 23:22:44 - Closing Log File
2010-12-16 23:22:44 - Log File Opened
2010-12-16 23:22:47 - 8=FIX.4.0.C|35=A|9998=D1AFB|9989=A|9996=D1AFB|9997=XXXXXXX|9995=PFGAPI-1.0.445|999991=40462|10=999|
2010-12-16 23:22:47 - Trade Socket Connected...  Sending Login Message.
2010-12-16 23:22:47 - Connected at: 20101216 23:22:47
2010-12-16 23:22:47 - 8=FIX.4.0.C|35=A|52=12/16/2010 11:23:13 PM|100=PFG|
2010-12-16 23:22:48 - Quotes Timer Restart 
2010-12-16 23:22:48 - Quote Log On: 38.115.151.220 2000
2010-12-16 23:22:48 - Quotes Connect: Sending '~|D1AFB PFGAPI V1.0.445 AKXXXXXXX|'
2010-12-16 23:22:48 - Received Quote Server IP/Port: !QA=74.200.240.37,2000|
2010-12-16 23:22:48 - Quotes Disconnected Normally
2010-12-16 23:22:48 - StartRefreshTimer Logging In to Refresh Server
2010-12-16 23:22:48 - LogInToUserServer - Refresh Socket Log On: 38.115.151.213  2004
2010-12-16 23:22:48 - Refresh Server OnConnect fired.
2010-12-16 23:22:49 - Raising Refresh Server Connect Message
2010-12-16 23:22:49 - Sending: ^B1^D1AFB,XXXXXXX


2010-12-16 23:22:49 - Sending: ^L^D1AFB,XXXXXXX

2010-12-16 23:22:49 - Sending: ^BP^D1AFB,XXXXXXX

2010-12-16 23:22:49 - Sending: ^BA^D1AFB,XXXXXXX,,

2010-12-16 23:22:49 - Refresh Server OnDisconnect fired.
2010-12-16 23:22:51 - LogInToUserServer called by external client.
2010-12-16 23:22:51 - LogInToUserServer - Refresh Socket Log On: 38.115.151.213  2004
2010-12-16 23:22:51 - Refresh Server OnConnect fired.
2010-12-16 23:22:52 - Raising Refresh Server Connect Message
2010-12-16 23:22:52 - Sending: ^L^D1AFB,XXXXXXX

2010-12-16 23:22:52 - !APISTART!
2010-12-16 23:22:52 - ^L^!START!
^L^!END!
2010-12-16 23:22:52 - !APIEND!
2010-12-16 23:22:53 - Quotes Timer Restart 
2010-12-16 23:22:53 - Quote Log On: 74.200.240.37 2000
2010-12-16 23:22:53 - Quotes Connect: Sending '~|D1AFB PFGAPI V1.0.445 AKXXXXXXX|'
2010-12-16 23:22:53 - Recieved Logged on to MDS
2010-12-16 23:22:53 - LastQuotesSubscribed - D1AFB|801|AUD/USD,M6EH1|~3|

[NinjaTrader_Jason]

Hello RDPoS,

Could you please provide me the NinjaTrader log file when you experience the re-connection. Unfortunately I am not sure how to interpret the PFG API log file.

[RDPoS]

Sure, I think this is what you are after...

