historical data and connection to server

[nicknamed]

Hi,
we, with our strategy that is running live on multibroker license, need to learn in detail what can get affected by "Connection to historical data server lost", what can influence the connection and disconnection. What will happen if we deselect in options to connect to data server. How market replay tests, backtests on minute data and live trading can get affected by this enabled or disabled. We know alot so far but still a lot of puzzles are missing, so please give us as most detailed answer as possible.
Thank you
Nicknamed

Besides the upper,please read this:
This makes causes a lot of stress too sometimes (not unrelated to upper mentioned questions) 4.3.2012 21:59:22DefaultConnection to NinjaTrader historical market data server lost:
Current connection was forced to close by
Remote host
- do u have a list of events that can cause that?


In czech original:
"Stávající připojení bylo vynuceně ukončeno vzdáleným hostitelem"

[NinjaTrader_AdamP]

nicknamed,

We realize that lost connections can be frustrating. A connection state between NinjaTrader and your broker/market data vendor is not dictated by NinjaTrader. The NinjaTrader application only reports the connection state as it is reported by the API you are connected through. NinjaTrader behaves like a radio receiver in that it receives signals from the connected server. If the signals are not coming through, the underlying broker/market data vendor API reports this to the NinjaTrader application which in turn reports this back to you. Once a loss of connection is reported, NinjaTrader or the underlying API will continuously try to re-establish a connection.

Common reasons that contribute to connection stability are:

1. ISP issues

2. Local area network configuration issues, or perhaps there is wireless interference if you are on a wireless network.

3. A firewall or proxy.

4. Dynamic IP addresses changing frequently intraday. Usually this happens once a week buy you may want to check with your ISP. If they do change daily, requesting a static IP address may help.

5. Broker/market data servers may be experiencing temporary downtime

[nicknamed]

Adam,
thank you, but please try to read my question again and keep on mind this: we are connected only to Market replay data connection when we experience this problem. Therefore we are afraid of what is going to happen when we go live and connect to broker. I know that connecting to broker is a different thing (that is what we know, - as you could read, we are already trading since May, so we have a lot of experience with that). The thing is that we need to know about all other situations that can create such a connection problem even during market replay data testing (and yes, we have the data on HDD, but sometimes the test finishes without problems and sometimes it experiences disconnection from NT historical data servers - and we have no idea why NT should connect to data server). That is why I asked previous questions. I hope this explanations will help youto better answer my questions in my original post as your reply did not help at all for our current situations we are looking into.
Thank you very much for your time
N.

[NinjaTrader_AdamP]

Nicknamed,

The NT historical data server is used only for certain data providers. It also has all the market replay data stored on it. If you are experiencing disconnects to this server, the lost connection has the same possible causes.

Market replay, however should all be data stored locally on your PC, as such a disconnect shouldn't affect anything. Is this what you are seeing occur?

[nicknamed]

Please read my post again, I do not feel you read it at all (as you are asking about what is already written there).
I have all market replay data on HDD, I am connected, I run test, the strategy crashes on that error. Why should the strategy need to connect somewhere for data when all data it needs are on HDD and it happens only sometimes, that is why I asked about all situations when NT7 may connect to data servers, why and why it should disconnect and why the disconnection should cause crash of the strategy.
Nicknamed

[NinjaTrader_AdamP]

nicknamed,

I have responded as to reasons why you would be experiencing disconnects to both the historical data server as well as any data provider you may have. The NinjaTrader historical data server is used to provide historical data for your charts only for certain data providers. If you are connected to the market replay connection this is all locally stored data, however. Unfortunately I wouldn't have an explanation why your strategy would cease to function upon a disconnection from historical data during market replay, as these are two separate things.

The issue here is that you are experiencing something we would need to view your log and trace to see if we can find some reason. This is why I asked for clarification that you were indeed having an issue while connected to market replay when a disconnection from historical data servers occurs. Your strategy may also be required for testing purposes. If you submit a request to support at ninjatrader dot com, we can help you get your log/trace for our review, as well as go over them to discover any potential issues.

Please submit a support request to support at ninjatrader dot com, this is preferable so that you may have some privacy and don't have to post connection logs here that may have personal information. We look forward to assisting you.

[nicknamed]

Adam,
we will consider supplying blind strategy (our makes few hundred percents per year so you can understand we will send the send same strategy but we will change one indicator). We will consider that.
But I would like to point your attention to my original questions:
especially:
...what can influence the connection and disconnection [when on market replay data]. What will happen if we deselect in options to connect to data server [when on market replay data / when on live account].
THe problem is that the error is not precisely replicable, so that was why I asked questions and not submitted a bug report. We just need to find out about connection to historical data servers as much information as possible then we may be able to debug it ourselves - prohibiting or enabling the data server connection only when strictly needed and being in control of the connection so the strategy is not going to get suprosed and not crash afterwards... (based on past experience we do not expect you to debug it as the problem is not replicable).
Thank you
N.

[NinjaTrader_AdamP]

Adam,
we will consider supplying blind strategy (our makes few hundred percents per year so you can understand we will send the send same strategy but we will change one indicator). We will consider that.
But I would like to point your attention to my original questions:
especially:
...what can influence the connection and disconnection [when on market replay data]. What will happen if we deselect in options to connect to data server [when on market replay data / when on live account].

When on market replay, you shouldn't need to connect to any server as you would have all your market replay data locally on your machine.

Disconnection can be influenced by 1) local area network configuration, 2) DHCP reassigning IP addresses too frequently, 3) Firewall settings, 4) ISP issues, 5) bad cables or a wireless network with a lot interference. 6) Connecting through a Proxy, etc.

If you are referring to "Get data from server (if available)" NinjaTrader would attempt to query your data provider's servers for historical data on charts. In Market replay, the only data that is loaded is data that is already saved to your PC, there is no need for a connection at all when using market replay as its not used.

NinjaTrader does try to connect to the historical data server only so that if you connect to a live connection its already available. If you are connected to a live account, the "Get data from server" option just queries your server to populate charts with historical data.

THe problem is that the error is not precisely replicable, so that was why I asked questions and not submitted a bug report. We just need to find out about connection to historical data servers as much information as possible then we may be able to debug it ourselves - prohibiting or enabling the data server connection only when strictly needed and being in control of the connection so the strategy is not going to get suprosed and not crash afterwards... (based on past experience we do not expect you to debug it as the problem is not replicable).
Thank you
N.

If you have your trace/logs from dates that this occurs, we would still be happy to take a look and explain any error messages.