Disconnexions

[Gepetto]

I use NT for generating strategies on IB using IB datafeed.
Almost everything OK but there are still disconnexions between NT & IB, disconnexions causing the kill of running strategies.
Any idea how to prevent this problem?
After 2 bad trades generated by the system , the disconnexion did not allow me to benefit from a huge + one... (I don't have access to my PC during the day... so I cannot reconnect as soon as this happens)

[NinjaTrader_ChristopherJ]

Hello Gepetto,

Thank you for your post.

We realize that lost connections can be frustrating. A connection state between NinjaTrader and your broker/market data vendor is not dictated by NinjaTrader. The NinjaTrader application only reports the connection state as it is reported by the API you are connected through. NinjaTrader behaves like a radio receiver in that it receives signals from the connected server. If the signals are not coming through, the underlying broker/market data vendor API reports this to the NinjaTrader application which in turn reports this back to you. Once a loss of connection is reported, NinjaTrader or the underlying API wil continuously try to re-establish a connection.

Common reasons that contribute to connection stability are:

• ISP issues
• Hardware firewall changing IP addresses frequently
• Dynamic IP addresses changing frequently intraday. Usually this happens once a week buy you may want to check with your ISP. If they do change daily, requesting a static IP address may help.
• With Windows XP SP2, if you have more than 10 open TCPIP socket connections (10 programs making socket connections through the internet) Windows will randomly shut down some connections
• Broker/market data servers may be experiencing temporary downtime

Please let me know if I may be of further assistance.

[Gepetto]

And

is there any way for NT not to scratch strategies as connexion is lost?
because it is quite annoying to reinput all parameters for all strategies...

[NinjaTrader_ChristopherJ]

Unfortunately you will need to add the strategies manually within NinjaTrader 6.5 however this feature will be available in NinjaTrader 7.

I have provided a link below to the public announcement of NinjaTrader 7 which includes a section that goes over new features, improvements and release information.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[Gepetto]

Log file

I have this message on the log file: HMDS data farm connection is broken.
Does it help?

[NinjaTrader_ChristopherJ]

This error refers to a TWS / IB internal connection error to one of their datafarms, so it may be best to check with them directly.

NinjaTrader just reported you back the connection was lost.

[Gepetto]

Ok I will do...
Question: is there any way to ensure that NT reload entirely the datas as soon as the connection is reactivated or is this done in version 7 only?
Because all indicators are then wrong with this 15 minutes gap

[NinjaTrader_ChristopherJ]

Are you connecting to a Live IB account or is it a Demo account?

If you are connecting to a Live account you will have access to historical minute and daily data.

If you are connecting to Demo account unfortunately you will only have access to real time data and no historical data.

I have provided a link below to the data providers supported by NinjaTrader. This page will go over the types of data they offer as well as the instruments they support.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[Gepetto]

I have access to RT data (real account).
The problem is that after this disconnection of 15 minutes, when NT has reconnected with IB, all charts were corrupted on NT with this 15 minute gap ==> all oscillators KO but a false gap in data

[NinjaTrader_ChristopherJ]

Is the RT data coming from a Live trading account or a Demo account?

If the data is coming from a Live trading account please repair your database with the steps I have provided below.

• Disconnect NinjaTrader from any open connections via File > Disconnect
• From the NinjaTrader Control Center window select the menu Tools > Options
• Select the "Misc" tab
• Press the "Repair DB" button
• Press the "OK" button

[Gepetto]

Misunderstanding

I don't have problems any more...
The question is:
I launch on the morning strategies on NT which generates orders on IB.
The feed is linked to a Live trading account.
Now, when data feed disconnects and then reconnects, we have a gap in the charts UNTIL we reload historical data. But I'm not at home to psh on that "Reload historical data".
So my strategies potentially run on wrong datas (gap of 15 minutes in time) and therefore could generalte wrong signals.
So the question is: when the reconnection arrives, is it possible for NT to automatically reload the datas (ALL the datas even missed ones) so the chart is still correct (without gap in time)? Or is this improved in version 7? By the way, any release date?

[NinjaTrader_Bertrand]

Gepetto, thanks for clarifying - unfortunately this is not possible, you would need to reload historical data yourself. The improvent in NinjaTrader 7 is, strategies have more refined connection loss handling now, and can be saved with settings persisted in workspaces -

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

We target Jan 2010 for the first production release, as historically our beta phases have lasted 2-3 months and currently we don't see changes to this for NinjaTrader 7