IB Gateway disconnect-reconnect seems to disable market data requests

[khoga]

Hello,

I'm finally done polishing strategies and am simulating them with IB Gateway this week for the first time. (This means a license fee is likely coming your way soon!)

The infrastructure on the NT7 side seems to work well, thus far, however this morning I noticed something problematic (which also explains the issues rest of week). IB seems to drop and then reconnect their market data feeds every night between midnight and 1am for a few minutes. I've noticed it happening in other apps, it's not an NT7 issue at all, but it does cause NT7 some problems.

This morning I needed to disconnect and reconnect to IB to get real time data flowing again into NT7.

Before the dis-reconnect, I looked at the IB Gateway API messages and market data WAS being delivered to the NT7 connection. But looking at the strategies and even pulling up a chart wouldn't show me real time data.

Dis/re-connect and everything was groovy again.

I'm looking to get this to the point where I don't worry about problems like this - are there events which are called on disconnect? ways I can double check the market data subscription in each strategy a couple times a day?

I appreciate your help here!

[NinjaTrader_Joydeep]

Hello khoga,
You can refer to the OnConnectionStatus event to know the connection status. It will trigger on any connection change.

Please refer to our help guide to know more about it

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?onconnectionstatus.htm

[khoga]

Perfect -

I can trap the events here, but how to force a re-subscribe of market data for that strategy?

[NinjaTrader_Joydeep]

Hello khoga,
Unfortunately there are no supported codes to re-connect with your connectivity provider.