NT 6.5 -> VPN -> IB. Frozen data feed

[fel17]

Hello,

I'm using last official version of NT 6.5. (...19). I get real time data from IB client, which runs on other computer. NT computer and IB computer are connected thru a VPN.

This construction has been worked quite stable for a long time. But now I have following problems:

- after reboot and starting of NT 6.5 I can connect to IB (thru VPN, of course) and I receive quotes. But only for couple of minutes. It can be also one or two hours, but after this time the data feed will freeze. I do not see any changes in bid-Ask for selected future, no changes in the chart. There are no error messages. VPN seems to be ok and I can see some traffic.

- after this I can quit and restart NT, VPN, everything else, but just connecting to IB opens "Loading data...." dialogs which do not disappear and show the same load data forever.

- only rebooting of computer can help - for less minutes. After successfull connect and receiving data NT will freeze, earlier or later.

I've tried to delete, merge historical data, to uninstall/install NT - nothing helps.

I've tried to use NT7 in the same constallation (VPN), but it doesn't work. I receive just after connect to IB an "abnormal termination".

Any ideas?

regards

[NinjaTrader_Bertrand]

Hi fel17, are you then also using TWS 911 with NT 6.5 R19?

If you connect / start only the TWS with your tickers inserted pulling data > does the 'quote freeze' also occurs?

Are there any errors in the log tab as this occurs with NT connected to the TWS?

Have you tried also with all your local security settings lowered to a minimum for testing?

[fel17]

Hi Bertrand,

I use the last offered version of TWS. I can't say whether this is a "TWS 911". Is it a different client?

I didn't understand your second question. Generally TWS is working stable. Sometimes I start TWS+NT6.5 or NT7 on the same machine - no freezes and other probs. Just now I have this freeze prob again, but I can't look onto TWC computer because it is remote :-)

I can't see any suspect messages in the log wnidow.

I will check security settings now. Please remind me: control Panel -> Administration -> MS .Net 2.0 or 1.1 configuration?

Yesterday, after I posted here, I restarted NT6.5 many times, after n-th restart NT worked stable for some time. No freezes.
Today in the morning, I could connect from first try but after approx. 30 minutes the data feed is frozen. No changes in bid-ask. Last message in the log window: "Verifiying license..."
Disconnecting and re-connecting lead to "loading data..." dialogs which can be only aborted.

[NinjaTrader_Bertrand]

Souds good fel17, because the license verification issues you report I would tip on a security software / backbone problem somewhere in the setup where a connection attempt is closed down / refused and thus NT does not receive any more data - were you there any changes in the setup? Any Windows Updates / Service Pack installs?

I would also highly recommend to work with our supported TWS version # as per the connection guide for IB - this is currently the 911 one available also directly from us:

http://www.ninjatrader.com/ConnectionGuides/Interactive-Brokers-Connection-Guide.php

Also: what OS would you run here?

[fel17]

NT runs on XP SP3, which is centrally managed. I think there are some usual patches installed. I do not know anything about special patches or software.
The only thing could be McAfee, which produced some problems with VPN at the beginning. But now, after removing some McAfee components everything works fine, at least on the VPN side.

On the TWS computer I have Win7 with the Service Pack 1. Only (critical) updates suggested by Windows update.

I'm wondering about this unsteadeness, without changing of circumstances. 30 minutes everything fine, then froze...

Any other ideas?

Should I check security settings? Where they are?

[NinjaTrader_Bertrand]

I would unfortunately run out of ideas here, as we normally don't offer support for this setup and therefore have limited experience - but since it worked ok for you and then stopped working it would suggest changes to the setup occured that now lead to the issues seen - one recent major update to the TWS machine would've been the SP1 for Win7 - could that fall into the time period where your issues began to show?

[fel17]

Bertrand, thanks for support.

I have to revise given details. There are some interesting log messages, I looked on the wrong side

After today's reboot at the lunch time I could get NT running for exactly 2 hours (-10 seconds).

After this I can see log messages like in attached jpeg.
Could you decrypt them?

[NinjaTrader_Bertrand]

Same instruments requested are not subscribed and you lost connection to the TWS price feed - this looks to me like a connection issue still.

[fel17]

The problem is still open, but I've noticed following interesting aspect:

Data feed is much more stable, if there is no logged in sessions into IB thru web client.

Short explanation:

As I wrote earlier NT connects to TWS thru a VPN connection. Basically this is not openvpn, but teamviewer based connection. Win XP creates for this connection an aditional network adapter. It is virtual adapter, which use physically the built-in ethernet hardware. BTW VPN/teamviewer goes out thru a corporate proxy. Quite complicated, I know

This construction seems to work stable, as long as I do not log in into IB with the web trader (in IE or safari)! If I login, I get freezes (I can see no changes in bid-ask), click on log out - everything is fine again

I use for getting quotes my IB paper trading account (on remote computer) and for logging locally in web trader my production account. It's not possible to log in twice with the same account.

It looks to me like java/.net code and memory usage in WebTrader client disturbs stable working of NT and data feeds to it.

It wonders me, because both use different networks, they are different applications and even technologies (I think IB Webtrader is java based and NT - .Net ).

Maybe this is a known problem and there is a workaround for it?

P.S. I tested this phenomenon using IE8 or Safari 5

[NinjaTrader_Bertrand]

fel17, I'm sorry...running out of ideas here for this custom setup - unfortunately I'm not aware of any workarounds at this time for the limitation you've hit here. I'll leave this open so other users having VPN experience could contribute further hopefully.

[fel17]

After two days of testing: it seems to be an IB issue. IB blocks after some time double using of non-free quote feeds. Double using, besause I use paper and production account simultaneously. It has been worked for a long time, but now they have restricted this

Everything works fine, as long as I loggen in once

Is there outside a good IB support forum?

[NinjaTrader_Bertrand]

Thanks for sharing this info fel17, perhaps try also more general trading forums for exchanging ideas, like EliteTrader or TradersLaboratory?