Live trading connection problem

[pmcgoohan]

I had a situation overnight and this morning on a live account where it seems as if the price data has started coming from interactive brokers rather than kinetick.

This is really dangerous because the IB data is very different from the kinetick data and my strategy behaves very differently when using it.

Last night there seems to be a "Requested market data is not subscribed. 354" error (which is wrong because my subscription is fine) followed by Interactive Brokers becoming the primary connection.

1) How can I prevent IB from becoming the primary price data connection, as I never want this?
2) How can I prevent the "Requested market data is not subscribed. 354" error?
3) How can I ensure that Kinetic retries connecting as the primary connection whatever errors occur?

The relevant logs are:
09/07/2012 21:05:21|1|2|Kinetick: Primary connection=Disconnected, Price feed=Disconnected
09/07/2012 21:05:41|1|2|Auto connecting to 'Kinetick'
09/07/2012 21:05:41|1|2|Kinetick: Primary connection=Connecting, Price feed=Connecting
09/07/2012 21:05:43|1|2|Kinetick: Primary connection=Connected, Price feed=Connected
09/07/2012 21:05:44|1|32|Kinetick CME data fee waiver program eligibility verified. Server validation successful for 'InteractiveBrokers'
09/07/2012 21:05:45|3|4|Requested market data is not subscribed. 354
09/07/2012 22:08:59|1|2|Interactive Brokers: Primary connection=Connected, Price feed=Connected

[NinjaTrader_Matthew]

Do you have Interactive Brokers set to automatically connect on startup, or is this a manual connection?

To ensure that Kinetick is primary, it is suggested to only set Kinetick to connect on startup.

The "Requested market data is not subscribed. 354" error can only be prevented by ensuring you have the correct subscriptions from Interactive Brokers. If you enable a strategy on a symbol that you do not have the subscription to, this error will be generated.

Note that when you're using a live account with Interactive Brokers, there are two connection sources: one for price data, and another for order submission. It's most likely that subscription error was coming from the order submission connection, as NinjaTrader will always use the "Primary" connection for your data.

[pmcgoohan]

Ok I will try deactivating IB on startup and see if that fixes things. Thanks.

[pmcgoohan]

Hello,

I have now disabled IB on startup, and made sure the use other provider for data option is selected (which it already was), and restarted the whole system.

But I am getting worrying messages in the log file (below) which suggest that IB is still the primary connection.

It is really important that I
1) know I am using Kinetick for price data at all times
2) that all reconnection attempts for price data will be to Kinetick not IB, even if Kinetick fails

How do I do this?

Relevant logs:
10/07/2012 16:20:25|1|2|Auto connecting to 'Kinetick'
10/07/2012 16:20:26|1|2|Kinetick: Primary connection=Connecting, Price feed=Connecting
10/07/2012 16:20:29|1|2|Kinetick: Primary connection=Connected, Price feed=Connected
10/07/2012 16:21:56|1|2|Interactive Brokers: Primary connection=Connecting, Price feed=Connecting
10/07/2012 16:21:58|1|2|Interactive Brokers: Primary connection=Connected, Price feed=Connected
10/07/2012 16:21:58|1|32|Kinetick CME data fee waiver program eligibility verified. Server validation successful for 'InteractiveBrokers'

[NinjaTrader_Matthew]

As long as Kinetick is the first connection listed in the control center, it will be the primary connection.

Should the Kinetick connection fail and the IB connection was established, this will be the primary connection. You would need to manually disconnect from IB in this case.

[pmcgoohan]

Ok, but I don't ever want IB to be used as a price data connection. My strategies stop working properly if this is the case.

Isn't there is some way I can ensure IB is used solely for trade executions, and Kinetick solely for price data?

[NinjaTrader_Matthew]

You would need to handle this in the strategy logic using OnConnectionStatus. Here is a sample to help you get started

			// connection name is user defined)
			if(MarketData.Connection.Name == "My IB data")
				return;

You can see further examples of this form the following link and similar threads:

http://www.ninjatrader.com/support/forum/showthread.php?t=34007

[pmcgoohan]

Ok thanks- I will investigate this further.

Please could you confirm whether it is possible that I am connected to two price data providers at the same time, or is only one price data provider ever used for a single instrument?

It could be equally damaging for my strategy have two sources of data for a single instrument at one time (ie: IB and Kinetick in this case).

[NinjaTrader_Matthew]

It is not possible to be connected to two price feeds at the same time. Only the first connection will be used for an instrument.