I’m using the interaktive broker IBRK api to connect to NT8 in a fully automated trading scenario. So far so good.
But IB has build a special ‘feature‘ into the app. They have to restart their servers every day between 05:45am and 06:45am MEZ (EU time).
Mostly, the interruption of their data stream is less than 15 min. So I’ve programmed (NT8) a reconnection from Ninja for 15min and extended it to 20min.
Sometimes it still happens that the strategy terminates itself because it takes 1 min longer than 20min. I could extend it to more but the downside is:
if this happens during the EU session with positions open and I get an termination message 20min after the fact... not optimal.
So my question: since IB will for sure not do anything here. What would be the best concept to deal with this challenge ?
Between the IB restart the system has no positions open so I could even pause/restart for 1h. But during session I would not like to wait for more than 5min or less
if a data stream or connectivity problems occurs. Any thoughts on that?
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