constant disconnects - what is the reason?

[GerTrader]

Hello, we get disconnects every day - what could be the reason?

24.06.2009 17:45:12|1|4|Verifying license at primary server...
24.06.2009 17:45:17|2|4|Session Break (Version 6.5.1000.11)
24.06.2009 17:45:17|1|4|Current license: Type=Regular State=Verified StartDate=15.06.2009 EndDate=31.12.2099 Collective2 Dtn ESignal External OpenTick Provider2 Replay Simulator Yahoo Gain TradingTechnologies AutomatedTrading AdvancedStrategyManagement BasicEntry Charting LiveTrading SuperDom SuperDomRoyalties TrackExecutions DataConnection SystemDevelopment
24.06.2009 17:45:40|1|4|Starting transaction credit = $0,000
24.06.2009 17:45:41|2|4|NinjaTrader 7 Announcement
24.06.2009 17:45:45|1|4|Automated trading disabled
24.06.2009 17:45:48|1|2|TT: Primary connection=Connecting, Price feed=Connecting
24.06.2009 17:45:55|1|2|TT: Primary connection=Connected, Price feed=Connected
24.06.2009 17:45:55|1|2|Time to flatten=00:00:00, Flatten all=Disabled
24.06.2009 18:04:09|1|2|TT: Primary connection=Connected, Price feed=ConnectionLost
24.06.2009 18:04:15|1|2|TT: Primary connection=Connected, Price feed=Connected
24.06.2009 18:24:05|1|2|TT: Primary connection=Connected, Price feed=ConnectionLost
24.06.2009 18:24:07|1|2|TT: Primary connection=ConnectionLost, Price feed=ConnectionLost
24.06.2009 18:24:46|3|4|Connection to NinjaTrader historical market data server lost: Eine vorhandene Verbindung wurde vom Remotehost geschlossen
24.06.2009 18:31:05|1|2|TT: Primary connection=Connected, Price feed=Connected
24.06.2009 18:31:08|1|2|Connection to NinjaTrader historical market data server established.
24.06.2009 23:35:07|1|2|TT: Primary connection=ConnectionLost, Price feed=ConnectionLost
24.06.2009 23:45:15|1|2|TT: Primary connection=Connected, Price feed=Connected
24.06.2009 23:45:15|3|4|MarketData request was rejected: unknown instrument (ES 09-09)
24.06.2009 23:45:15|3|4|MarketData request was rejected: unknown instrument (ZB 09-09)
25.06.2009 00:21:32|1|2|TT: Primary connection=Disconnected, Price feed=Disconnected

As you can see here, for example at 12:24 Eastern Time (18:24 CET) and 17:35 ET (23:35 CET) yesterday.

And today, until now:

25.06.2009 10:27:34|1|4|Verifying license at primary server...
25.06.2009 10:27:39|2|4|Session Break (Version 6.5.1000.11)
25.06.2009 10:27:39|1|4|Current license: Type=Regular State=Verified StartDate=15.06.2009 EndDate=31.12.2099 Collective2 Dtn ESignal External OpenTick Provider2 Replay Simulator Yahoo Gain TradingTechnologies AutomatedTrading AdvancedStrategyManagement BasicEntry Charting LiveTrading SuperDom SuperDomRoyalties TrackExecutions DataConnection SystemDevelopment
25.06.2009 10:27:58|1|4|Starting transaction credit = $0,000
25.06.2009 10:27:58|2|4|NinjaTrader 7 Announcement
25.06.2009 10:29:04|1|4|Automated trading disabled
25.06.2009 10:29:07|1|2|TT: Primary connection=Connecting, Price feed=Connecting
25.06.2009 10:29:14|1|2|TT: Primary connection=Connected, Price feed=Connected
25.06.2009 10:29:14|1|2|Time to flatten=00:00:00, Flatten all=Disabled
25.06.2009 10:59:59|1|2|TT: Primary connection=ConnectionLost, Price feed=ConnectionLost
25.06.2009 11:00:13|1|2|TT: Primary connection=Connected, Price feed=Connected

We are running NT on a computer which is only running NT. CPU Utilization is between 5 and 10%. Network connection is a dedicated line with 32 mbit/s. We are connecting through a TT Interface.

Because, we are connected most of the time, this should not be a problem with the firewall, right? What could be the problem?

[NinjaTrader_Bertrand]

GerTrader,

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

[GerTrader]

I know that NT does not dictate when a connection is lost, however this is no relevant. There is a connection lost and we are very sure that not the broker, not the ISP and not the computer on which NT is running is the problem.

ISP issues
=> we have tried it on two connection. A dedicated line and the other DSL. Also, normal internet is working all the time.

hardware firewall issues changing IP addresses frequently
=> static IP

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.
=> static IP

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
=> Only NT is running

Broker servers having problems
=> Could be but we dont think so. Connection losts are very frequently and I am pretty sure that Advantage Futures would not have any clients anymore if they have daily disconnects.

[NinjaTrader_Bertrand]

GerTrader, thanks for the reply - can you please contact me with your log files using the Help > Mail to Support (Attn Bertrand) feature? Thanks!

[Frankenstein]

Hello Trader from Germany,

The 10:00GMT-Disconnect-Bug was already documented
several times, see here for example:

https://www.ninjatrader-support2.com/vb/showthread.php?t=10363

It's definately a bug in NinjaTrader's TT-API, you
can easily replicate this behaviour just setting
your local PC-clocktime to 9:59GMT (which is
10:59GMT+1 as it is in Western Europe incl. Germany),
connect to TT and wait just to see losing it its
connection exactly 10:00GMT day by day.

