EFX / MB Auto Reconnect

[mrlogik]

Hello,

I have been working with the MB SDK for some time now. With the SDK I have created an application in C# that continuously captures forex quote prices and logs them to file. In the even of a disconnection to MB, the SDK, without any code of my own, automatically attempts a reconnect every 30 seconds.

The most notable disconnection is at 11:58PM EST, reconnection at 12:02AM EST. Occasionally a disconnect occurs during normal trading hours as well.

I, along with a group of traders, have created a few strategies in NT. We will be purchasing several copies of the live trading version very soon, but we have one problem. Our system is 100% automated. Currently when NT disconnects from MB, you have to close NT and open it back up. For a 100% automated system this is troublesome. Do you have any improvements in the works that will allow NT to reconnect automatically? I understand the complications of that for other users and syncing NT positions with MB positions, but with good coding practice this can be managed through the event driven protocol NT currently employs. Additionally, I want to use a TS external data connection as a redundant data feed to protect against any holes which may occur during such a disconnect with my primary data source.

If you don't want to have this auto-reconnect feature for everyone, can you make a flag or check box in the settings for those who want it? I suppose this would be an important feature for any trader with MB who wishes to trade 100% autonomously.

Thank you for you time.

Anthony

[NinjaTrader_Dierk]

NT is coded according the MBT API guidelines meaning it reconnects as the MBT API reports "reconnected" which unfortunately it doesn't after server reset.

However, I will again contact support MBT support to see if something could be for NT7.

Also: Could you please send me logs and traces by Help->Mail to support, subject "for Dierk" and reference this thread. Thanks

[mrlogik]

Hey Dierk,

Thanks for the quick reply.

I think MB may have corrected this in their latest version of the navigator / SDK.

When you say a "server reset" do you mean when they reset their servers at their specified time, or do you mean any time NT is disconnected from MB?

Thanks

[NinjaTrader_Dierk]

>> When you say a "server reset" do you mean when they reset their servers at their specified time
correct

[mrlogik]

Okay.

So, during normal trading hours, outside of the time MB resets their servers for routine maintenance, if NT loses the connection to MB it should automatically drop back to a backup data feed, and resume with the primary data feed when the connection to MB is established?

[NinjaTrader_Dierk]

No, the MBT API will (should?) reconnect and NT will report it. Reconnect is not triggered by NT. All is done by the MBT API.

However, NT rolls to the backup feed while disconnected.

[mrlogik]

Ok.

I understand that MB does the connecting / reconnecting.

1. If there is a disconnect between MB and NT during normal trading hours, can a reconnection be established automatically without restarting NT?

2. If this reconnection is established, will NT resume the primary data feed?

Thanks again!

[NinjaTrader_Dierk]

1) yes, the MBT API should resume
2) yes, the MBT API should resume also the market data feed

[mrlogik]

You're great Dierk,

Final question.

The only time one should have to restart NT to reconnect to MB is during MB's server reset time?

Thanks again.

[NinjaTrader_Dierk]

Your understanding is correct

[moon_rainz]

Hi,

I had been simulating an automated strategy on my MBT live account via NinjaTrader.

Around 0000EST, there would be a disconnection but reconnection would take place after the maintenance is completed.

I was able to run my strategy 24/5 and there was no need for me to restart the NinjaTrader platform or reload my strategy at any time.

Hence, has the problem faced by mrlogik in his opening post been resolved?

[mrlogik]

hey moon,

I have not had to close / re-open NT on an auto reconnect of the MB data feed.

[NinjaTrader_Dierk]

We haven't changed the code on the MBT adapter which manages the connection since years. If it now works, then something on MBT servers has improved.

[moon_rainz]

hi mrlogik and Ray,

Thanks for the replies.

The only time one should have to restart NT to reconnect to MB is during MB's server reset time?

I am confused now. So I should be able to run my strategy continuously 24/5 unless MB's server reset its time? But when and why will that happen? During weekends only?

[NinjaTrader_Ray]

I can't answer since we have not had experience with MBT 24 hours across five days.