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Will using NT with InteractiveBrokers be a stable solution?

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    Will using NT with InteractiveBrokers be a stable solution?

    Sorry to ask this potentially sensitive question. I really like NT so far, in terms of the easy of use and what I can get done vs. me coding my own interface to the IB servers (doable, but a huge use of my time).

    The problem is that I've seen some weird stability issues with a test connection to MB Trading in the past week. I have an IB account that I will begin testing with next week, but I am at a crossroads over whether I should just write it all myself.

    My question is, can I leave NT up and running all day and night with IB or am I going to experience all sorts of random stops, disconnections, etc?

    I guess what I'm asking is how many people use NT for a production trading environment rather than just a powerful backtesting tool?

    With apologies to the NT folks in advance, they have answered all my questions very well (accept that weird issue with the strategies tab, but that's another thread).

    I just need to figure out where to go next with my work.

    #2
    It is not suggested you run your strategies unmonitored. You can get disconnected for reasons not even related to IB or anything. If you lose internet connectivity that is it. etc. etc. There will always be cases that can crop up and require you to intervene.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Of course one shouldn't leave it unnatended. But I'm asking about stability. I would rather watch over a system that has maybe one break a day, rather one that has 6. I'm just asking if folks have found the combination stable.

      I could write a socket level interface in c++ and have great certainty over things. In MBs case it seems their system is rather poor.

      Comment


        #4
        Understood. I am unqualified to answer that question. Perhaps a forum community member with more experience into that setup could help.
        Josh P.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by Josh View Post
          Understood. I am unqualified to answer that question. Perhaps a forum community member with more experience into that setup could help.
          Cool. Maybe someone will pipe in. Let me ask another way, will NT introduce any additional latency into processing IB messages (tick or otherwise) than connecting directly to IB through their API? Or rather will that additional latency be greater than negligible?

          Comment


            #6
            NT does connect directly through to IB's API.
            RayNinjaTrader Customer Service

            Comment


              #7
              Originally posted by tradefaz View Post
              Sorry to ask this potentially sensitive question. I really like NT so far, in terms of the easy of use and what I can get done vs. me coding my own interface to the IB servers (doable, but a huge use of my time).

              The problem is that I've seen some weird stability issues with a test connection to MB Trading in the past week. I have an IB account that I will begin testing with next week, but I am at a crossroads over whether I should just write it all myself.

              My question is, can I leave NT up and running all day and night with IB or am I going to experience all sorts of random stops, disconnections, etc?

              I guess what I'm asking is how many people use NT for a production trading environment rather than just a powerful backtesting tool?

              With apologies to the NT folks in advance, they have answered all my questions very well (accept that weird issue with the strategies tab, but that's another thread).

              I just need to figure out where to go next with my work.
              Hi tradefaz,
              I've been using NT with Esignal & IB in production trading for almost 2 months now and I have to say that apart the small oddities that I encounter in the strategy tab (and sometimes the position is not reported to NT) everything is pretty stable:
              - my orders are all transmitted correctly (except once when IB had a problem, NT needs to be programmed to handle the rejects properly in the strategy).
              - I never experienced a crash while trading.

              So even if it's not a long period, I think NT is quite reliable (if only the small oddities could be fixed that would be great).

              Comment


                #8
                Hello,

                Thank you for your positive remarks.

                Regarding the strategies tab "oddities' you experience, are you able to reproduce them?

                Have you viewed this link:
                http://www.ninjatrader-support.com/v...ead.php?t=4033
                DenNinjaTrader Customer Service

                Comment


                  #9
                  I'm not able to reproduce them yet as it looks like it happens randomly. But still trying to figure out the problem.

                  Thanks for your link but I was aware of it.

                  Comment


                    #10
                    Originally posted by ryker View Post
                    Hi tradefaz,
                    I've been using NT with Esignal & IB in production trading for almost 2 months now and I have to say that apart the small oddities that I encounter in the strategy tab (and sometimes the position is not reported to NT) everything is pretty stable:
                    - my orders are all transmitted correctly (except once when IB had a problem, NT needs to be programmed to handle the rejects properly in the strategy).
                    - I never experienced a crash while trading.

                    So even if it's not a long period, I think NT is quite reliable (if only the small oddities could be fixed that would be great).
                    Thanks for the feedback, but what do you mean by not reporting the position? Doesn't that leave the code with a different view of what orders you actually have open? Or are you referring more to the accounting stuff? I take it this issue is not negatively affecting your analytical code?

                    Out of curiosity, how long can you keep NT connected to IB during the week? Does TWS shutdown daily like MB Trading? I find this highly annoying? And if so, are these strictly scheduled shutdowns that can be planned for in the code or are they random? And does NT give you a way to handle disconnects from within the code?

                    Many thanks. Looking like NT and IB might be the way to go.

                    Comment


                      #11
                      It doesn't affect negatively at all. It's just in the strategy tab sometimes the pnl is not reported and in the MA sometimes the position is flat but I'm in position (from a strategy). But strangely enough it's not always the case and it has worked perfectly since 2 days now. I think there's something that cause this issue but I haven't find it yet...

                      I leave NT connected to IB from 8am until 10 pm (UK time). There is a daily shutdown. Doesn't really annoy me as I shutdown the computer anyway.
                      Unfortunately I can't answer more on those disconnections and if NT can't handle it.
                      Last edited by ryker; 08-25-2008, 12:08 PM.

                      Comment


                        #12
                        Hello,


                        I know you have seen this link in this thread, but I believe this is the source of the issue you are experiencing:
                        http://www.ninjatrader-support.com/v...ead.php?t=4033

                        NinjaTrader will disconnect daily when IB resets it servers. You must restart NinjaTrader once the servers reset.
                        DenNinjaTrader Customer Service

                        Comment


                          #13
                          Originally posted by NinjaTrader_Ben View Post
                          Hello,


                          I know you have seen this link in this thread, but I believe this is the source of the issue you are experiencing:
                          http://www.ninjatrader-support.com/v...ead.php?t=4033

                          NinjaTrader will disconnect daily when IB resets it servers. You must restart NinjaTrader once the servers reset.
                          I don't get that, you mean because the strategy runs against whatever historical data is there, you have to enter an order to match that?

                          I mean isn't that a big problem? Shouldn't we be able to tell the strategy to ignore historical data when we want to run it in production? Can't this be achieved by formatting the data series on a chart so that prior bars is set to 0 and then running it live?

                          Comment


                            #14
                            >> Shouldn't we be able to tell the strategy to ignore historical data when we want to run it in production?
                            Have not read through complete thread but may be this helps:
                            Code:
                            if (Historical)
                                return;
                            DierkNinjaTrader Customer Service

                            Comment


                              #15
                              It may help ;-) but see this thread as I just had this same question

                              http://www.ninjatrader-support2.com/...ad.php?t=11806

                              Comment

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