MarketData request was rejected

[kirbyjohn2007]

Why does every time i connect it says MarketData request was rejected.. how do i stop it from loading insruments that i don't even trade?

10/27/2008 6:04:59 AM|1|2|Velocity Futures: Primary connection=Connecting, Price feed=Connecting
10/27/2008 6:05:06 AM|1|2|Velocity Futures: Primary connection=Connected, Price feed=Connected
10/27/2008 6:05:07 AM|3|4|MarketData request was rejected: unknown instrument (ER2 09-08)
10/27/2008 6:05:07 AM|3|4|MarketData request was rejected: unknown instrument (ES 09-08)
10/27/2008 6:05:07 AM|3|4|MarketData request was rejected: unknown instrument (NQ 09-08)
10/27/2008 11:28:45 AM|1|2|Velocity Futures: Primary connection=ConnectionLost, Price feed=ConnectionLost
10/27/2008 11:28:59 AM|1|2|Velocity Futures: Primary connection=Connected, Price feed=Connected
10/27/2008 11:28:59 AM|3|4|MarketData request was rejected: unknown instrument (ER2 09-08)
10/27/2008 11:28:59 AM|3|4|MarketData request was rejected: unknown instrument (NQ 09-08)
10/27/2008 11:28:59 AM|3|4|MarketData request was rejected: unknown instrument (ES 09-08)

[NinjaTrader_Ben]

Hello,


What are you doing to produce these errors? When do the errors occur?

[kirbyjohn2007]

I think the reason i get this is because i trade only one instrument and i have removed others. and when i turn on ninja trader and i connect to broker, it still automaticly loads data for other instruments by default..

[kirbyjohn2007]

also i forgot to mention. As you can see in the log file. i am having problems with connection. I keep getting disconnected from broker. It will disconnect and connect in 1-2 minutes and sometimes it will crash and i have to restart Ninja, and few times where i restarted ninja and i would not be able to connect to broker again..
I use Velocity futures with TT. I have the latest ninja. I talked to velocity and they said everything was fine at there end...

[NinjaTrader_VinceB]

Hi,

Are these instruments still listed in the instrument section of the SuperDOM? There are all set up for the September, while December is currently the front month. What I suggest is just to ignore these messages as they will not interfere with your trading at all.

As for your connection issue, unfortunately NinjaTrader does not dictate when a connection is lost. It operates like a radio receiver in that it receives a signal from your broker and then displays/reports these signals back to you the trader. When a connection is lost, it is the broker's API that determines this and reports this to NinjaTrader which in turn reports this back to the trader.

The common problems that contribute to this are -

- ISP issues
- hardware firewall issues changing IP addresses frequently
- Dynamic ISP address switching the address frequently intraday. Usually this happens once a week but you may want to check with your ISP. If they do change daily, a static IP address may work.
- With Windows XP SP2, if you have more than 10 open TCPIP socket connections open (10 programs making connections through the internet) windows will randomly shut down some connections
- Broker servers having problems