How bad is IB?

[alexmaster]

Maybe You have no much money on Your account.

[heech]

What a difference a day makes.

Last few days IB has really got to my last nerve. Constant errors, API problems, disconnects from Ninja, server farm being down, etc. Several times I went to enter/exit a trade and NT told me after about 10 seconds that TWS was disconnected. This cost me dearly.

ctrlbrk,

Can you give me a little more insight on how the system recovers from the above? Is everything "down" until you manually restart either TWS or Ninja? Or will it automatically restart, and the "only" thing you've lost is a few minutes time?

I'm trying to decide if IB is still an option for me. Losing a few minutes might be mildly acceptable (my strategy is usually pretty slow), but it MUST be fully automatable.

[ctrlbrk]

No, Ninja doesn't reconnect for whatever reason. There have been countless posts on this subject but no good answers that I am aware of as to why it doesn't try to reconnect, but I imagine it can't tell the difference between you purposely closing TWS while NT was connected vs. it dropping out unexpectedly.

So the short version is when this happens, you are SOL until you manually reconnect.

Another thing I noticed while I am evaluating Zen Fire is that there is no external API or etc. With IQfeed and IB, it has two external programs it has to communicate with via an API. With Zen, it is all built-in to Ninja it seems.

So I would hope this eliminates a lot of problems. I'm still testing but I also feel so far that with the Zen connection it's faster retrieving historical data and also is more memory efficient. Perhaps it's the way it handles the data since it's not from an API. I am not sure. I still need more tests to know for sure if it is even faster/less memory.

[heech]

No, Ninja doesn't reconnect for whatever reason. There have been countless posts on this subject but no good answers that I am aware of as to why it doesn't try to reconnect, but I imagine it can't tell the difference between you purposely closing TWS while NT was connected vs. it dropping out unexpectedly.

That's definitely a killer problem.

I've had no reconnect problems with TDAmeritrade, which connects via a direct DLL-based API. The connection will drop out at times, but Ninja's been able to reconnect automatically. (Only exception is when the connection closes but Ninja isn't "aware" of it... don't ask me how, since I believe it's supposed to be sending constant keep-alive messages. I've never seen that during market hours though, and that's good enough for me.)

Making me think IB isn't an option for me, again. But I wonder if it's possible to use MacroExpress to force Ninja into reconnecting whenever an error pops up...

Help me understand what you see when TWS goes down. Is it the same as if you had closed TWS manually? If so, I can replicate it and see if I can build a macros to recover.

[ctrlbrk]

Basically Ninja thinks the connection is fine. Then, I submit an order or etc, NT tries to send that via the API and then whatever the timeout period is (7-10 seconds it would seem) NT comes back and says the IB connection is closed, and the order fails.

Then you need to manually reconnect.

TWS is running all the while in the background with no error messages at all.

One day I received the above problem so many times that I ended up just rebooting my entire system trying to fix it after closing TWS and re-opening, and then closing NT and re-opening didn't fix it.

The connection seems fine, but isn't. There is no in-between. I am running the recommended version of TWS.

[ctrlbrk]

I should point out that sometimes it works for weeks on end with no problems.

Also I should point out that this is a separate problem from the others I've stated about IB, including removing NT from the picture and just using TWS (so definitely IB related only) such as their server farm being down and having problems entering orders or updating stops, etc, during non-market hours.

[heech]

That sounds like as much a Ninja problem as it does an IB problem, then. Have you had any luck reaching out to Ninja tech support? Ray has been really proactive in tracking down some problems for me on TDA, so there's hope in that.

I don't plan on doing any order updates outside of market hours, so that's less critical. What's this about server farm issues? TWS just isn't able to connect? Is that only after-market, also?

[ctrlbrk]

There have been a lot of people complain about the same thing, NT has never indicated it is a bug or problem but just the way it is.

As for the server farm, several times during non-market hours I've not been able to connect to a server farm so could not place any orders. This is purely TWS because it shows it on the bottom right of the screen. It's lasted from minutes to hours.

[Gumphrie]

To avoid the NT side of the problem you really need a good internet connection and to disable TWS from turning itself off for its 'reset period'.

Any internet connection loss at all will cause a timeout of which if exceeded means a manual re-reconnect is all you can do.

If you manually edit the TWS XML and set the auto-logoff time to "9999999999" then you can leave it running it for days without problems.

The only killer is then IB server farm problems...

[NinjaTrader_Dierk]

No, Ninja doesn't reconnect for whatever reason. There have been countless posts on this subject but no good answers that I am aware of as to why it doesn't try to reconnect, but I imagine it can't tell the difference between you purposely closing TWS while NT was connected vs. it dropping out unexpectedly.

To clarify:
- TWS and not NT does manage the IB server connection
- NT does report "reconnected" as TWS reports the connection being functional again
- NT does not report "reconnected" as TWS would not report the connection being functional again
- there is no way NT could "force" TWS to reconnect

Basically, NT just reports theconnection status which is managed and reports to NT by TWS.

[heech]

If you manually edit the TWS XML and set the auto-logoff time to "9999999999" then you can leave it running it for days without problems.

The only killer is then IB server farm problems...

Gumphrie,

Could you share your wisdom a little more? Which xml, and where exactly?

[Gumphrie]

Gumphrie,

Could you share your wisdom a little more? Which xml, and where exactly?

It's the tws.xml in the jts/<scrambled instance name> folder. Search for "autoLogOffTime" and change to something like "999999999999:00,AM".
You then have to be very careful not to look at the auto logoff time from TWS itself as that will re-write the XML, there are other settings in the GUI as well that you should turn off, to do with resetting everything at logon time (I can't check now as don't have a TWS running right now and can't logon again until after the weekend). If you do it correctly you will know as the XML is not re-written between TWS restarts.

HTH

[Gumphrie]

Also, for auto trading and generally to keep the connection open its advised by many at the Yahoo TWS API group to 'opt out' of the security card as that will generally cause problems with auto reconnecting, particularly if you try to host a system externally.

[ctrlbrk]

To clarify:
- TWS and not NT does manage the IB server connection
- NT does report "reconnected" as TWS reports the connection being functional again
- NT does not report "reconnected" as TWS would not report the connection being functional again
- there is no way NT could "force" TWS to reconnect

Basically, NT just reports theconnection status which is managed and reports to NT by TWS.

Dierk,

Please explain this:
NT loaded
TWS loaded

Connect to TWS from within NT. All is well. Place trades, etc.

Later, everything looking perfect, attempt another trade. 7 seconds go by or so when NT reports connection dropped. TWS still open, no errors, is functioning perfectly.

Can correct by telling NT to reconnect. Never touch TWS.

Why can NT not auto-reconnect in this situation?

[ctrlbrk]

Also, for auto trading and generally to keep the connection open its advised by many at the Yahoo TWS API group to 'opt out' of the security card as that will generally cause problems with auto reconnecting, particularly if you try to host a system externally.

Gumphrie,

Thank you kindly for the XML option, brilliant. But, regarding the security card and reconnecting --- can you share more insight? I don't have my credentials for TWS/IB stored in NT, I enter them manually + security code when I launch TWS before I ever launch NT. I just want to ensure doing so is not causing the problems my previous posts describe.

Mike