How to auto manage IB-Gateway daily restart without causing NT8 to stop working

[Coral]

We can just add on what timko, NT-Roland and pmn100 mentioned, we lost as well a lot of money sofar and we will also install the internal built version we have received. Because all "unreliable cobinations" we tested sofar are just a nightmare, never being sure if you are in a trade while NT hast lost its IB connection.

Thank you Jim that you seriously try to figure out the root cause of it. In order to do so we also expect from your developer team that they also test that live with a real money account on IB with autoreconnect... (As we do). If so, we are sure that you can reproduce the issue easily (Happens at least once every 2 weeks.... With the newer setups even more regularly).

Thanks for keeping us updated and hopefully for a soon solution, we finally want to use our NT lifetime licenses without having the sorrows of unsuccessful auto relogons to IB.

--> We will keep you updated if the internal version we try helps.

[NinjaTrader_Jim]

Hello everyone,

I had sent an email to those that have reached me for a test build to install a new build. If you have received the NinjaTrader.Install.Latest.IBTest build, please install the NinjaTrader.Install.Latest.3.7.2021 build before testing.

You may simply test leaving the connection running overnight before taking any trades overnight. As always, we recommend having an eye on open positions and never recommend walking away from an open position.

Please reply back here if the results are successful, and if not, please email me back with log and trace files if the issue is till occurring.

The ticket number for this issue is NTEIGHT-14865.

[pmn100]

You may simply test leaving the connection running overnight before taking any trades overnight. As always, we recommend having an eye on open positions and never recommend walking away from an open position.

When employing automated strategies you don't have the luxury of picking and choosing when to trade them, you HAVE to trade everyday because the one day you miss could be the trade that makes your month or even year, especially important on lower win rate strategies.

Secondly, I'm sure I'm not the only one who has some strategies running 24/7. When do we sleep if we should NEVER walk away from open positions? Is Ninjatrader not reliable for managing anything over an 18 hour trade period?

It's worrying when suggestions like this come from support staff.

Really didn't want to reply like that but that part seemed to be directed at me.

Your latest build has been installed, I will be certain to reply here with the results.

[pmn100]

Day one results are promising. Speaking for myself, the connection held up overnight through the server restart and continued to receive tick data thereafter. The only issue I had is it seemed to at some point remove two stratagies from a chart. I've added them back on and will continue to monitor this to see if its related to the server disconnect and reconnect process. Its a tentative thumbs up from me but will continue to monitor throughout the week.

[NinjaTrader_Jim]

Hello pmn100,

While it is best practice to reboot your trading machine daily, let's be clear that we are not saying NinjaTrader should not be left running to use strategies overnight. We always recommend watching trades in case something happens with your PC, internet connection, or an order error. If you choose to walk away from an open trade, with any platform, there is an implied risk if something happens where you wouldn't notice and be able to react.

If there is hesitation to install the internal build for fear of losses, testing the connection first, without trading, would be a good way to test the reconnection matter without worry of getting in an unprotected position if the connection could not be re-established.

I hope that clears things up.

EDIT: Thanks also for positing your feedback. I have not heard of symptoms returning either from those that I have emailed.

[Coral]

Quick feedback from us:
We have tested it without any strategies active and we can add on what pmn100 mentioned.

It looks promising,the connection held in our case too and reconnected automatically on the IB disconnect. Tentative thumbs up from us as well!

[NT-Roland]

Hi all,
I also installed the build and enabled some unattended / overnight trading on one of my paper accounts.
I just "survived" the first round of reconnects.
However, what strikes me is that I observed connection losses already shortly prior to the scheduled daily disconnect.
It appears as if the TWS warning message popping up a few mins before the daily disconnect really occurs already triggered "connection lost" and "connection reestablished".
Is that expected behaviour? I would have assumed these warnings (30 sec interval) don't yet do anything, since the TWS itself is not yet shut down / restarted before the countdown really is completed.
NT-Roland

[timko]

Hi all,
I also installed the build and enabled some unattended / overnight trading on one of my paper accounts.
I just "survived" the first round of reconnects.
However, what strikes me is that I observed connection losses already shortly prior to the scheduled daily disconnect.
It appears as if the TWS warning message popping up a few mins before the daily disconnect really occurs already triggered "connection lost" and "connection reestablished".
Is that expected behaviour? I would have assumed these warnings (30 sec interval) don't yet do anything, since the TWS itself is not yet shut down / restarted before the countdown really is completed.
NT-Roland

This thread is about IB-Gateway. Roland, are you testing IB-Gateway? Otherwise you could complicate the picture again.
The IB-Gateway issue from my observation is on and after a heavily traded day when the market has high volatility. I think it's related to IB's change of gateway server but I cannot confirm this.

