We have numerous connection accounts to BOTH Kinetick and DTN.
I realize that Kinetick is a bundled product that utilizes/white-labels the DTN feed and uses the Exchange Fee Waiver as an incentive/enticer to use it and NinjaTrader.
We have a Live setup using DTN Premium, Ninja and Interactive Brokers. DTN is the Primary Feed.
We have a Paper setup using Kinetick Premium, Ninja and Interactive Brokers. Kinetick is the primary feed.
Both are running on the same FX pairs with the same strategies with identical configurations.
DTN is problem free.
Kinetick on the other hand drops out on a continual basis, a warning is given in the logging interface, then another message saying the connection is re-established.
The problem is that IT ISN'T!
Positions that should be shut down, ARE shut down on the DTN fed instance, but NOT the Kinetick one. I therefore have positions expensively going out of the money as a result of NinjaTraders inability to correctly inform of the status of its Kinetick feed.
You will see from the logs that it appears to have conflicting logic:-
5/21/2013 2:08:26 AM|1|2|Kinetick Realtime: Primary connection=ConnectionLost, Price feed=ConnectionLost
5/21/2013 2:09:13 AM|3|4|Kinetick.Adapter.L1Worker: System.Net.Sockets.SocketException: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond 66.112.156.112:60003
at System.Net.Sockets.Socket.DoConnect(EndPoint endPointSnapshot, SocketAddress socketAddress)
at System.Net.Sockets.Socket.Connect(EndPoint remoteEP)
at System.Net.Sockets.Socket.Connect(IPAddress address, Int32 port)
at NinjaTrader.Dtn.DtnSocket.Connect()
at NinjaTrader.Dtn.Adapter3.L1Worker()
5/21/2013 2:09:13 AM|1|2|Kinetick Realtime: Primary connection=Connected, Price feed=Connected
5/21/2013 2:09:13 AM|1|64|Instrument '$CADJPY' Account='#####' Avg price=98.58 Quantity=1.8M Market position=Long
5/21/2013 2:09:13 AM|3|128|Strategy 'Strat65/1c4ada55ae7b4208a237c413695a6fa0' lost price connection but will keep running.
Has anyone else been experiencing the same issues?
The problem with asking this question is that most people wouldn't KNOW they have this issue because they are relying on NinjaTrader to inform/report them and handle the exceptions correctly. Additionally, if they weren't programmers and didn't have EXTERNAL Post Trade Analysis tools in place to monitor the performance of NinjaTrader most of these issues would not come to their attention.
pls feel free to pm me or preferably post to the open forum.
Regards
PS NinjaTrader IS started on a Daily basis and the feed connections refreshed as recommended.
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