Reset failure QuickFix Trading Technologies

[hunter486]

Hello, I'm having intermittent reset problems. I first created the TT connection a week ago Tuesday and set the reset time to 1:00am. The next morning at 1:00am the reset failed locking the last 1:00am price on the YM ES 6J NQ doms. I then had to re-install NT deleting config files/folders etc. in documents before install because removing and re-adding the TT connection caused a failure to connect issue which then lead to NT failing to boot up.

With the fresh install and the reset time set to the default 3:00am setting all resets worked until the following Wed morning (same day prior week) where I had the same loss of streaming data. I'm able to enter/exit orders on the doms at the stuck price and when I enter an order it shows contract quantity etc. on the dom. I think the doms are functioning. Just price is stuck.

Is the QuickFix "reset" local to my computer or is the reset on the broker server ??

The trace file shows these log entries with a successful reset :

(TT) TT.Adapter.OnConnectionStatusChanged: ConnectionLost ConnectionLost
(TT) Cbi.Connection.ProcessEventArgs.ConnectionStatusEv entArgs ConnectionLost ConnectionLost NoError
(TT) Cbi.ConnectionStatusEventArgs.Process: ConnectionLost ConnectionLost
2013-02-19 03:00:02:593 (TT) Logged on to XX_XXXXX
2013-02-19 03:00:02:671 (TT) Logged on to XX_XXXXX

Then (1) for the symbols: (TT) FixApi.toApp: sending 8=FIX...(symbols list)
and (4) of these for the open doms (TT) FixApi.toApp: sending 8=FIX...(doms)
(TT) TT.Adapter.OnConnectionStatusChanged: Connected Connected
(TT) Cbi.Connection.ProcessEventArgs.ConnectionStatusEv entArgs Connected Connected NoError
(TT) Cbi.ConnectionStatusEventArgs.Process: Connected Connected

When the reset fails I only have these 3 log entries in trace at 3:00am with the same doms open. 2 logs showing I'm logged on and 1 showing symbols. There are no log entries for disconnect reconnect processes.

2013-02-20 03:00:02:593 (TT) Logged on to XX_XXXXX
2013-02-20 03:00:02:671 (TT) Logged on to XX_XXXXX
2013-02-20 03:00:03:593 (TT) FixApi.toApp: sending 8=FIX...(symbols list)

[NinjaTrader_JC]

Hello hunter486,

Could you send me your log and trace files for today so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Mail to Support.

Please reference the following thread in the body of the email: http://www.ninjatrader.com/support/f...ad.php?t=56111

Happy to be of further assistance.

[hunter486]

Price Feed Locked Again

Hello JC,

Price on the Static Doms I have open everyday NQ YM ES 6J locked again 02/26 during the 3:00am reset. This time I checked to see if changing the symbol on the Doms unlocks the price feed and it does. If I change symbols from NQ to ZF the price feed is live for ZF and then when I change back to NQ it is also live again.

The 02/26 Trace file has different log entries this time with logs that say "Error" & "Server Client Loop". It also looks like there were 2 resets or disconnect/reconnect events at 3:00am then at 3:07am. The second event is where the error and loop logs are.

I'll PM you the Log and Trace for both 02/25 and 02/26 so you can review both.

[hunter486]

Forum Update

Hello JC.

Just talked to both my broker and Trading Technologies support. I explained to TT support the problem with the NinjaTrader Doms hanging on "Price" until doms are refreshed which gets price quoting again. I can select a different symbol on the DOM and it quotes. I can then select the symbol that price was locked on before and it then quotes again.

For your information, and hopefully this will help you, TT support informed me their "exchange server resets" are completely unrelated to the mandatory daily NinjaTrader7 QuickFix connection "Reset". The NT7 reset was coded by NinjaTrader for the NinjaTrader application and does not interact with exchange servers and has nothing to do with broker or exchange servers and the settings of those servers. The NT7 QuickFix connection "Reset", configurable in NT7, is specific only to the NinjaTrader application and the requirement that NinjaTrader must perform a daily "reset" to function and nothing else.

