Tws+nt7=pain

[Maxlobster]

I'm using BookTrader in TWS 927.7 and NT7. When I put SPY as the contract on BookTrader everything works fine at first, but when I switch from SPY to a different contract on BookTrader, it kills the SPY data feed freezing the SPY chart. If I go back to SPY on BookTrader, the SPY data feed starts again leaving a gap on the SPY chart. One fix is to open another BookTrader window and leave the contract on SPY, but this is a waste of screen space. It just started happening, how can I fix this?

[NinjaTrader_Jason]

Hello Maxlobster,

I tested it on my end, however I could not reproduce the issue. I switched BookTrader to AAPL, however NinjaTrader still received real-time data for the SPY.

I have the SPY listed in the API-tab of TWS as well (so I could double check). Even after I removed it from the API-tab in TWS, I still received real-time data for the SPY in NinjaTrader.

Upon testing I created the SPY chart in NinjaTrader first. I opened BookTrader in TWS after I created the chart.

[Maxlobster]

Hmmm, try the following:

1) Put BookTrader on "Show separate status column for each order" in Settings
2) Use the IB data feed
3) Put T&S on SPY, on my system you can easily see it start and stop
4) Place some trades in the paper-trading account on SPY
5) Switch to a currency like USD.CAD in BookTrader (type it in the BookTrader "Contract" box), switch back to SPY (using the pull-down menu in the BookTrader "Contract" box)
The behavior usually begins after I start trading.

What version of TWS are you using?

[NinjaTrader_Jason]

I am using TWS 927.

I will test it tomorrow.

[NinjaTrader_Jason]

Unfortunately I cannot reproduce the issue so far. I tested with SPY and also ES 03-13. I still receive real-time data after I switch instruments in BookTrader.

Do you experience the issue only for the SPY?

[Maxlobster]

Went back to trading with TWS BookTrader & NT7. As long as I keep to trading futures and currencies, no problem. If I try to trade ETFs like SPY and GLD I get this strange bug. I have 20 charts up at once on a 3 monitor setup maybe this could be a factor. I went back to trading the YM instead of the SPY which is O.K. Now GLD has the same bug as SPY. This is driving me nuts.

[NinjaTrader_Jason]

Do you experience the issue if you reduce the amount of charts?

Could it be there is a limitation with BookTrader? I suggest to check with IB and see if they can provide any clarification why TWS' BookTrader behaves this way.

[Maxlobster]

I noticed that when I change the instrument, close BookTrader, or minimize the BookTrader window it cuts the feed to the chart. So I decided to dynamically view the log of TWS. GLD chart froze here are the offending lines in the log:

BJ 13:57:58:717 JTS-Async-14: DeepRecord.clean called for 51529211 on ARCA
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for ASK: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for BID: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for ASK: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for BID: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for ASK: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for BID: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: DeepRecord.clean called for 51529211 on ISLAND
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for ASK: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for BID: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for ASK: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for BID: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for ASK: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for BID: Stock (ARCA)

51529211 is the code for GLD. DeepRecord.clean and ShortRowContainer.clear() are objects that are killing the data stream. Do you have any info on this?

When a BookTrader window is created the log says
:
BJ 14:05:46:592 AWT-EventQueue-0: Installing listeners for jclicktrader.jd[BookTrader,692,10,572x1146,invalid,hidden,layout=j ava.awt.BorderLayout,title=DUxxxx BookTrader - ZB MAR'13 Futures (Simulated Trading),resizable,normal,defaultCloseOperation=HI DE_ON_CLOSE,rootPane=javax.swing.JRootPane[,0,0,0x0,invalid,layout=javax.swing.JRootPane$Root Layout,alignmentX=0.0,alignmentY=0.0,border=,flags =16777673,maximumSize=,minimumSize=,preferredSize=],rootPaneCheckingEnabled=true]

Do you know what a listener is? ( I bet that the "listeners" are data sockets that are being uninstalled and killing the feed. )

[NinjaTrader_Matthew]

I wouldn't know how to interpret their log files.

What exchange is selected in the NinjaTrader instrument manager? ARCA?

From your chart, when you select the GLD symbol from the instrument drop down menu, does it list GLD Default, or GLD ARCA?

[Maxlobster]

GLD Default

[NinjaTrader_Matthew]

Can you try removing the GLD symbol from your list in the Instrument Manager

Once removed, please re-add this symbol with "ARCA" selected from the Exchange drop down menu.

Then reselect another instrument and switch back to GLD where it should show GLD ARCA

Please let me know if you have this same behavior with ARCA selected as the exchange.

[Maxlobster]

This did work but I had to do it for both the chart and T&S. However, as soon as I went back to BookTrader, entered GLD, and later changed to another instrument the same thing happened. For some reason when I change the instrument, close BookTrader, or minimize the BookTrader window it creates a pause in the data stream for the stock instrument (the problem does not exist with futures or forex) that caused both the chart and T&S to freeze. Changing both to a different instrument and then back is a work-around but it is an absolute pain.

I did test it about twenty times and it was intermittent which points to a bug in the NT7/IB interface. But looking at the log for TWS:

BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for ASK: Stock (ARCA)
BJ 13:57:58:717 JTS-Async-14: ShortRowContainer.clear() called for BID: Stock (ARCA)

Is called three times which also points to a bug, and TWS is a "bug-fest." So is the problem with TWS, or NT7 in your opinion?

[NinjaTrader_Jason]

What other instrument did you change to when the issue recurred. Could it be this instrument is listed with the Default exchange and not the exchange it is traded on (like the GLD)?

[Maxlobster]

I jump to a instrument that is not affected by the bug either a future (ES,YM) or a forex pair and then back. Both SPY and GLD that are traded on ARCA freeze. I'm going to try other instruments on ARCA this morning. If you look at the TWS log a "DeepRecord.clean " is being sent to ARCA on GLD in this case. I'm sure what is causing the glitch is that a "DeepRecord.clean " on ARCA causes a pause in the data stream, NT7 loses the sync on that data and any window connected to that ARCA instrument freezes.

I've changed SPY and GLD to use the ARCA exchange and not the Default exchanges.

[NinjaTrader_Jason]

Can you please send me your workspace that experiences the issue, so I can test it on my end. You can find workspaces at the following location:

C:\-->Users-->*Windows user account*-->(My) Documents-->NinjaTrader 7-->workspaces

Please attach the .xml file in your email which you can send to support[at]ninjatrader[dot]com. Please put 'Att Jason, Tws+nt7=pain' in the subject header.