NT Doesn't Decrement IQFeed Symbol Count

[NtFan]

I'm running NinjaTrader version 8.0.21.1 64-bit (NT) connected to IQFeed, and using IQFeed Connection Manager I can see that NT doesn't decrement the IQFeed value for "Number of symbols" when I expect that it should. I ran the following experiment.

1. I started NT, created an empty workspace named "Test" that contained only the Control Center window, and I closed the workspace that I normally use.

2. I connected to IQFeed, and per IQFeed Connection Manager "Number of symbols = 0," as expected.

3. I created a new Market Analyzer window, and I added eleven instruments to it (specifically, the eleven Select Sector SPDRs XLB .. XLY), and per IQFeed Connection Manager "Number of symbols = 11," as expected.

4. I closed the Market Analyzer window, and per IQFeed Connection Manager "Number of symbols = 11," which isn't expected. Rather, it seems that the symbol count should drop back to zero.

Because NT doesn't decrement the IQFeed symbol count, I often reach the IQFeed Maximum Symbols limit of 100 as I add and remove instruments from my workspace over the course of a trading day. To be clear, I reach the limit even though my workspace is configured to receive data for no more than 50+/- instruments at any one time.

Please advise; thank you.

[NinjaTrader_PatrickG]

The number of symbols is based on connection session and will be cumulative while connected, so, your statement in #4 is incorrect. It is not expected to return to zero. I would only expect this number to return to zero after a disconnect/reconnect.

The only way to get around this would be to ask IQFeed about increasing the amount of symbols requests per session that you're allowed.

[NtFan]

Hi PatrickG; there was a Part 5 to my test that I didn't report earlier, but that I will now. After closing the Market Analyzer window...

5. I disconnected NT from IQFeed, which closed the IQFeed Connection Manager. I then reconnected to IQFeed and reopened IQFeed Connection Manager, and it still showed "Number of symbols = 11."

So, even disconnecting NT from IQFeed doesn't reset the IQFeed symbol count. Is this the behavior you expect? If yes, then this is very much an NT bug in my mind.

[NinjaTrader_PatrickG]

IQFeed Data Manager has a pesky symptom of sticking around even if it visually appears closed. How much time had passed between disconnect in NinjaTrader/IQFeed Data Manager shut down and a reconnect?

I would also recommend that you contact IQFeed and ask how long they would expect the symbol count to stick around when an API connection has been disconnected as well as what possibilities there are for increasing your available symbols per session.

[NtFan]

I just reran the test (part 1 through part 5), with the same result. The time elapsed between disconnecting and reconnecting IQFeed was 12:58.42, that is, almost 13 minutes. After 13 minutes why and how would IQFeed know that it should receive data for eleven symbols? That is, unless NT told it to do so after reconnection.

I don't have any experience writing code to use the IQFeed API, but I have written code using APIs for other data vendors. With these other APIs, you can subscribe and unsubscribe to symbols as needed. Perhaps the IQFeed API has this capability, too, but the NT developers aren't making (proper) use of it.

[NinjaTrader_PatrickG]

When I follow these steps, I find that my 'Number of symbols' listed in the IQFeed Connection Manager 'Feed Stats' window returns to zero:

• Open NinjaTrader
• Connect to IQFeed (IQFeed Data Manager opens - current 'number of symbols = 0)
• Create a Market Analyzer and add the futures list
• Number of symbols immediately changes to 19
• Disconnect from IQFeed (IQFeed Data Manager closes)
• Reconnect to IQFeed
• IQFeed Data Manager opens - current 'number of symbols = 0

This entire process took less than a minute.

Based on these results, it seems like something is keeping your IQFeed Data Manager window open/connected. I'd recommend ensuring there are no other apps that may be connecting to IQFeed and also that IQFeed Data Manager is closing when you disconnect in NinjaTrader.

I think IQFeed would also have some useful information for you for a few reasons:

• They could go into detail on how the 'number of symbols' property works and when you can expect it to reset
• They could provide you with information on increasing your number of symbols per session

[NtFan]

In your test, PatrickG, what does the IQFeed Connection Manager show for "Clients connected?" Mine shows "Clients connected: 2," even though the only applications running on my server are NT8 and IQFeed. Strange...

[NinjaTrader_PatrickG]

I can't accurately test this since out IQFeed test account is shared with all of my colleagues. I'd reach out to IQFeed for more information on what this means, however, just logically I would assume that each number indicates a unique connection to that account.

[NtFan]

Okay, PatrickG. The fact that disconnect/reconnect doesn't zero out the number of symbols is an aside for me, anyway. I say this because if disconnecting/reconnecting IQFeed _or_ quitting/restarting NT are the only ways to zero out the number of symbols, then there is no good way to zero out the number of symbols.

Done properly, I think NT should decrement the IQFeed value for number of symbols each time the user removes the last reference to an instrument from his workspace. Anything short of this is a bug, in my mind; it's either a bug in NT, or it's a bug in the IQFeed API.

Thank you for your time and effort.

[NinjaTrader_PatrickG]

Thanks for the feedback. I'll pass this onto the Development Team.