That is why NinjaTrader recommends not to carry an overnight position because NT has no access to the TT exchange client data and is tracking price and the position through the NinjaTrader Historical Data Server which is where I'm receiving the forced disconnect error messages from.

In addition Velocity Futures resets their TT server connection once a week on Sunday while the markets are closed and only on Sunday. That reset is on the TT backbone mentioned above and resets client accounts on the exchange servers. This reset does not interact with NT7 at all and is again totally unrelated to the NT7 daily "Reset".

It's not functioning so let's see if we can get NT fixed.

Again the doms stop quoting price during the preset NinjaTrader "Reset" time and only at the time period where NinjaTrader is trying to perform or fails to perform it's daily reset or if there is a forced disconnect from the NinjaTrader Historical Data Server which has been occurring in the logs after the NinjaTrader "Reset" time. When that happened this morning NT performed a second reset procedure which looks to be caused by the forced disconnect by the NT Historical Data Server with NT then performing a second reset procedure or processes which is clearly in the Trace log. All this occurred between 3:00am and 3:08am this morning.

Could the forced disconnect from the NinjaTrader Historical Data Server errors and the second reset procedure errors to the NinjaTrader Historical Data Server be specific only to using the Demo version of NT7 in simulation 101 mode with the problem not occurring with the full trading version of NT7 when it's connected ??

H

[hunter486]

Forum Update #2

Hello All,

Now that I determined the NT7 reset for the QuickFix TT Connection is not dependant or doesn't interact with the TT backbone exchange settings or broker server settings I was able to reproduce the "price" hang problem at will by adjusting the scheduled "reset" time until a "reset" failed. I bumped the time up every 3-4 min then rebooted NT to save the settings and waited for the new reset to fire.

I ran approximately 12-15 resets in a row and experienced 3 "Price" hangs.

With a good reset I get an audible disconnect message. The Control Center "connection" status goes red showing "disconnected" then goes green showing "connected". Price then starts streaming again on all doms.

With the Failed resets nothing happens at all. I hear no warnings and the Control Center connection status doesn't change and shows "connected" green the whole time.

The only thing that happens is "Price" hangs on the dom exactly to the second that the reset was to begin but failed to fire. I had 1 reset that failed to fire but didn't cause a hang.

The Trace file entries for the failed resets show only 2 "logged on" processes and a symbol list process. The Trace file entries for the good resets show various disconnect reconnect messages with a final "connected" message.

When the hang occurs I'm able to get price unstuck by selecting a different symbol on the dom. If I select the same symbol in the first attempt price remains hung. By selecting a different symbol and let it quote I can then select the symbol that was stuck to get it quoting again.

I also tried to get the symbol unstuck by first trying to change the symbol in the "Control Center" and that does not work. I can only get the symbol unstuck by changing the symbols on the dom. So the problem looks to be connected to the dom.

>>>This could be the problem<<<

On the dom using the "Instrument" selection window there's a glitch to where the symbol remains highlighted in blue after the little drop down window closes. The only way I can get that symbol un-highlighted is to click on the dom up high next to the price scale. Clicking below the price scale will not deactivate the last symbol selected in the "Instrument" window. The problem with that is using a scrolling mouse. If you move off to do something else and scroll the mouse wheel that dom changes to a different symbol. If you don't catch it your trading a whole different freaking market with out knowing. Don't know if it causes the hang or not. It's just a glitch I found.

H

[NinjaTrader_Matthew]

Thanks again for your detailed reports. I'm just writing to let you know that I'm looking into this further. I will update this thread once I have more information for you.

Please feel free to respond here or directly to the email chain you have opened as well.

[NinjaTrader_Matthew]

Thanks again for all of your work on this item.

Our development team was able to identify the cause of this behavior with your help and we will have a fix in place in release 13. We do not have an ETA on when this will be out at this time.

Please let me know if you have any questions.