WHEN DOES NINJA SOLVE THIS ISSUE???
Ray and/or Dierk, i'm looking for an answer...

Seems NT is more focused on building features for
the demo users instead of solving problems of its
actual paying customers, all what you get from them
is NotOurFault/NTDoesNotDictateBlaBlaBla)... hey,
i have two PhDs including one in computer science,
when i say its a bug it is a bug - point.

- All other disconnects can simply be solved
with simply analysis and searching through the forum.

Greetings from Munich.

[GerTrader]

Hi Frankenstein,

thank you for your answer

It seems to me, there is also a bug at 4:35 pm CDT (22:35 GMT):

24.06.2009 23:35:07|1|2|TT: Primary connection=ConnectionLost, Price feed=ConnectionLost

25.06.2009 23:35:08|1|2|TT: Primary connection=ConnectionLost, Price feed=ConnectionLost

26.06.2009 23:35:07|1|2|TT: Primary connection=ConnectionLost, Price feed=ConnectionLost

Greetings from Dresden.

[NinjaTrader_Dierk]

Guys, let's not get confused. There are 2 different issues:
a) a disconnect/reconnect based on local PC clock settings at 10GMT as per your reports
b) spontaneous disconnect/reconnects at any time of the day

On a): We'll look into and will report back our findings. TT connectivity is based on QuickFix (a 3rd party component). We're trying to understand if QuickFix would impose a "diconnect/reconnect once day" logic.
On b): Bertand's statements apply: NT does not dictate spontaneous connection losses. You needed to clarify with your ISP, broker etc. why the connection went down.

[GerTrader]

And what does apply to the disconnects @ 22:35 GMT?

Our problem is that we want to run a strategy burt can't to this, when there are constant disonnects. But when you have two or three disconnect per day and afterwards notice, two out of them are due to a bug or something like that, the problems seems a lot more easier to handle than before. Since we are not trading at 10:00 GMT and 22:35 GMT, this problem does not bother us at all.

Regarding "normal" disconnects: Are there any system preferences which are regarded as favorable for NinjaTrader to prevent connection losses? Which Ports does NinjaTrader use and is it necessary to give this ports special permissions or something like that ( - I don't know, I did not study computer science .

[NinjaTrader_Dierk]

>> And what does apply to the disconnects @ 22:35 GMT?
likely (b).

Not exactly sure what you are after: disconnects/reconnect could happen at any time and are not (apart from (a) below) subject to NT's or your control. That's the reality of online trading.

[NinjaTrader_Dierk]

On (a): This is a "feature" of the QuickFix component: it would require a temporarily close of the connection once a day (it would reconnect though). Right now the time to disconnect/reconnect is hard coded. With NT7 we will make it configurable.

Sorry for the hassle...

[Frankenstein]

@Dierk: Thanks for finally getting into it, i liked your technically competence
since the days of your early magic-project.

Can you provide me (and other interested European Traders) quickly
a custom-built NT 6.5.1000.11 with a hardcoded 4:00GMT thereafore?

(22:35GMT would be also a nice time because most contracts are down
at this time, problem is the GMT+1 and GMT+2 halfyear-turnaround
which would move it into trading-time for the other half of the year).

A forced disconnect at 10:00GMT (release of important economic data
is often scheduled here - besides that TT adapter has a bad overnight-brain -
is a PAIN in a not-further-detailed-part-of-the-human-body,
help here is urgently needed!

Maybe only exchanging one file (TT-Adapter DLL) may suite this, or you
can give me a hint were to start debugging from... - good old Assembler is
ready, but don't want to debug it from the beginning .

Thank you - Danke Dir.

@GerTrader: I know the answers to your questions.
Are you GermanTrader form elitetrader.com?

Besides solving this concrete problems, a lot of things don't hurt that much
with redundancy (computers incl. net/usv,brokers and so on)... very
important when it comes from lifting trading from first steps on a
professional level and should be part of every automated system.

[NinjaTrader_Dierk]

>> Can you provide me (and other interested European Traders) quickly
a custom-built NT 6.5.1000.11 with a hardcoded 4:00GMT thereafore?
Unfortunately the fix will be available with NT7 only.

[GerTrader]

@GerTrader: I know the answers to your questions.
Are you GermanTrader form elitetrader.com?

No
(Btw: Why does the board software force me to write at least 10 letters?)

[NinjaTrader_Jason]

Hello GerTrader,

Unfortunately this is a limitation of the forum; you can only post messages with a minimum of 10 characters.

[Frankenstein]

> Unfortunately the fix will be available with NT7 only.

@Dierk: So a modified file with exactly THREE exchanged BITS
(...0100<->...1010) is to much to ask for a longyear paying
customer, is that what you want to tell me?

Do me a favor please, -if you can't do it yorself- ask the
QuickFix guys for a file with this little patch and give
the European Traders a link to download, we don't want
to wait for a NT7 which MAY become production software
somewhere in 12-72 months!

@GerTrader: What Ethernet-Adapter+Router do you have,
and do have a copy of X_TRADER also (using the same IP?)?
TT Connections are more sensitive than ZF, the Ethernet-
Setups must be "hard"-ajusted to deal with that (trading
from Europe), results also in a little performance push
(which can be negated because lightspeed limits connections
to US unfortunately ).