Feed reconnect after loss takes varying minutes

[lavalampmj]

I'm a long time tradestation customer, exploring whether to move to NT.

I have NinjaTrader 8 and NinjaTrader 7 (latest downloads), also with Tradestation 9.1 on the same box.

I'm using the two different continium free trial data connections with futures. I have one chart, one strategy.

As part of my testing, I've been disconnecting from my ISP and reestablishing connectivity to see the robustness of recovery and how long it takes to reconnect to order and price feeds.

All 3 systems detect loss of connectivity instantly.
When the internet is reestablished, it takes tradestation about 5 seconds to establish data feed connection, refresh charts.
It takes varying amounts of time measured in minutes for both NT 7 or NT8 to reconnect. For example, when looking at the data hole in ticks in historical data:

NT7 last tick before network loss - 10:47:28AM - first tick after reconnect 10:49:39AM
NT8 last tick before network loss - 10:47:28:351AM - first tick after 10:56:27:550AM

This is between 2 and 9 minutes to reconnect! Why so long?

There is no pattern, sometimes 7 is faster than 8, sometimes 8 faster 7.
Is this reconnection time lag a function of the "free" data feed?
What should my expectation be in a live trading environment?
Is there a way to configure NT to fill data holes at reconnection after loss?

[NinjaTrader_ChrisL]

Hello lavalampmj,

Thanks for the post.

Correct, this delayed time to connect is because it is a demo connection. A standard NinjaTrader Continuum connection will take about 3-5 seconds to connect. This also does depend on the internet in your geographical area. NinjaTrader pulls historical data from charts every time you load a chart, there will be no missed data if a disconnect occurs. If your broker is NinjaTrader brokerage, you may call the orders desk 27/7. Contact info can be found at ninjatrader.com/ContactUs.

Please let us know if we may be of any further assistance.

[lavalampmj]

Glad to hear that a reconnection to the price feed should be in a few seconds (not ~9 minutes).

A question on your comment:

"NinjaTrader pulls historical data from charts every time you load a chart, there will be no missed data if a disconnect occurs."

I have a chart open. I have holes in my data after reconnection, so the act of reconnecting is not filling in holes automatically. So do you mean, the only way to fill my data hole is to manually reload the chart, doing so would pull the data from the price feed not from the local data storage?

A related and perhaps more important question, what happens to a live strategy if holes aren't being automatically filled after reconnection occurs and therefore lost ticks are not being fed into the bar generation/strategy logic, this could mean that signals / orders can be lost. (depending on the system a few seconds to reconnect can be a long time)...

Thanks for your explanation.

[NinjaTrader_ChrisL]

Hello lavalampmj,

Thank you for the reply.

You may reload the chart by right-click>Reload all historical data. The data should be filling in when you reconnect.

What version of NinjaTrader are you using? This can be found under Help -> About (Example: 8.0.X.0)

Who are you connected to? This is displayed in green on lower left corner of the Control Center window.

On your question about strategies, you can specify what happens to your strategy during a disconnect by going to Tools>Options>Strategies section>Expand 'On connection loss'

I look forward to your reply.

[lavalampmj]

I'm using 7.0.1000.53 with Ninja Continuum Feed, free trial feed.

I had Tools>Options>Strategies>NinjaScript>OnConnectionL oss> set to "Keep Running". Which meant that upon reconnection the holes were not being filled and right click "Reload All Historical Data" was greyed for the chart. Note my strategy was running in the control center>strategy tab not on the chart, nonetheless I could not refresh historical data for the chart. When changing strategy handling, On Connection Loss to "Recalculate"; on reconnecting all holes were filled as you describe.

Thanks for your help.