CQG Data Provider Bugs

[NinjaTrader_JoshP]

ivanov_c,

Please send in your log/traces to support [at] ninjatrader [dot] com with Attn: Josh in the subject line. Please include the date and time you experienced this issue. Please also inform us as to the exact instrument you experienced it on.

Also, how are you determining that your target was filled while you were disconnected? Was the order status for the profit target order updated after it was reconnected? I would like to get to the bottom of this, but need this information to be able to proceed. Thank you.

[ivanov_c]

I believe I did not make myself clear, there is no way I can close a position without having a connection unless the order is already on the Broker Server right?

I am not saying that my positions were closed while the connection failed, neither my targets were reached while the connection failure. Unfortunately ATT internet service sucks and sometimes I have small disconnections that do not last for more than 1 second and this can happen once or twice a day.

Please do the following to reproduce the issue:

1 Connect to CQG provider
2 Open a position
3 Set your targets Manualy, not using ATM or you will have other issues
4 After a while open another position on the same direction
5 Simulate a connection failure before you reach your targets
6 Allow your positions reach your target, you can move your targets if needed, you should be flat after that, but Super DOM will not show you are flat.

After your target has been reached for the 2 positions you are going to see that SuperDOM indicates that you still have 1 or 2 positions open and if you hit the close button you are now going to have a position in the opposite direction of the market.

Since I have experimented this before, I did not hit the close button on SuperDOM since I already lose money last time this incident happened to me, I checked I did not have any position open and I proceed to close NT and reopen it to make sure there was no position open.

That happend to me Yesterday, the only thing that shows opened positions is the SuperDOM, if you look for positions anywere else you are going to see that you are flat. If you try to close NT you will be warned that you have open positions at that moment but it is not true.

Regards,

Ivanov Cepeda

[NinjaTrader_JoshP]

ivanov_c,

Since you said you were trading live and on CQG you do not need to have a connection to the broker to have your trades execute. Orders that were in an "Accepted" or "Working" state are either at the exchange or CQG servers. This means even if your computer crashed or, in this case, your internet dropped, you would still have your orders out there possible to be filled.

Can you please clarify the points in red below. Thank you.

1 Connect to CQG provider
2 Open a position <-- Which instrument?
3 Set your targets Manualy, not using ATM or you will have other issues
4 After a while open another position on the same direction <-- Same instrument? Submit another new target? Same target price?
5 Simulate a connection failure before you reach your targets
After step 5, did you get reconnected before step 6? At what point were you reconnected in relation to step 6?
6 Allow your positions reach your target, you can move your targets if needed, you should be flat after that, but Super DOM will not show you are flat.

[ivanov_c]

ivanov_c,

Since you said you were trading live and on CQG you do not need to have a connection to the broker to have your trades execute. Orders that were in an "Accepted" or "Working" state are either at the exchange or CQG servers. This means even if your computer crashed or, in this case, your internet dropped, you would still have your orders out there possible to be filled.

Can you please clarify the points in red below. Thank you.

1 Connect to CQG provider
2 Open a position <-- Which instrument? <-- Yesterday was with CL and before it happened with ZB
3 Set your targets Manualy, not using ATM or you will have other issues
4 After a while open another position on the same direction <-- Same instrument? <-- Yes Submit another new target? <-- YesSame target price? <-- It does not matter
5 Simulate a connection failure before you reach your targets
After step 5, did you get reconnected before step 6? <-- Yes the disconnection last for less than 1 second or so. At what point were you reconnected in relation to step 6? <-- I already had my 2 contracts and I was waiting my targets to be filled
6 Allow your positions reach your target, you can move your targets if needed, you should be flat after that, but Super DOM will not show you are flat.

[NinjaTrader_JoshP]

ivanov_c,

Thank you for the clarification. Can you please still provide us with your log/traces and timestamp of the last occurrence you had of this? We really need that information. If you have order IDs of affected orders that would be extremely useful too.

[poeds]

hi ivanov

you got me worried
when u say u get this error

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

does that just appear in the log or does something popup showing an error?

are u saying that if you have orders pending on the cqg server ie they have been processed and confirmed as accepted
and then u have a subsequent unintentional disconnect that u lose control of those orders?
and also that u lose status information of those orders, filled/cancelled?

which dom r u using static or dynamic or happens with both?

any info much appreciated, thanx

[NinjaTrader_JoshP]

poeds,

That message is not relevant and has already been filtered out in R4.

Fixed
4378
CQG adapter
There could be error logs "OnExecutionChanged/Added: Object reference not set..." after a connection loss.

[poeds]

yeah i know the message isnt a problem
its the other stuff re trying to get flat and ending up upside down etc that bothers me

[NinjaTrader_JoshP]

Understood. That is the stuff I am waiting for log/traces on to be able to analyze.