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
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