Two issues using NT+TSW 944.3

[gbulle]

Hello,

I see these two strange issues when connected to local TWS 944.3:

1- I start TWS and NT before the Eurex market opening; I see prices of market opened before Eurex (for example Nikkey or Forex). As soon as Eurex opens NT is unable to show Eurex prices; I have to close TWS and NT and start again.
This issue is not repetitive.

2- When connected to EUREX, having a position on BUND, I see in the chart
the right PnL, the line showing the position etc; sometime I see something like a reset, the PnL go to infinite and the chart goes out of scale, like if has entered a price with zero value. I have to disconnect NT from TWS and connect again to see again the right PnL.

Bye

[NinjaTrader_Jason]

Hello gbulle,

1. You mention this issue is not repetitive. How many times did this issue occur so far? Do you notice any consistency between the occurrences?

Where in NinjaTrader do you not receive realtime data? Could it be the issue is limited to charts only?

2. It seems you received a bad tick in realtime from IB. You can use the realtime tick filter to filter out ticks as per a percentage compared to the last traded price. A value of of 5, represents 5 %. So if a realtime tick is outside the range of 5 % compared the tick received prior, it will be excluded. Please see the link below for more information and instructions to have it enabled.

http://www.ninjatrader-support.com/HelpGuideV6/Real-timeTickFiltering.html

[gbulle]

Please see below my answers

Hello gbulle,

1. You mention this issue is not repetitive. How many times did this issue occur so far? Do you notice any consistency between the occurrences?

unfortunately no;however I will monitor this issue; today and yesterday I saw this issue;I MUST close TWS to fix;a simple disconnection/reconnection dos not fix the problem.

Where in NinjaTrader do you not receive realtime data? Could it be the issue is limited to charts only?

NO;the prices does not arrive to NT at all like if the EUREX were still closed;
the prices and the charts are OK in TWS.

2. It seems you received a bad tick in realtime from IB. You can use the realtime tick filter to filter out ticks as per a percentage compared to the last traded price. A value of of 5, represents 5 %. So if a realtime tick is outside the range of 5 % compared the tick received prior, it will be excluded. Please see the link below for more information and instructions to have it enabled.

http://www.ninjatrader-support.com/HelpGuideV6/Real-timeTickFiltering.html

I do, however this issue never appeared using previous versions of TWS

[NinjaTrader_Jason]

Ok sounds good, please let me know if the issue persists during the open next week.

Unfortunately, the realtime tick filter does not work if you receive 4 consecutive prices of zero. The 4th tick will not be excluded.

[gbulle]

An update of these two issues:

1- If I open TWS before EUREX opening and I do not uncheck "Global Simulation Mode" everything is fine : i see the prices after opening; just after the opening I put Ninja in real trade.

2- 100% sure the crazy PNL is not due to a strange price entering in the chart.

[NinjaTrader_VinceB]

Hello,

Thanks for letting us know.

I will pass this on to Jason who is out this week and he will follow up over the weekend.