TradeStation reentrancy BUG

[cborjon]

As of TradeStation 8.4, when you first start up TradeStation and it begins the NTDataDownload and NTEnternalFeed Strategies, TradeStation pops up an error or Event "A reentrancy issue has been detected. This issue may result in unexpected behavior". I believe this is a bug that TradeStation introduced when they did the "upgrade" to 8.4 and it was passed to 8.5 and 8.6. Users of the NinjaTrader Strategies are not the only ones having this problem.

For more information and history take a look at my reply in this thread:

http://www.ninjatrader-support2.com/vb/showthread.php?t=14120

In dealing with TradeStation support a Senior EasyLanguage Engineer replied:
"In order to be compatible with TradeStation, your DLL should not attempt to do any of the following things, which can interrupt EasyLanguage processing and cause errors:
1) Attempt to display dialog or message boxes
2) Attempt to make calls to out-of-process COM objects
3) Attempt to make calls to Yield()"

Can anyone comment on the above requirements especially number 2? Are the DLL's that NTDataDownload and NTExternalFeed call compliant with TradeStations requirements above?

[cborjon]

Did some more research

I did a test to narrow down the problem. It looks like the Strategy that causes the Event is NTExternalFeed. Looking at the EasyLanguage file for NTExternalFeed there is a DLL definition for "NtDirect.dll". Can can anyone comment if NtDirect.dll is compliant with TradeStations requirements as listed in the post above?

[NinjaTrader_Dierk]

1) NT would not issue any message boxes unless
- you called Connected() with parameter 1: http://www.ninjatrader-support.com/H...unctions2.html or
- COM initialization fails
2) NT uses in-proc COM (CLSCTX_INPROC_SERVER)
3) NT does not call Yield

[cborjon]

As I thought the problem is...

Most likely a result of the TradeStation "upgrade".

Is there any chance you could get me a stripped down version of the NtDirect.dll (with only the part that NTExternalFeed uses) that I could then show to the TradeStation EasyLanguage engineers to help them track down their bug?

If you are interested in contacting TradeStation, the engineer that seems to be working with people in the forums is John Bruch.

[NinjaTrader_Dierk]

There is no need for a "stripped down" version, since any NTDirect.dll method needs the same COM setup etc. If you could establish a point of contact at TS, then this person should contact me at "dierk [dot] droth [at] ninjatrader [dot] com" for follow up. Thanks in advance

[NinjaTrader_Dierk]

@ cborjon: Hmm .. after reading some TS forum threads I'm actually suspicious about something. Would you be willing to try a custom build of the NTDirect.dll in order to isolate the cause of trouble? If so, then please send me a mail to the email address below. Thanks

[NinjaTrader_Dierk]

I believe we isolated the cause of trouble and applied a code change to reflect the recent TS logic changes. Please:
- uninstall NT6.5 via control panel
- clear your browser cache
- install latest custom build from here: www.ninjatrader-support.com/ninjatrader/nt6.5.custom/NinjaTrader.Install.msi

Please let us know how it goes. Thanks

[Andy73]

Please let us know how it goes. Thanks

I just want to jump into this converstion as I've just had the same issue......... and your fix has worked a treat!

Thanks

Andy

[NinjaTrader_Dierk]

Excellent. Thanks for your feedback.

[kiwibird]

"I believe we isolated the cause of trouble and applied a code change to reflect the recent TS logic changes. Please:
- uninstall NT6.5 via control panel
- clear your browser cache
- install latest custom build from here: www.ninjatrader-support.com/ninjatrader/nt6.5.custom/NinjaTrader.Install.msi"

Can you tell me what version of NT fixed this issue?
what was it exactly that TS did to cause this?
The reason I ask is lots of TS users have this issue with non ninja code & dll's
Ts dont have a clue after all these months.
will the nt fix also fix the reentrancy issue with VALUE50=Command("Place",account,ContractName,"BUY" ,.......

[NinjaTrader_Dierk]

The issue will be fixed by the link to the custom build I provided below.

[kiwibird]

I still have the reentrcy issue with
VALUE50=Command("Place",account,ContractName,"BUY" ,..
have installed the new custom build of NT

[NinjaTrader_Dierk]

Sorry, I would not know what causes that.

[stephensams]

Hi - Did NT version 6.5.1000.9 resolve this issue? The link to the amended version is dead. (http://www.ninjatrader-support2.com/...er.Install.msi)

I'm currently running NT 6.5.1000.9 (Mirus/Zen-Fire), and am submitting orders from TradeStation version 8.6 (build 2612) via the NTCommand (PLACE) function in the DLL.

The orders are getting placed in the Ninja DOM, however I'm getting the "reentrancy" error message back in TradeStation. New orders will get placed in Ninja according to my TS strategy, but the TS error keeps appearing.

Any suggestions, since it looks like the link to the Ninja fix was only temporary?

Thanks,
Stephen

[NinjaTrader_Bertrand]

Stephen, thanks for the post - to resolve this please ensure you're on the latest 6.5.1000.14 production release from us, you can upgrade via Help ?> Download Site in the software. If you're already enabled for it from TS, please also upgrade to 8.6 2696.