12/16/2010 2:48:54 PM|1|2|PFG Sim: Primary connection=Connected, Price feed=Connected
12/16/2010 3:02:32 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=PendingChange Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3187 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
12/16/2010 3:02:33 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=Accepted Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3187 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
12/16/2010 4:08:52 PM|1|2|PFG Sim: Primary connection=ConnectionLost, Price feed=Connected
12/16/2010 4:08:52 PM|3|128|Strategy 'FX6Short4/5e9c2d2db4394bd78bb305e959cb066c' lost order connection but will keep running.
12/16/2010 4:09:06 PM|1|2|PFG Sim: Primary connection=Connected, Price feed=Connected
12/16/2010 4:59:37 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=PendingChange Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3191 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
12/16/2010 4:59:38 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=Accepted Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3191 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
12/16/2010 5:42:59 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=PendingChange Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3193 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
12/16/2010 5:42:59 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=Accepted Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3193 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
12/16/2010 6:40:45 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=PendingChange Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3199 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
12/16/2010 6:40:45 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=Accepted Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3199 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
12/16/2010 7:06:09 PM|3|4|Refresh Socket Error Code: 10053 Network connection aborted by local host (10053)
12/16/2010 7:06:09 PM|3|4|Trade Server Socket Error Code: 10053 Network connection aborted by local host (10053)
12/16/2010 7:06:09 PM|1|2|PFG Sim: Primary connection=ConnectionLost, Price feed=Connected
12/16/2010 7:06:09 PM|3|128|Strategy 'FX6Short4/5e9c2d2db4394bd78bb305e959cb066c' lost order connection but will keep running.
12/16/2010 7:06:09 PM|3|4|Connection to NinjaTrader historical market data server lost: An existing connection was forcibly closed by the remote host
12/16/2010 7:06:09 PM|3|4|Quote Socket Error Code: 10053 Network connection aborted by local host (10053)
12/16/2010 7:06:09 PM|1|2|PFG Sim: Primary connection=ConnectionLost, Price feed=ConnectionLost
12/16/2010 7:06:09 PM|3|128|Strategy 'FX6Short4/5e9c2d2db4394bd78bb305e959cb066c' lost price connection but will keep running.
12/16/2010 7:06:10 PM|3|4|Refresh Socket Error Code: 10065 The specified host is unreachable (10065)
12/16/2010 7:06:10 PM|3|4|Trade Server Socket Error Code: 10065 The specified host is unreachable (10065)
12/16/2010 7:06:12 PM|3|4|Trade Server Socket Error Code: 10065 The specified host is unreachable (10065)
12/16/2010 7:06:13 PM|3|4|Quote Socket Error Code: 10065 The specified host is unreachable (10065)
....
12/16/2010 11:22:38 PM|3|4|Quote Socket Error Code: 10065 The specified host is unreachable (10065)
12/16/2010 11:22:39 PM|3|4|Trade Server Socket Error Code: 10065 The specified host is unreachable (10065)
12/16/2010 11:22:43 PM|3|4|Quote Socket Error Code: 10057 No connection established with remote host (10057)
12/16/2010 11:22:58 PM|1|2|Connection to NinjaTrader historical market data server established.
12/16/2010 11:25:17 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=Accepted Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3199 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=UnableToChangeOrder Native error='Order 'c31d50aa8229482e894cf5ee396dd5d1' can't be changed: connection is unavailable'
12/16/2010 11:25:17 PM|0|32|PFG Sim, Order 'c31d50aa8229482e894cf5ee396dd5d1' can't be changed: connection is unavailable affected Order: SellShort 1 Stop @ 1.3199
12/16/2010 11:25:17 PM|0|128|Strategy 'FX6Short4/5e9c2d2db4394bd78bb305e959cb066c' submitted an order that generated the following error 'UnableToChangeOrder'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
12/16/2010 11:25:17 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=Accepted Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3199 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=UnableToCancelOrder Native error='Order 'c31d50aa8229482e894cf5ee396dd5d1' can't be cancelled: connection is unavailable'
12/16/2010 11:25:17 PM|0|32|PFG Sim, Order 'c31d50aa8229482e894cf5ee396dd5d1' can't be cancelled: connection is unavailable affected Order: SellShort 1 Stop @ 1.3199
12/16/2010 11:25:22 PM|0|128|Strategy 'FX6Short4/5e9c2d2db4394bd78bb305e959cb066c' submitted a cancellation request for Order ID 'c31d50aa8229482e894cf5ee396dd5d1' has not been confirmed cancelled. Please check your account orders and positions.
12/16/2010 11:25:28 PM|0|128|Strategy 'FX6Short4/5e9c2d2db4394bd78bb305e959cb066c' submitted a cancellation request for Order ID 'c31d50aa8229482e894cf5ee396dd5d1' has not been confirmed cancelled. Please check your account orders and positions.
12/16/2010 11:25:28 PM|1|32|Order='c31d50aa8229482e894cf5ee396dd5d1/Sim101' Name='Sell short' New state=Accepted Instrument='M6E 03-11' Action=SellShort Limit price=0 Stop price=1.3199 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=UnableToCancelOrder Native error='Order 'c31d50aa8229482e894cf5ee396dd5d1' can't be cancelled: connection is unavailable'
12/16/2010 11:25:28 PM|0|32|PFG Sim, Order 'c31d50aa8229482e894cf5ee396dd5d1' can't be cancelled: connection is unavailable affected Order: SellShort 1 Stop @ 1.3199
12/16/2010 11:25:28 PM|1|128|Disabling NinjaScript strategy 'FX6Short4/5e9c2d2db4394bd78bb305e959cb066c'

[NinjaTrader_Jason]

Could you please send me the entire file.

