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NT8 to IB Gateway Market Connection breaks

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    NT8 to IB Gateway Market Connection breaks

    Hi,
    I have the issue, that after the restart of IB Servers at around 06:22 am (German time) NT is not receiving market data any more.
    I think that somehow NT is losing the market feed to IB Gateway.

    I will explain in detail what I did to analyse the issue. I also made a video of the issue this morning which I can provide to the NT support.
    I am looking for ideas on what could happen. Maybe someone has already experienced the same issue.

    I have the following setup:
    NT 8.0.23.2 64 bit is running on a Windows 2019 Server with the latest updates. I am currently using IB Gateway 973.2h to connect to Interactive Brokers ( I also tried other versions which I will describe in detail below).

    This is happening:
    Around 6 in the morning (Central European Time) IB starts to restart their servers. The first restarts are happening from 6:04 until 6:08 and there is no issue with them (I still receive market data during the restart). At around 6:22 there is a loss of order connection in NT. I still receive market data during the loss. The disconnect of the order connection last until 6:27 when NT is reconnecting to IB Gateway again. NT is not receiving any market data any more right after the reconnect at around 6:27.

    I have to disconnect the connection manually and reconnect it again to receive market data. This is quite frustrating as I would like to sleep longer than 6 in the morning

    What I analysed:
    I reported a similar issue to the NT support a couple of weeks ago and they insisted that it would come from a loss of internet connection or an issue with my ISP. So, I first analysed my internet connection and the route of the data.

    I performed several MTRs (with WinMTR) to the US and European Server (ndc1.ibllc.com and zdc1.ibllc.com). There is no loss of packages at the destination server.
    I performed several times the connection test which is recommended by IB (www.interactivebrokers.com/cgi-bin/conn_test.pl) and it was always successful except for the Chinese backup server which I think can be ignored....

    There is also no issue with the firewall. I opened the firewall for IB Gateway, NT and NT Analyser on all Ports for all Protocols.

    I checked the logs (Gateway and API) of the IB Gateway. They look good and the API log is ALWAYS sending price data! Even after the reconnect at around 6:27 the API log of IB Gateway is still sending market data to NT.
    This is the reason why I believe that there is an issue with NT after the server restart of IB.
    This is all happening with all IB Gateway versions (973.2h/ 978.2c and the latest 978.2k)

    Why do I not use other versions of IB Gateway?
    The recommended version of NT (978.2c) has the additional “feature” that it receives the wrong data for instruments. This means that the YM futures receives data for ES, etc. . This “feature” is not caused by an interrupted internet connection as stated by the NT support. The MTR has shown that there is no package loss or interruption in the connection.
    Neither I am using 978.2k (the latest as of today) because it is also loosing market data after the reconnect and it hass the “feature” of the automated restart which I do not like.

    HELP!
    I am running out of ideas of what do analyse more.
    Off course I did research on the Web and this forum and I did not find any similar situation. This is why I think it might not be NT after all and it is something on my server but I am running out of ideas what else to look for....
    I am also thinking of a new installation of my server. I would not like that as it is a lot of work but I might have to do it….

    @NT support: I have recorded a video which shows in details what I analysed this morning and I am happy to share it with you. You can also have all the logs but they are very big as I included the market data.

    Any help is appreciated!

    Klaus

    #2
    Hello Klaus,

    Can you please provide me the ticket number of the correspondence you had with NinjaTrader support. You can find this in the subject field of the emails.

    Am I correct you refer to the 'Auto restart' setting in Gateway at Configuration-->Lock and Exit-->Auto Logoff Timer? It needs to be set to 'Auto restart'. If you don't have this enabled, please do so and check if you receive realtime data after the reconnect.

    Regarding the incorrect ES/YM data, do you experience this issue consistently? Could it be the symbol mapping was changed for these instruments? I suggest to reset the instruments in NinjaTrader and check if you receive realtime data as expected. To reset your instruments, please take the steps below.
    • First, disconnect from any data providers by navigating to the Control Center > Connections menu, and left-click on “disconnect” that appears to the right when hovering your mouse over any active connection
    • Next, reset your instruments by navigating to the Control Center > Tools > Database Management
    • In the Database Management window, under the “Update instruments” section, ensure that “General properties”, "Futures expiries" and “Symbol mappings” options are checked and then click Update
    • Lastly, restart NinjaTrader for the changes to occur
    Please note that version 978.2c is not recommended, but required. It is listed under Requirements in the Interactive Brokers connection guide.
    https://ninjatrader.com/ConnectionGu...nnection-Guide
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi Jason,
      thanks for the quick feedback.
      The subject (including the ticket number) was:
      Re: Support Request (....../8.0.23.1/Microsoft Windows NT 10.0.17763.0) {2864100}

      I am not referring to the auto restart setting. There is no auto restart in Gateway version 973.2h. This is the reason why I would like to stick with it.
      The loss of the market data is unrelated to the auto restart feature.
      I would like to skip the topic "auto restart". Can we focus on the restart of the IB servers in the morning (European time) ?

      I would like to send you the videos which I made. It will become clearer what I mean.

      Thanks,
      Klaus
      Last edited by klaus w; 02-01-2021, 04:22 AM.

      Comment


        #4
        Please note that I can't troubleshoot if you use TWS 973.2h. TWS 978.2c is a requirement.

        If you have videos that show the issue when using TWS 978.2c, please send them to "platformsupport[AT]ninjatrader[DOT]com" as well as your log and trace files. You can attach files in emails you send from Control Center-->Help-->Email Support by clicking the Attachment field. Please put 'Att Jason 2929351' in the subject field.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Just to make sure: Are we talking about TWS or IB Gateway? Can I use IB Gateway in version 978.2c?

          Comment


            #6
            Sorry I should have referred to Gateway instead of TWS.

            Yes, please use Gateway 978.2c as per the Interactive Brokers connection guide below from where you can download it as well.
            https://ninjatrader.com/ConnectionGu...nnection-Guide
            JasonNinjaTrader Customer Service

            Comment


              #7
              I will install the required version, make a video tomorrow in the morning and send it to you.
              The files are quite big as they include marked data and the videos themself are quite big so I will send them via dropbox or however you want them. They are too big for standard mail.

              Comment


                #8
                Yes, you can send us the videos via a service such as dropbox or sendspace. I will not be in the office tomorrow, so I suggest to send the email without 'Att Jason' in the subject field or respond to the email you received last under ticket 2864100.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  This is known NT8 fault. Do a search an you will see a lot of users complaining about this for years. Each time you will see a very similar default response from NT8 where they push back on the user and act as if they don't know that this is an ongoing problem rather than acknowledging it and taking responsibity for getting it to work correctly. It's very dissapointing.

                  Comment


                    #10
                    @NT Support:
                    I just send you an e-mail with additional information. I also send some videos via WeTransfer.

                    @b16_aln: Can you send me a link to one of these sides? You can send me a PN if you want.

                    Thanks,
                    Klaus

                    Comment

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