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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
    Hello, Windows pushed an update to my PC and now my Continuum feed will no longer connect. Getting the error message: My NinjaTrader Continuum: Gateway logon timed out. (Logon failed). I have internet connection so it's not that. Please help!

    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.


      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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