I see that you lost connection at 7:06:09 PM, however there is gap between 7:06:13 and 11:22:38 and I am not sure what happens in this period.

Am I correct you experience the server maintenance period of your broker at 7:06:13, which causes the disconnecton?

[RDPoS]

The connection was down the entire time in between there, thus I cannot upload and attach the entire file (too big). PFG maintenance occurs at 8:30 Central.

[NinjaTrader_Jason]

Can you please send it to support[at]ninjatrader[dot]com. Please include your trace file as well.

Put 'Attn Jason' in the subject header and reference this forum thread.

If the files are larger than 3 MB, please zip them first.

[RDPoS]

Upgraded to the new NT.2 and .458 of the API.

I see that .2 has the following API fix:

Fixed 4294 PFG adapter PFG adapter now properly reconnects on PFG server reset.

Oddly barely three hours into the new install, I had the connection lost on the control center pop up again. There was no reconnect.

It appears the internet connection was solid the whole time. (I have ping running now to monitor).

I will wait to see if it happens again before posting but I thought this issue of dropping the order server and not reconnecting was solved?

[NinjaTrader_Jason]

Can you please send me your latest log and trace files. You can find log and trace files at the following locations.

Start Menu--> My Documents--> NinjaTrader 7--> Log--> log.20110110 for today. (log.yyyymmdd for any other date)

Start Menu--> My Documents--> NinjaTrader 7--> Trace--> trace.20110110 for today. (trace.yyyymmdd for any other date)

Please send them to support[at]ninjatrader[dot]com and put 'Attn Jason' in the subject header.

How long did it take for the PFG API client to get re-connected after you experienced the disconnection?

[ilyats]

Hi.
I faced this problem too. I'm using NT 7.0.1000.2 and PFG API 458. I tried manually close and open the intenet connection when NT is connected to PFG. After establishing intenet connection the tick data is coming but the connection status in NT is "Connection lost - PFG" and no order can be placed. The PFG trade Server Interface shows the "connected" status. Is there any solutions apeared?

[NinjaTrader_Kyle]

ilyats,

Thank you for your post.

Please proceed as per post # 8.

[Collider]

I have a solution to the problem.
Place under "Connection Set Up" the backup data feed to the Pfg connection
Then NT reconnects correctly after connection loss.
My version is 7.0.0.4 and pfgapi 463

Greetings

[daxtrading]

Hi Jason,

I have the same problem with PFG.
After more than 4 times losing order connection, my strategy is disabled.

Do you want me to send the logs?

[NinjaTrader_Jason]

Hello daxtrading,

Yes, please send me your log and trace files and include an estimated time the strategy was disabled. Please send them at support[at]ninjatrader[dot]com, put 'Attn Jason' in the subject header and reference this thread.

[RDPoS]

daxtrading, can I ask exactly what time this occurred including the time zone (I am guessing 9:30-10:30PM Eastern) and what assets were you trading?

I recently moved off of futures altogether and straight to Spot FX and when I closed my last 6E bid/ask datafeed, I haven't lost connection during the week since.

You will likely have to complain to PFG directly about their choice of server update regimen. To get prompter action from them, have a 6A (Aussie Future) going for your complaint. Mindless that they would update during that market's open.

The Aussie Employment Change report occurs at 9:30ET tonight, catching them with their pants down and making a public stink about it could get some action.

[daxtrading]

Times below are on Amsterdam time which is 6 hours ahead of PM Eastern

7/6/2011 4:40:14 AM|1|2|PFG: Primary connection=ConnectionLost, Price feed=Connected

a few secounds later:

7/6/2011 4:40:18 AM|1|2|PFG: Primary connection=Connected, Price feed=Connected

It happened more than four times and my strategy got disabled.

2011-07-06 04:40:24:458 ERROR: Strategy 'MyStrategy/0f7c127a14d74897b48b1658aa0afa3a' lost order connection more than 4 times in the past 5 minutes and will be disabled.