Red cross / Crash after IB pacing violation

[Harry]

NT 7.0.0.13 with TWS 900.6

When loading backfill from IB I ran into a historical data request pacing violation. NT responded with the famous RED CROSS (screenshot below). As NT was completely locked, I had to shut it down.

This is the error message from the trace file:

...
2010-04-12 22:56:00:437 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='$GBPUSD' from='2010-04-09' to='2010-04-11' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='Forex'
2010-04-12 22:56:00:500 in OnUnhandledThreadException
2010-04-12 22:56:00:625 ********* exception trapped *********
2010-04-12 22:56:00:625 Der Index lag außerhalb des Bereichs. Er muss nicht negativ und kleiner als die Auflistung sein.
Parametername: index
2010-04-12 22:56:00:625 bei System.Collections.ArrayList.get_Item(Int32 index)
bei NinjaTrader.Data.DataSeries.Get(Int32 index)
bei NinjaTrader.Gui.Chart.ChartControl.CalculateMinMax AndMargins(Graphics graphics)
bei NinjaTrader.Gui.Chart.ChartControl.OnPaint(Object sender, PaintEventArgs e)
bei System.Windows.Forms.Control.OnPaint(PaintEventArg s e)
bei System.Windows.Forms.Control.PaintWithErrorHandlin g(PaintEventArgs e, Int16 layer, Boolean disposeEventArgs)
bei System.Windows.Forms.Control.WmPaint(Message& m)
bei System.Windows.Forms.Control.WndProc(Message& m)
bei System.Windows.Forms.ScrollableControl.WndProc(Mes sage& m)
bei System.Windows.Forms.Control.ControlNativeWindow.O nMessage(Message& m)
bei System.Windows.Forms.Control.ControlNativeWindow.W ndProc(Message& m)
bei System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
2010-04-12 22:56:01:328 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=11.04.2010 instrument='$GBPUSD' from='2010-04-09' to='2010-04-11' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
...

[NinjaTrader_JoshP]

Hi Harry,

Can you please translate this line for me?
2010-04-12 22:56:00:625 Der Index lag außerhalb des Bereichs. Er muss nicht negativ und kleiner als die Auflistung sein.
Parametername: index

Thanks.

[Harry]

The index was out of range. It has to be non-negative and less than the size of the collection. (found the translation a couple of threads downward...)

Hi Harry,

Can you please translate this line for me?
2010-04-12 22:56:00:625 Der Index lag außerhalb des Bereichs. Er muss nicht negativ und kleiner als die Auflistung sein.
Parametername: index

Thanks.

[NinjaTrader_JoshP]

Just tried on a tick chart and forced the pacing requirement on my end here, but was unable to force a red X. Did you have indicators on this chart? Did this occur from an instrument change? Or was this a new chart? Thanks for the additional info.

[Harry]

Usually this does not happen, had my standard indicators on the chart, including pivots. Was changing instrument via DOM (connected to charts) to load backfill.

Just tried on a tick chart and forced the pacing requirement on my end here, but was unable to force a red X. Did you have indicators on this chart? Did this occur from an instrument change? Or was this a new chart? Thanks for the additional info.

[NinjaTrader_ChristopherJ]

Hello Harry,


I have tested this on my end and was unable to reproduce the red X within the chart. Following windows open during testing:

• 3 charts 150 Tick, 1 Minute and a 5 Minute
• Multiple indicators applied to each chart
• Static SuperDOM
• Dynamic SuperDOM
• Market Analyzer with Default list loaded

All windows were linked and could only generate the pacing violation error message.

I will keep an eye on this issue however I was uanble to reproduce at this time.

[Harry]

Hi Christopher,

this is not 100% reproducible. I have many data throttling events that do not cause this to happen, but sometimes this causes a crash.

I just had a similar crash, when applying Tim's Pairs indicator to a chart, see thread below.

[NinjaTrader_ChristopherJ]

I will continue testing on my end to try and reproduce this throughout the trading day.

[Harry]

Had an identical crash after adding Tim's Pairs indicator to a single data series chart of ES. When the crash occurs, you will see that NT is trying to load data from IB (status bar of control center) and is not getting it.

This produces the out of range exception and the red cross.

With Tim's pair indicator, also I did not get the data.

Making same data requests several times happens, when you have pivot indicators in DailyBars mode (which I had) or the Pairs indicator. So possibly these indicators cause the data throttling, which in turn produces the out-of-range excpetion and the crash.

[NinjaTrader_ChristopherJ]

I have talked to Tim and he will continue assisting you via email regarding the issue you are experiencing with the Tim's Indicator applied.

[Harry]

Crash again, but not 100% reproducible

Just had another crash after pacing violation. See screenshot below. Same problem as last time. Same problem as every time.

Translation of trace file error:

The index was out of range. It has to be non-negative and less than the size of the collection.

Excerpt of trace file:

2010-04-16 00:52:55:437 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='EUR;FUT;200906;0;;;GLOBEX;;USD;;20090608 00:00:00;1 day;11 M;0;TRADES'
2010-04-16 00:52:56:031 in OnUnhandledThreadException
2010-04-16 00:52:56:234 ********* exception trapped *********
2010-04-16 00:52:56:234 Der Index lag außerhalb des Bereichs. Er muss nicht negativ und kleiner als die Auflistung sein.
Parametername: index
2010-04-16 00:52:56:234 bei System.Collections.ArrayList.get_Item(Int32 index)
bei NinjaTrader.Data.DataSeries.Get(Int32 index)
bei NinjaTrader.Gui.Chart.ChartControl.CalculateMinMax AndMargins(Graphics graphics)
bei NinjaTrader.Gui.Chart.ChartControl.OnPaint(Object sender, PaintEventArgs e)
bei System.Windows.Forms.Control.OnPaint(PaintEventArg s e)
bei System.Windows.Forms.Control.PaintWithErrorHandlin g(PaintEventArgs e, Int16 layer, Boolean disposeEventArgs)
bei System.Windows.Forms.Control.WmPaint(Message& m)
bei System.Windows.Forms.Control.WndProc(Message& m)
bei System.Windows.Forms.ScrollableControl.WndProc(Mes sage& m)
bei System.Windows.Forms.Control.ControlNativeWindow.O nMessage(Message& m)
bei System.Windows.Forms.Control.ControlNativeWindow.W ndProc(Message& m)
bei System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)

[NinjaTrader_ChristopherJ]

I will need to speak with our development team and will follow up as soon as I gather additional information.

[NinjaTrader_ChristopherJ]

Hi Harry,

This issue has been forwarded to our development team and they are looking into the issue further.

Thank you for your patience.

[Harry]

Crash on IB Data Throttling

With NT 7.0.0.16, I have had repeated crashes on IB data throttling today. The workspace only used system indicators. The error message informed about a "userdefined break point" (hopefully translation correct). Then NT performed an auto shutdown.

The last two crashs occurred on CL and DX, error message, workspace and trace file attached.

[NinjaTrader_JoshP]

Harry,

It seems you may have sent me a corrupted workspace? None of the indicators on your workspace restore. Did you send the correct file?