ushdfarm2 connection broken

[adamus]

I'm demo'ing a hosted machine and I would like to get it up and running to trade automated strategies with IB as the sole data feed, which I haven't tried since NT7 was still in beta.

I set up strategies to trade currencies and launched them yesterday and I also run a chart for each currency pair and I also have the market analyzer running to collect real time tick data for the instruments.

I am running NT7.0.1000.4 with the recommended IB TWS version 911.3 on Windows 7 64bit connecting to the net with a line having 99.9% uptime according to the marketing.

There was a 'connection broken' message in the log from yesterday at 19:03 London time, and then a few seconds later a reconnect message. However I can see from the minute charts that NT didn't pick up the live feed again for 5 hours. All the strategies were halted as well and in fact the logs show no reconnection activity as would be expected.

I have attached my settings and my logs and traces.

I would love to find a work-around for this. Can I run a strategy especially to watch the connection and force a reconnection if a connection is lost like this?

As previously experienced trying to solve problems with IB connectivity when NT7 was in beta, this problem will probably be difficult to resolve if at all, but any help would be greatly appreciated. Not only do I want to avoid relying on a second data feed, but I also wish to collect a high quality 24x7 tick data history from IB. It won't be much use if it has hour long holes in it.

Thanks.

[NinjaTrader_Brett]

Adamus,

Just to confirm. First and foremost. NinjaTrader can only display information if IB is recieving and sending it out.

What I need to double check here before we start looking into this further is we need to insure that this isnt an IB issue at core.

To confirm, is this a time that you get this broken connection that you can check in IB TWS to make sure that you are recieving data inside of IB and not inside of NinjaTrader?

Does this connection broken is it reproducible at this time? Does it happen every day?

I look forward to assisting you further.

[adamus]

Hi Brett,

I didn't look at the computer until this morning, so I have no idea if the data in TWS was affected.

I will have to check regularly then to make sure that I catch the next occurrence of this phenomenon when it happens.

I don't know whether this happens everyday or at the same time every day - at least I have no idea about on this computer. There are regular disconnects at 10:00pm GMT+1 and also between 4:00am and 5:00am on my current live machine but this was not at those times.

[adamus]

OK. I have discovered that I can get the remote desktop client to relay the sounds from my hosted machine so hopefully it will wake me up when it disconnects overnight. Otherwise I'll be watching it during the day and I should discover any recurrence when it occurs

[adamus]

Hi,

I have another problem trying to get the alerts to work - the sound on my hosted server is up the creek and my hosting service can't do anything about it, so sound alerts will not work. (MIcrosoft issue it seems).

Can I get NinjaTrader to send me an SMS / text message to my cell phone / mobile?

Alternatively, can I get it to email me? I could theoretically set up an email address to make a noise to wake me up when the email arrives.

[NinjaTrader_Brett]

Hello,

Yes you can set it up to email you. The best way to do this is to goto control center->Tools->Options->Misc tab and put in your email address here. This will send you an email when you get a log message that can trigger an email. Such as a disconnect or a strategy being disabled will be sent to your email.

NinjaTrader does not have any method to send a text message currently.

Let me know if I can be of further assistance.

[adamus]

Hi Brett thanks for the info. I started the strategies running last night at the forex week opening and it woke me at 5:30AM with a "disconnect". This is the normal time for disconnects from the Interactive Broker servers - it appears that IB reserve the right to bring down any of their servers at around this time. What is remarkable this time is that NinjaTrader kept updating the charts despite the notification that it had disconnected from IB. I assume that it was perhaps the order server which had disconnected and not the price feed. In my next message, I shall post the log statements - perhaps it will shed some light on what got disconnected and how come NinjaTrader was unaffected.

[adamus]

02/05/2011 05:34:43 Connection IB Sim: Primary connection=ConnectionLost, Price feed=ConnectionLost

02/05/2011 05:34:43 Strategy Strategy 'Rossini004/20e82dae59e54a0aac62e89cca018786' lost price connection but will keep running.

02/05/2011 05:34:43 Strategy Strategy 'Rossini004/20e82dae59e54a0aac62e89cca018786' lost order connection but will keep running.

02/05/2011 05:38:12 Position Instrument='$EURUSD' Account='DU58298' Avg price=1.79769313486232E+308 Quantity=0 Market position=Long Operation=Remove Currency=UsDollar

02/05/2011 05:38:12 Position Instrument='$EURUSD' Account='DU58298' Avg price=1.4834 Quantity=0.06M Market position=Short Operation=Insert Currency=UsDollar

02/05/2011 05:38:18 Connection IB Sim: Primary connection=Connected, Price feed=Connected

02/05/2011 05:38:18 Position Instrument='$EURUSD' Account='DU58298' Avg price=1.4834 Quantity=0.06M Market position=Short



So there are some log statements that don't really help the situation, cnosidering that the disconnect was semi-expected and cnosidering that NinjaTrader handled it OK anyway.

Just in case there is something there you want to invvestigate, I have attached the logs and traces.

[adamus]

I think the likelihood is that this is an IB issue.

IB have recently started restricting the datafeed to the simulation accounts so that you can only receive the live data feed if you only have the simulation account open, and in case you have the live trading account open too, then it must be on the same PC as the simulated account otherwise IB's servers will detect that you are drawing the data feed from seperate computers and it will shut off the data feed to the simulated account.

I believe that this is what happened in the original situation that I posted about above. It was not obvious because I actually have 2 live trading accounts and only one simulated account. I had both a live and a simulated account open on my machine at that time, but I recall opening the second live account on another machine that day and that could be what shut down the data feed from IB to the simulated account.

According to IB, I should not have suffered a shut down of the feed to the simulation account, but IB often state things without checking the details of the situation.

So I'll stop my intensive monitoring of the network & datafeed now and I'll pay more attention to how the data feed to the simulation account is restricted.

If it recurrs and my theory is proved wrong, I'll come back and start at square one again here.

[NinjaTrader_Bertrand]

Hello adamus, thanks for sharing your findings and update here.