Multi-broker: ib and cqg

[cmaxb]

Hello, i have multi-broker license. I have connection to CQG and to IB TWS. I use IB for my historical data and charting. The TWS resets every day of-course at auto-logof. What is happening is that the CQG connection is always maintained, and when TWS logs off, and i log back in to TWS, it is no longer the first connection, so the charts don't refresh anymore. How do i handle this situation ..

[NinjaTrader_Kyle]

Hello cmaxb,

Thanks for your post.

Is the connection with Interactive Brokers timing out during these resets to the point where your connection to IB needs to be reestablished manually?

[cmaxb]

yes, possibly. what are the settings for reconnection ..

[NinjaTrader_Kyle]

Hi,

Sorry for the confusion - I was asking whether you are forced to reconnect to Interactive Brokers manually or whether the connection is being restored automatically.

[cmaxb]

what is the timeout on reconnect ? i can set up a task to restart TWS right after logout. In this case, i had to log in manually to TWS, and refresh all NT charts

[NinjaTrader_Kyle]

Hello cmaxb,

As I recall, the timeout window is rather short - somewhere around 60-90 seconds, but I'm not able to find any documentation specific to this. That said, if the timeout was to occur connection would need to be reestablished manually. Unfortunately, in this case that would also require that the CQG connection be cycled to reestablish the proper connection order. While there is no workaround available currently, I will bring this up with development to see that this type of usage is considered when designing future builds of NinjaTrader.

[cmaxb]

it seems shorter than 60 secs. I close it at 1730, and auto-login at 1731.

[flyguy767]

Hello, i have multi-broker license. I have connection to CQG and to IB TWS. I use IB for my historical data and charting. The TWS resets every day of-course at auto-logof. What is happening is that the CQG connection is always maintained, and when TWS logs off, and i log back in to TWS, it is no longer the first connection, so the charts don't refresh anymore. How do i handle this situation ..

cmaxb,
If all your using IB for is charting then you should use the IB Gateway. It has less resources overhead and best of all it never logs off so you can run it continuously. Just make sure you change the port setting to 4001 instead of 7496. Good Luck.

[xtremepicks]

Really that's a good service providers.

[enuxx]

What mean multi-broker in detail? Can I use Amp Future to feed and trade ES future and IB to feed and trade german stocks in the same time? thx in ahead

[NinjaTrader_Jason]

Yes, that is what a multi broker license allows. You can trade with multiple supported brokers simultaneously.

[cmaxb]

Can I use IB Gateway to trade ? Also, I am experiencing another issue. i use break-line charts based on minute intervals. when i reconnect to ib each day, it refreshes all the charts. i guess that is useful, however, there are gaps in the pulled data. if, i manually refresh data on each chart, i will get the correct download. this is problematic for large # charts.

i wonder if this is because too many simultaneous requests for history jam up the serverv?

chris

[NinjaTrader_Kyle]

Hi Chris,

1.) No - the stand alone version of TWS must be used with NinjaTrader.

2.) Taking a step back, how much data is being requested? How many charts and other windows are used?

[cmaxb]

Well, Gateway seems to work well for quotes.

I have 10 (quantity) minute-based charts, 10 -15 days each, for different symbols

[NinjaTrader_Kyle]

Hi cmaxb,

That is a data request which can exceed IB's limit from the sound of it. It may be wise to reduce the total number of days requested if possible.