[NT-Roland]

Hi there,
Quick udpate. In TWS, everything looks fine.
In Ninja, I'm "orange". The chart is frozen. Position P&L indicator and bid/ask in ChartTrader (still) update, however the chart itself does not allow me to scroll to the right to current date/time and the bar timer indicates outside of trading session. All strat indicators do not update. As a result, I have an open position with no protection and strat signals are not executed (anymore).
Jim: I will share trace & log files with you.
NT-Roland

Update: The strat is back trading with no intervention from my side :-). The issue was likely related to the trading hour template not paying attention to extended trading hours. My post #52 above (interruption prior to scheduled daily disconnect/reconnect) is still valid.

[NT-Roland]

This thread is about IB-Gateway. Roland, are you testing IB-Gateway? Otherwise you could complicate the picture again.
The IB-Gateway issue from my observation is on and after a heavily traded day when the market has high volatility. I think it's related to IB's change of gateway server but I cannot confirm this.

Uups. I'm happy to switch to IB Gateway immediately for further testing, although I prefer to use the TWS as it have more functionalities.
Before I do so, let me quickly provide another update for the Ninja/TWS combo. I'm "green" again, but the issue is still the same.
NT-Roland

P.S.: TWS vs. IB Gateway- Are we really testing IB Gateway only?
Quote from Jim: "As for the current version of NinjaTrader 8 and TWS/IB Gateway 978.2c, Development has pushed a fix in our internal build to help address these issues. The developer who applied the fix was not able to reproduce the issue with their tests before working on the issue, but I can share that I have given a few over night tests on my end with this build and I have not seen the reconnect issue occur."

[timko]

Hi there,
Quick udpate. In TWS, everything looks fine.
In Ninja, I'm "orange". The chart is frozen. Position P&L indicator and bid/ask in ChartTrader (still) update, however the chart itself does not allow me to scroll to the right to current date/time and the bar timer indicates outside of trading session. All strat indicators do not update. As a result, I have an open position with no protection and strat signals are not executed (anymore).
Jim: I will share trace & log files with you.
NT-Roland

Update: The strat is back trading with no intervention from my side :-). The issue was likely related to the trading hour template not paying attention to extended trading hours. My post #52 above (interruption prior to scheduled daily disconnect/reconnect) is still valid.

Hi there,
Yes, pls switch to test Gateway. I don't understand what do u mean by "In TWS, everything is fine". TWS's functions? Of course thatose are fine because it is Ninjatrader has a problem.
if Ninja=Orange, you could try to place an order as it will not be successful.

[timko]

Uups. I'm happy to switch to IB Gateway immediately for further testing, although I prefer to use the TWS as it have more functionalities.
Before I do so, let me quickly provide another update for the Ninja/TWS combo. I'm "green" again, but the issue is still the same.
NT-Roland

P.S.: TWS vs. IB Gateway- Are we really testing IB Gateway only?
Quote from Jim: "As for the current version of NinjaTrader 8 and TWS/IB Gateway 978.2c, Development has pushed a fix in our internal build to help address these issues. The developer who applied the fix was not able to reproduce the issue with their tests before working on the issue, but I can share that I have given a few over night tests on my end with this build and I have not seen the reconnect issue occur."

Roland, what do you mean by "green" again? Ninjatrader connection LED changed from Orange to Green again? Automatically? This hadn't happened on me using Gateway. For me, after changing from Red to Orange, Ninja gave up further reconnection attempt. On the Gateway side, all in Green, indicating Ninja had successfully connected to the Gateway.

[NT-Roland]

Hi there,
Yes, pls switch to test Gateway. I don't understand what do u mean by "In TWS, everything is fine". TWS's functions? Of course thatose are fine because it is Ninjatrader has a problem.
if Ninja=Orange, you could try to place an order as it will not be successful.

Hi timko,
Don't take it for granted that everything is always O.K. in the TWS. You can have issues with/-in the TWS itself (Market Data Connections, API Connections, etc.).
I just confirmed "no issue in this respect".
NT-Roland

[NT-Roland]

Roland, what do you mean by "green" again? Ninjatrader connection LED changed from Orange to Green again? Automatically? This hadn't happened on me using Gateway. For me, after changing from Red to Orange, Ninja gave up further reconnection attempt. On the Gateway side, all in Green, indicating Ninja had successfully connected to the Gateway.

Hi timko,
I mean, the Ninjatrader connection LED went back from orange to green by itself, automatically. I did NOT take any intervention. The strat is trading again.
I did not yet switch to the combination of NinjaTrader dev build and IB Gateway, but will do so as soon as the connection to the TWS does not come back successfully.
NT-Roland

[timko]

Hi timko,
I mean, the Ninjatrader connection LED went back from orange to green by itself, automatically. I did NOT take any intervention. The strat is trading again.
I did not yet switch to the combination of NinjaTrader dev build and IB Gateway, but will do so as soon as the connection to the TWS does not come back successfully.
NT-Roland

Thanks Roland!
Orange to Green again automatically (using TWS)! For how long that it stayed in Orange? Temporarily or say, for a few minutes?