TD Ameritrade Thinkorswim Issues after NinjaTrader 8 Update 8.0.20.1 64-bit

[stoner]

I've been using TD's Thinkorswim (TOS) platform for months now to test a Option's trading strategy in their Paper Money feature. I've been able to execute TOS orders without any issues up until I updated NT to 8.0.20.1 64-bit. When I applied this update on 1/6/2020 I was forced to "Authorize" the TD connection. So obviously there's something new with NT TD connection.

As of the last few days I've started seeing issues with cancelling/replacing orders in TOS. As well as submitting orders in TOS. I called TD tech support yesterday and today and they're seeing incoming data delays from my system in the magnitude of minutes. Meaning when I submit a change order or submit order their back end doesn't get the order information until well past the expected period of a few milliseconds it should actually be taking to receiving it.

This latency appears to disappear when I close NT. For the sake of disclosure I found out TD was having issues the last couple days with paper money orders being canceled/replaced yesterday but even then the TD rep was stating my inbound latency was extremely high.

TD's support is very helpful/transparent in trouble shooting and I'm a very experienced trouble shooter myself. I worked with a TD rep this morning trying to identify the issue for over an hour and a half. There a two variables they can't speak to; the possibility the latest NT update is causing issues with the TOS connection or the possibility the latency issues reside within my ISP's (Comcast) network. From what I can see the ISP possibility is a non-issue because my wife ran a tracert from her office computer (Not Comcast) and gets similar result as me.

Is anyone else experiencing similar issues or have any suggestions?

[NinjaTrader_PatrickG]

You're correct to say that the underlying architecture of the TD Ameritrade connection has changed since 8.0.20.0.

Please send me your log and trace files so that I may look into what occurred.

• You can do this by going to the Control Center-> Help-> Email Support
• Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
• Please reference the following ticket number in the body of the email: 2386970 ATTN PatrickG

Also, if you could provide specific order IDs that experiencing the delay you're referring to that will help us more accurately analyze the files.

Finally, are you able to reproduce this 'delay' manually?

[stoner]

Sent!

The order are being placed in TOS. Do you still want their ID's?

I cannot reproduce the delay because only TD rep's have the ability to see the "ping" metric on their side. I don't realize there's any issues until I experience a substantial delay attempting to modify/submit orders via TOS. Otherwise both platforms appear to be operating normally.

This problem does appear to be intermittent because I just completely round-tripped an order without any issues.

I can tell you the first time I noticed the cancel/replace issue was between 1:16pm and 2:12pm 1/9/2020 and the submit issue occurred right after 9:30am 1/10/2020. Both time frames Eastern Time.

[NinjaTrader_PatrickG]

I received your files, but now I am confused. If the orders aren't being sent from NinjaTrader, then I wouldn't expect NinjaTrader to be a part of this 'equation'. How would NinjaTrader's changes to TD Ameritrade affect your orders being sent through Think or Swim? Please elaborate.

[stoner]

The TD rep suggested the possibility that the NT connection to TD's server could be creating some form of conflict with the TOS connection. Given the fact I'm not familiar with their server architecture I can only speculate. Since I'm using the same local machine and TD account to run TOS and NT potentially their server is merging/sharing the connection and something is overlapping in a server algorithm? Maybe the new "Authorized" connection isn't being established correctly? It's just odd after months of testing this issue appeared after installing the latest NT update.

At it's core as I understand it TOS sends pings to the server with timestamps and when I've called TD the last couple days their rep's are telling me the ping timestamp's are lagging by several minutes and they're perplexed by that. Usually it's caused by network issues or out of spec/overworking hardware and neither of those issues apply to my environment.

I wish I could offer up more.

[NinjaTrader_PatrickG]

The concept of 'tokens' for TD Ameritrade logins exists, so there may be a conflict with having multiple active 'tokens', however, since you're not trading from directly within NinjaTrader there isn't really much NinjaTrader could do. When trading within NinjaTrader, we have not heard any similar reports as of yet. I would be interested to know what TD Ameritrade support says about having multiple simultaneous logins active and if that could have any affect.

Also, I would recommend that you do not use NinjaTrader (or perhaps use an alternative data feed) for some time until you're confident that you've isolated the issue.

[stoner]

I just called TD again concerning this topic and the this rep sounded like he was a little more connected with the TOS development team. He said they were having issues again this morning with their paper money sever and was confident my order stuck in a submitting state was a result of that. More importantly he said my worst ping since my morning call was 6 seconds and the rest of the day looked good and NT has been connected that whole time. Even though he could not explain the 3 minute latency we were seeing earlier today and yesterday it's quite possible that has existed the whole time I've been testing since last fall.

I guess I'll have to wait and see what happens next week during my simulations. I'll let you know if I see anything new. Otherwise please don't burden yourselves any further on this matter.

Thank you for your prompt and courteous support as always.

FYI - The reason I'm not using NT to place orders is because...

1. NT doesn't support TD options trading.
2. I'd imagine NT has a way's to go in order to catch up with the TOS options trading tools given the fact NT just recently started supporting options.

Otherwise NT is a fantastic platform for technical analysis.

Thanks again!