NT V 5.2.1000.4 Dyn DOM Freezes with IB TWS V861.5

[whitmark]

For the last three trading days I've noticed significant price lag at timeson the dynamic DOM (V 5.2.1000.4) while connected to my live IB account using TWS (V 861.5).Please see attached.

Previously, I had been using Ninja V 5.2.1000.2 andIB TWS V 860 and had no significant discrepencies with my eSignal data feed. I've downloaded and reinstalled the latest Ninja and IB TWS upgrades twice, but frequently the dynamic DOM willmomentarily freeze and lagthe lastpricebymore than5 ticks.Thishas happened several times this morning while trading theCME ER2, regardless if I am in a trade or flat and I in both high and low volume situations. The Log is silent on any potential clues.

I would roll back to Ninja V.5.2.1000.2 and IB TWS V860 but IB is no longer offering V860 on their download site. Obviously, I can't use Ninja until I get this resolved.

Any other IB usersexperience this latency? Any thoughts on how to remedy?

Regards,

Whitmark

[NinjaTrader_VinceB]

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Hi Whitmark,

I saw a note today in TWS on the Bulletin Board saying that for several markets the data comes in delayed or not at all. Have you seen this message as well?

Vince

[whitmark]

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Hi Vince,

Thanks for the quick reply. Yes, I've seen the messages flash up on the TWSBulletins but IB did not mention CME. From what I can tell, tradestation and eSignal did not have issues with the exchange data, so it must be IB's handling of it . . . go figure.

After talking with another trader with different IB order interface and independant chart data, I suspect it is not the Ninja / IB interface. The sky is not falling . . . not here at least .

Thanks,

Whitmark.

[trymph]

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Yea I noticed it too in the morning and quit trading after calling IB about the YM@CBOT which the confirmed "latency" issues.

[whitmark]

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Guys,

FYI, still getting a lot of latency, DOM freezing, etc withno known issues with IB data feed as I did yesterday, and in the couple of trading days preceeding yesterday's IB data issues. I am going to need to find a way to roll back to the previous versions of Ninja/TWS.

Regards,

Whitmark

[gregw]

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I have noticed it as well and assumed it was IB. While watching the DOM trades are going trough at price levels where there are 0 contracts on the Bid or ask, and then suddenly the price jumps to a new level 2 or 3 ticks away.

This has been happening on the ES (CME) for me. I have no way of knowing if this is an IB or NT issue, whenever I contact IB regarding data latency they deny any problems on their end

[whitmark]

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Fwiw, I downgraded from the .4 to the .3 version and traded the ER2 through yesterday's FOMC announcement with no hesitation on the DOM. Not a conclusive test, but I'll continue to monitor and sit out the latest release for now.

Regards,

Whitmark

[NinjaTrader_Ray]

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What I can say is if you have the problem with R4 then the problem willl exist in R3 and other versions for that matter.

The only code change to the IB adapeter for the past several versions have been to support auto logon for each new version, nothing related to market data handling.

Also, no change to the DOM code either.

Ray

[gregw]

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Given my experience over the years with NT and IB, I would venture to say that problem is on the IB side

[whitmark]

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Ninja Team,

The same issues came up again todaywhile I was in a trade using R3, so I see your point vs R4. TheDOM frozeseveraltimes this morning and on one occasionwhen I had aseveral tick profitthennoticedmycharts with eSignal data move quickly against me by a point or prehaps more with no movement on theDOM. I immediately contacted another local IBuser (who was using Bracket Trader)and he experienced none of the latency issues I described.

I would be hate to bet against NinjaTrader over IB in these situations but I can't quite narrow down the problem. Perhaps you can offer some next steps to get me back.

1) I was using R2 prior to my issues with R3/4 and it is no longer available on the Ninja download page. Should I roll back to R1?

2) The earliest previous version of TWS currently available from IBis 861.5. Will this work withR1?

3) Is there anything in the Ninja diagnostic log that I should be looking over tohelp resolvethe problem. When the latency occurred, Isaw nospecial notification in the Ninja log.

4) I am using NeoTicker RT 4.1. Are there any known issues with Neo and Ninja?

Regards,

Whitmark

[NinjaTrader_Ray]

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1) Rolling back will make no difference since there is no code changes that affect the DOM or IB adapter regarding market data forat least 12 months

2) No guarantees that it will work

3) Nothing that would be of any value unfortunately

4) No that I am aware of

If a latency issue on our end existed we would see it pop up on our radar screen instead of isolated instances. On any given trading day there are at least 1000+ traders running NT so I am comfortable stating that an issue of this nature would really cause us some grief. 100% of the time thus far latency issues are always a result of the trading engine that NinjaTraderconnects into. If the engine (IB in this case) does not send us the data then we can not display it. IB has many server farms as well so it's also possible that another user is on a server that did not experience any latency.

I appreciate your co-operation and I am open to the idea that there could be an issue on our side and will keep my eyes open to see if there is some pattern to this.

Ray

[whitmark]

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Thanks, Ray, for your follow-up and complete answer. As always, its not about fixing blame, but rather about fixing the problem. I will roll forward to the current version of Ninja (R4) and appropriate version of TWS (861.5)and continue to test.

If its an IBlatency issue on my end, I would expect to see:

1) the same latency on the TWSquote screen, same computer.

2) the same latency on the TWS DOM, same computer.

3) the same latency on Bracket Trader DOM running on another PC with another instance of TWS

4) lack of latency on eSignal data into NeoTicker to show its not internet connection related. (I routinely get 3MB to 8MB+ download speed)

Let me know what you think of these or other potential methods to help me isolate whether is anIBlatency issue or something related to my install of Ninja and I will amend my test plansaccordingly. Perhaps there is an opportunityin a future build to incorporate theability todetect latency issues in the log/diagnostics since these types of issues are not under your control yet impact the credibility ofyour outstandingproduct.

Regards,

Whitmark

[NinjaTrader_Ray]

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WhatI can say is that TWS data should track with NT display, if the data tracks then there is no issue.

Ray

[NinjaTrader_Ray]

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Enable Close at Time after a strategy is initiated, see if that makes a difference.

Thanks.

[whitmark]

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Re-upgraded to R4 and tracked the dynamic DOMside-by-side with IB's BookTrader on the same issue. eSignal, IB, and Ninja all kept pace today so far. I will continue to monitor and report back.

Regards,

Whitmark