CQG Data Provider Bugs

[ivanov_c]

Hello,

Recently I was asked by the company where I have my account to move from ZenFire to CQG data provider and the first time I placed an order with CQG I started to have issues with orders that triggered without me doing anything.

Could somebody help me to make CQG fix the bugs that appear on NinjaTrader Log regarding their adapter?

First just having NT open, looking at the market without placing any orders I started to have this errors reported on the Log:

CQG.Adapter.OnExecutionChange: Object reference not set to an instance of an object.

That problem made me loose money, I was lucky it was not much and I figure out fast that NT was opening positions that I never asked.

I am attaching the NT 7 Log so you can review it, I also have the log for friday where I opened a position at 9:05 AM and you can see how after a few minutes when the positions were closed I had to press the close possition button on superDOM several times and exit NT to stop the orders that were executing without any intervention from my part.

Please help me because now I do not trust on CQG Data provider as a reliable provider to open positions using SuperDOM

Thank you

[NinjaTrader_Dierk]

Sorry for the inconvenience and thanks for reporting that issue.

Do you still get the
>> CQG.Adapter.OnExecutionChange: Object reference not set to an instance of an object.
.. message as you now connect to your account? If so, then would you mind to grant me access to your account by sending your account credentials to dierk AT ninjatrader DOT com? I'd like to reproduce and research the issue. We would compensate you for any losses incurred by my research.

If you no longer get these messages on login, then please update to NT7R3 which we deployed late last week (available on our download page), as that release would hold extended traces which would provide us better feedback to get ahold of this issue.

Thanks for you support.

[ivanov_c]

I think that is kind of risky for me, however I could capture a full user dump of the process whenever that exception happens again and share it with you... how about that?

My Broker just asked me to uninstall and install again Ninja Trader 7.0.1000.2 which I just did today, according to them they made some updates, If I exepriment the issue again, I will update to version 7.0.1000.3 and take the dump, let me know if that works for you, I can even tell you how to analyze the dump if needed, I work supporting Developers so I know how to do that.

Regards,

Ivanov

[NinjaTrader_Dierk]

Unfortunately a dump will not help. However, after you updated to NT7R3 and experienced the issue again, then please send the complete content of your log and trace folders to our support team, attn Dierk. Thanks

[ivanov_c]

Hi Dierk, The issue happened again today, I reinstalled the NT but unforutnatelly I still on version 7.0.1000.2 I will proceed to intstall version 7.0.1000.3, however now I have a better understanding on what is happening.

Today I opened a position using SuperDOM and ATM strategy, the log shows that there was a connection Loss, I tried to cancel the ATM Strategy Target and Stop and then I got the CQG.Adapter.OnExecutionChange: Object reference not set to an instance of an object.

Once this happens there is no way to remove the orders of the ATM but they will execute anyway.

I think you may be able to reproduce the issue if you open a trade and make the connection to fail.

It seems to me that if there is an issue on the connection the Provider start to show this exception, no matter if you have a position or not, the problem is whne you do have a position since it will not allow you to cancel the ATM orders.

I will send you today's logs thorugh email for further research.

Thank you

[NinjaTrader_Dierk]

Excellent! Your instructions allowed me to reproduce the issue. I'll follow up with CQG support to further analyze the issue.

Thanks

[ivanov_c]

Any Solution yet?

[NinjaTrader_Dierk]

Yes. You safely can ignore the message
>> CQG.Adapter.OnExecutionChange: Object reference not set to an instance of an object.
.. which is triggered by an event of the CQG API which has no relevance for NT.

That message will be filtered with next update of NT7.

[ivanov_c]

What about the problem of not being able to cancel the orders created by the ATM Strategy once you are on a possition opened by the Dynamic Superdom an the problem happens.

The only way to cancel the position is to close NT and then open it again so you can cancel them.

[NinjaTrader_Dierk]

Could you please send in the complete content of your trace and log folders to support, attn "Dierk" and provide order ID and timestamp on when your live order could not be cancelled?

Thanks

[ivanov_c]

Bug on cqg activates a strategy

OK, this is really interesting and there is definetively a BIG BUG in that driver.

I stoped using ATM with Dynamic superDOM because of this issue, this is not just a thing to IGNORE. Today I was trading my LIVE account, when I was done trading I wanted to change to simulation mode to look ate the markets and look at the error message that appears on my screen.

I did not restarted my NT after the error message that appears because of the bug on CQG driver happened and now it makes more sense, once that error happens is like CQG started an strategy or something and may be that is the reason why the ATM strategies by the SuperDOM fails.

THis is not jus t a thing to ignore there is a bug in there that needs to be fixed, tell me what do you need to help you on resolving this matter, I will not give you my account to reproduce the issue since I cannot risk my money for you to solve this matter.

Thank you

[NinjaTrader_Dierk]

I can assure you that the log messages in yellow can be safely ignored.

You can't switch to Global Sim Mode if you had one more NinjaScript or ATM strategies running on live accounts.

In case you experience any other issue, please let us know so I support team could follow up.

Thanks

[ivanov_c]

Oh boy! Come on, I am a Software Developer myself and I know how a bug looks like.

I do not have any strategies running, that is the thing, did you look at the screenshoot you can see that I selected the startegies Tab to show you I did not have any stratefies enabled at all, The logs of my trading session while NT was opened and connected to CQG will show you that I did not use ever a strategy or an ATM when performing my trades.

Come on, I believe you do not want to work on this issue and get rid of the bug, I paid my NT license but now I am thinking this is a waste of money if you are not willing to make your product a decent produt to trade.

Please tell me how may I show you that I am not kidding, that when the reference to an object that does not exists makes the ATM strategies to fail or to not been able to be canceled? Tell me exactly what files do you need me to upload from the trace files and I give them to you so you can check yourself.

[NinjaTrader_JoshP]

ivanov_c,

Can you please send in an email to support [at] ninjatrader [dot] com with Attn Josh and a link to this thread? Please include a phone number and a time + timezone I can reach you at. Thank you.

[ivanov_c]

Hello Josh,

The problem persists, I upgraded to the latest release 7.0.1000.4 by the way and now I know exactly how to reproduce the issue.

Every time I have a possition opened by Dynamic SuperDOM and the connection is lost for a few seconds the error happens.

The error is that it seems that for the SuperDOM when the connection is lost is like the possitions were closed, once the connection is up again, after I have reached my targets, SuperDOM shows like there were possitions opened, if you hit close it will open positions in the opprosite direction your possitions were.

Please, resolve this issue, I will not provide my live trading account to test, but now you have the steps to reproduce the issue. I do not know if this happens with the demo account since this issue has happened to me when I am trading Live.

Thank you