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Lost data stream during session

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    Lost data stream during session

    Hello Forum,
    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?
    best

    #2
    https://ninjatrader.com/support/foru...t-to-continuum

    Comment


      #3
      Hello fernlicht,

      There is not much that can be done to get around this. If NinjaTrader gets a full disconnect (not a connection loss but a disconnection) the strategy will be disabled and there is no way to prevent that. This would also be the case if the brokerage servers go down for maintenance.

      If it is a connection loss (and the connection shows red but still attempting to reconnect), you can adjust the number of reconnect attempts and number of minutes before ninjatrader disables strategies.
      https://ninjatrader.com/support/help...riptProperties

      Some traders have had luck using the ib gateway to at least avoid the 24 hour forced log out.
      https://ninjatrader.com/support/foru...eway#post55119
      http://www.ninjatrader.com/support/f...d.php?t=2327#7
      Chelsea B.NinjaTrader Customer Service

      Comment

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