I have a connection problem with my broker. In a first time IB lost the connection, NT detects it and tries to reconnect.
After several retries (between 5-10 minutes) IB reconnect again but NT seems to be not able to detect it and after the retries configured, it ends disabling the strategy.
So, the problem starts in IB but NT seems to don’t handle it properly.
I have detected the same behavior several nights. Is there any way to improve the robustness of NT retries?
Please, find a piece of the log file (time in GMT +1):
25/07/2012 5:59:05|1|2|Interactive Brokers: Primary connection=Connected, Price feed=ConnectionLost
25/07/2012 5:59:05|3|128|Strategy 'PairStrategy/34b3f18d0421464482db42bcfa3f7261' lost price connection but will keep running.
25/07/2012 5:59:17|1|2|Interactive Brokers: Primary connection=Connected, Price feed=Connected
25/07/2012 6:01:01|1|2|Interactive Brokers: Primary connection=Connected, Price feed=ConnectionLost
25/07/2012 6:01:01|3|128|Strategy 'PairStrategy/34b3f18d0421464482db42bcfa3f7261' lost price connection but will keep running.
25/07/2012 6:02:26|1|2|Interactive Brokers: Primary connection=Connected, Price feed=Connected
25/07/2012 6:26:25|1|2|Interactive Brokers: Primary connection=ConnectionLost, Price feed=ConnectionLost
25/07/2012 6:26:25|3|128|Strategy 'PairStrategy/34b3f18d0421464482db42bcfa3f7261' lost order connection but will keep running.
25/07/2012 6:26:25|3|128|Strategy 'PairStrategy/34b3f18d0421464482db42bcfa3f7261' lost price connection but will keep running.
25/07/2012 6:27:24|1|2|Interactive Brokers: Primary connection=Connected, Price feed=Connected
25/07/2012 6:27:24|1|64|Instrument='HG 09-12' Account='DU111745' Avg price=3,3689072 Quantity=1 Market position=Short
25/07/2012 6:27:24|1|64|Instrument='SI 09-12' Account='DU111745' Avg price=26,970464 Quantity=1 Market position=Long
25/07/2012 7:28:10|1|2|Kinetick Real Time: Primary connection=ConnectionLost, Price feed=ConnectionLost
25/07/2012 7:28:11|1|2|Kinetick Real Time: Primary connection=Connected, Price feed=Connected
25/07/2012 7:28:11|3|128|Strategy 'PairStrategy/34b3f18d0421464482db42bcfa3f7261' lost price connection but will keep running.
25/07/2012 7:28:11|1|2|Kinetick Real Time: Primary connection=ConnectionLost, Price feed=ConnectionLost
25/07/2012 7:28:11|1|2|Kinetick Real Time: Primary connection=Connected, Price feed=Connected
25/07/2012 7:28:11|3|128|Strategy 'PairStrategy/34b3f18d0421464482db42bcfa3f7261' lost price connection but will keep running.
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25/07/2012 7:30:43|1|2|Kinetick Real Time: Primary connection=ConnectionLost, Price feed=ConnectionLost
25/07/2012 7:30:43|1|2|Kinetick Real Time: Primary connection=Connected, Price feed=Connected
25/07/2012 7:30:43|3|128|Strategy 'PairStrategy/34b3f18d0421464482db42bcfa3f7261' lost price connection but will keep running.
25/07/2012 7:30:43|3|128|Strategy 'PairStrategy/34b3f18d0421464482db42bcfa3f7261' lost price connection more than 100 times in the past 1 minutes and will be disabled.
25/07/2012 7:30:43|1|128|Disabling NinjaScript strategy 'PairStrategy/34b3f18d0421464482db42bcfa3f7261'
Regards
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