OnMarketDepth callback

[CraigC]

Is the OnMarketDepth callback entered by multiple threads?
I am getting intermittent problems which look like race conditions whenever I try and store persistent data in collections. For example I check a list is not empty, then next line voila! it's empty!

[NinjaTrader_Ray]

Dierk will confirm by tomorrow, he is off for the day.

[NinjaTrader_Dierk]

All NinjaScript methods are triggered in the same (mail) thread.

-> the answer is "no".

[CraigC]

Cool.
I've actually narrowed the problem down a bit, I've noticed that sometimes I get bogus order book data, I see this also reflected in the DOM window.
I see the attached error in the log window, then when I close and re-open the window everything seems fine. I am using IB as a broker, maybe this is bogus data from TWS?

[NinjaTrader_Dierk]

I'm not sure. Please make sure you are on latest 6.5.1000.4. You then should not see any logs like this as you run a DOM or a level 2 window on the instrument in question.

[CraigC]

Ok, I upgraded, now I am seeing this error.

[NinjaTrader_Dierk]

Looks like the NT <-> TWS communication is out of sync. We get this once every few months. I saw the last report > 6 months back. Can you reproduce?

[NinjaTrader_Dierk]

Also: Please make sure you are on TWS 884: http://www.ninjatrader.com/webnew/su...ivebrokers.htm

[CraigC]

I am unable to establish exactly what version of TWS is running, so I will re-install to 884 and let you know what happens.

[CraigC]

Ok, I have upgraded TWS, now when I add an indicator which uses market depth I get the following error.

[CraigC]

Here is some more log action from this afternoon.

[NinjaTrader_Dierk]

Please try again with latest custom build. Please:
- uninstall NT (all your data/settings will be preserved)
- clear your browser cache
- install custom build from here: https://www.ninjatrader-support.com/...er.Install.msi


Does it make any difference?

[CraigC]

Downloading now...
Edit: Download crapped out, trying again...
Edit: Installed now, no problems loading up, I shall keep in eye on it.

[CraigC]

Still getting the 'can't convert internal IB side type' error.

[NinjaTrader_Dierk]

Then please mail me a simple as possible strategy to reproduce this problem to "dierk AT ninjatrader DOT com". Please provide any additional information needed to reproduce this problem. Thanks