Interactivebrokers Market Data Connection interruptions

[pstrusi]

Hi Ninjas,

I've noticed lately that I'm having more often market data interruptions from IB ( Interactivebrokers ), So I'm trying to learn about it and solve the issue if necessary.

In Ninjatrader there're two main connection class: Price and Order, which are what Strategies check. Now, my doubts begin reviewing the IB's market data connection; I can see in the TWS, that there're 5 Market Data connections, 4 HDMS and a "Primary". Just minutes ago, I was having a supposed "Interruption", however the Market data action continued to load as normal, in spite of in the log tab of NT, there was the note: Price feed= connectionloss. When I check in IB's TWS, the connection "eufarm market data" was disconnected but all of the resto was OK, totally connected, so here my questions:

1. Obviously market data continued to load as normal, so why does NT mark this an interruption as "Price feed = disconnected " ? I ask this cause under this condition, any strategy is prevented to work despite market data is supplied by others connections.

2. Is there any way to know when an interruption is really a complete interruption, either a price-server or order-server?

3. Is there any way to make the connection NT-IB better so, the interruptions signals don't affect my working Algos?

I don't know why I'm having this constant annoying non-complete interruptions, but unfortunately they have an impact on working automatic strategies.

Thanks in advance

[NinjaTrader_DrewO]

Hello,

Thanks for your post.

1. NinjaTrader will throw these error messages when the status of the connection is reported as disconnected by the API. These are errors are caused by items that can not be controlled by the platform, network connection to the data servers.

2. I would recommend checking the log tab of the Control Center for any errors pertaining to connection.

3. A connection state between NinjaTrader and your broker/market data vendor is not dictated by NinjaTrader. The NinjaTrader application only reports the connection state as it is reported by the API you are connected through. NinjaTrader behaves like a radio receiver in that it receives signals from the connected server. If the signals are not coming through, the underlying broker/market data vendor API reports this to the NinjaTrader application which in turn reports this back to you. Once a loss of connection is reported, NinjaTrader or the underlying API will continuously try to re-establish a connection.

If you frequently see these errors, I recommend contacting your ISP for more information and possible steps to a resolution.

[pstrusi]

Hi DrewO,

Thanks for your initial but expected official answers to my questions, however they don't really answer them at all. Let me elaborate a little bit more the real actual dynamics of connections between Ninjatrader and Interactivebrokers.

I'm pretty aware that Ninjatrader operates as a radio signal repeater and doesn't have any responsibility in my connection to broker/data, whatsoever, BUT, the actual broker connection dynamics are not so simple as having one single PriceFeed and OrderFeed, because there're multiple market data servers working as you could check; so apparently whenever one of theirs "multiple" market data server is disconnected ( partial disconnection ), Ninjatrader reads this as a "Complete" PriceFeed interruption but actually it is not, cause my Ninjatrader platform continues to receive seamlessly all market data from the others servers. As you probably must know, whenever a PriceFeed or OrderFeed status changes in Ninjatrader, automatically prevent all your strategies to work, and that is just the problem that I'd like to address.

IF THERE'S PARTIAL MARKET DATA CONNECTION LOSS, NT SHOULD BE ABLE TO KNOW THIS STATUS as it continues to receive live market data, and thus doesn't trigger a "PriceFeed" disconnection that prevents my Strategies to work properly when these false-ghost signal pops.

I'll write right away to Interactivebrokers support team to ask them why is this happening and how to address it, I'll let u know the status.

Thanks in advance

[NinjaTrader_DrewO]

Hello,

Thanks for your reply.

I can confirm that the root of what you are experiencing relates to a poor connection. To prevent the strategies from getting disabled, this will need to be resolved.

However, I will submit your feedback to Development to do additional connection checks in cases like to the keep the strategy running, if possible.

[pstrusi]

Hi DrewO,

I've communicated the situation to IB support team as well. They say that it seems that there's some kind of unstable connection to their servers through my ISP. They gave me a procedure to check each one of their servers connection when rises again ( there're server for US, EUR and Asia ). In summary: I'm waiting more technical assistance from IB, some instructions to be followed by my ISP in order to get better the service. However, I must tell that I think I have a pretty decent internet connection: it goes at 10 MGbs 24/7, and its pretty fast for the rest of routines. I can hardly understand why the issue, seriously.

I'll let u know of further updates

Thanks again

[pstrusi]

I've been reviewing closely all of this interruptions log, and it's weird but it seems that there're a couple of day-time range when the issues arise, these are for E.T of course.
First: the well-known IB servers resetting around mid-night, that's acceptable
Rest: between 5pm-6pm or around 11pm

Another weird observation that leads me to a question: NT always detects a "Price feed=ConnectionLost" but never "Order feed", so my question: if I ignore price disconnections for my automatic strategies ( but not order disconnections ), will any working order be acceptable for IB's order server?

I know this subject is not easy but I'm trying to solve real practical problems that I'm sure many NT users might face eventually.

Thanks

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for the additional details.

In NinjaScript you can use the OnConnectionStatus() method to check the status of both server connections. You can find information on this at the following link: http://ninjatrader.com/support/helpG...tionstatus.htm

However, there is no way to force NinjaTrader to ignore the disconnect on either server. You can look into the settings for your strategy during disconnect under Tools > Options > Strategies > NinjaScript.
For information please visit the following link: http://ninjatrader.com/support/helpG...tegies_tab.htm

The disconnects you describe would not necessarily be due to the Interactive Brokers connection technology but more so due to intermittent internet connections. If you use a wireless connection, I would recommend using a wired connection. Otherwise continue your troubleshooting with the ISP.

[pstrusi]

Hi Patrick,

Thanks for your answer. My internet service is a 10 Mgb adsl, I think good enough, and I'm connected totally wired to my pc. I check with IB support team this morning, and they think that apparently could be some instability with my ISP connection to their servers. I'm still not clear about this. A curious detail about these disconnections is the day-time range when they happen:

First: the well-known IB servers resetting around mid-night, that's acceptable ( not an issue here )

Rest: between 5pm-6pm or around 11pm ( the inexplicable disconnections )

Throughout the day the connection is totally fine.

Any thought?

[NinjaTrader_Kyle]

Hello pstrusi,

I cannot think of a software related reason for this behavior however I would recommend that you continue to work with IB support and your ISP if there is a instability in the connection between your PC and IB servers as that would likely be the core of the issue.

[IrmaPagie]

Hello support team,

In my demo-account it was no problem to connect to Interactive Brokers. Now my account is approved I'm no longer able to... I use a diffirent verification code for this account, the socket port in IB is still 7496. Next I try to add a connection in NinjaTrader, but IB is not on the list of Broker-options.
Now what?

[NinjaTrader_PatrickH]

Hello IrmaPagie,

Thank you for your post and welcome to the NinjaTrader Support Forum!

You would need your License Key enabled for Interactive Brokers more than likely. I would recommend contacting us at platformsupport[at]ninjatrader[dot]com with your License Key (found under Help > License Key) to look into this matter further.