I'm finally done polishing strategies and am simulating them with IB Gateway this week for the first time. (This means a license fee is likely coming your way soon!)
The infrastructure on the NT7 side seems to work well, thus far, however this morning I noticed something problematic (which also explains the issues rest of week). IB seems to drop and then reconnect their market data feeds every night between midnight and 1am for a few minutes. I've noticed it happening in other apps, it's not an NT7 issue at all, but it does cause NT7 some problems.
This morning I needed to disconnect and reconnect to IB to get real time data flowing again into NT7.
Before the dis-reconnect, I looked at the IB Gateway API messages and market data WAS being delivered to the NT7 connection. But looking at the strategies and even pulling up a chart wouldn't show me real time data.
Dis/re-connect and everything was groovy again.
I'm looking to get this to the point where I don't worry about problems like this - are there events which are called on disconnect? ways I can double check the market data subscription in each strategy a couple times a day?
I appreciate your help here!
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