IB - Received unknown error/warning: No market data during competing live session

[Shansen]

NT,

Please suggest approaches to prevent the IB error -

Received unknown error/warning: No market data during competing live session.

Running NT (8.0.19.1 64-bit) with IB Gatway (973.2h), overnight, strategies appear to have failed to re-enable after connection was lost. While the below log excerpt states the Strategy was re-enabled, it does not appear to have been re-enabled (the strategy prints to the output window each hour to evidence it is active).

2019-11-08 00:08:34:123|3|4|Strategy 'CmStrategy/107251860' lost price connection for more than 10 seconds and will be restarted.
2019-11-08 00:08:34:126|1|4|Disabling NinjaScript strategy 'CmStrategy/107251860'
2019-11-08 00:08:40:135|3|4|Received unknown error/warning: No market data during competing live session
2019-11-08 00:12:32:170|1|4|Enabling NinjaScript strategy 'CmStrategy/107251860' : On starting a real-time strategy - StartBehavior=WaitUntilFlat EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions, ignore order rejections ExitOnSessionClose=False SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On each tick IsUnmanaged=False MaxRestarts=4 in 5 minutes

I understand the IB error message should only apply to paper accounts. I was on a live account. While I have a linked paper account, it was not in use (on this or any other computer/device).

Yes its possible to receive live data from a single subscription in both a live and a paper account if they are logged in on the same computer. The error "No market data during competing live session" was introduced, by request, to indicate that a paper account isn't receiving live data because the associated live user is logged in on a different computer. Unfortunately the message is also currently triggered inappropriately in some instances in

live

sessions, and returned along with live data. (For instance, if there is a extended disconnection it does not distinguish currently between disconnection due to internet connectivity problems or competing session).

(https://groups.io/g/twsapi/message/40551)

To prevent the IB error, I'm thinking delete the linked paper account. Thoughts? Other approaches?

[NinjaTrader_Jim]

Hello Shansen,

Thanks for your post.

Unlinking the Paper Trading account would be a good test as they mention that the error has to do with paper trading accounts. As it is an IB error, it may be best to consult them directly on the error and how it can be avoided. If there is anything they say that you would like to bring into the conversation here, we would be happy to use that information to advise you further.

TWS does encounter daily disconnections, so we should be sure that this is not the case here.

As for NinjaTrader and the strategies, the strategies will operate off of incoming data. If there is no incoming data, OnBarUpdate and associated logic will not be processed. Do you you see active charts for these instruments after you have reconnected? If the strategy is not processing anything, we should also see that charts are not updating.

I look forward to being of further assistance.

[YellingOption]

I ran into this error when I was connected to my IB paper account on my laptop and my IB live account on my desktop. It doesn't solve your issue since I was logged into both paper and live but it might be useful for someone else.

You can this error and get dat on both devices in an IB account by "Adding a second user for an individual account holder" ,though the second user will be charged a separate data fee.

Here are the details:

https://ibkr.info/article/1719