I'm using NT/Continuum for futures and Kinetick for stocks for backtesting data and I'm almost ready to trade with IB. Its been only a few weeks of subscribing to both data, but I noticed a few times Kinetick connection got lost, but came back within 2-5 seconds.
What happens when a connection gets lost (i) at the data provider side, (ii) at IB side, when I am running a few strategy from the Tools->Strategies on the Control Center (rather than on the chart) ?
For example, suppose I am trading 5 mins bars. Say after 10:30 am bar, a connection got lost, and then comes back at 10:47am.
(i) When Would NT then assume that the 10:50 am bar happened after 10:30 am bar and ignores the intermediate 10:35, 10:40, 10:45 bars? Or, does NT assume that 10:35 am, 10:40 am and 10:45 bars happened instantaneously?
(ii) Suppose, my strategy is using Unmanaged orders. I am using an indicator whose value X ranges from -4, -2, 0, 2, 4, and I use the difference between X[0]-X[1] and place the order using X[0]-X[1] (if X[0]-X[1] > 0, I place buys, else I place sells). In this case, suppose the connection was lost for 17 mins (on 5 min bar strategy) like the example above, would X[0]-X[1] actually be like X[0]-X[4] ?
(iii) How about the IB connection is lost and NT wanted to send an order. Is that order rejected, or is it sent out whenever the next IB connection is back. Suppose there were 2 NT buy, followed by 2 NT sell, followed by 1 NT buy orders during the time when IB connection was lost - would NT sent 1 buy order when the connection is restored, or will it send 2 buys, 2 sells, 1 buy orders when the connection is restored, or will NT completely ignore the orders when IB was disconnected ?
(iv) If I plan to use IB to trade, is there a way to check against live positions on IB in my strategy to ensure that correct orders are being sent in the event of a disconnection (for unmanaged strategy), while for backtesting purposes the strategy is coded such that it doesn't check with IB ?
What happens when a connection gets lost (i) at the data provider side, (ii) at IB side, when I am running a few strategy from the Tools->Strategies on the Control Center (rather than on the chart) ?
For example, suppose I am trading 5 mins bars. Say after 10:30 am bar, a connection got lost, and then comes back at 10:47am.
(i) When Would NT then assume that the 10:50 am bar happened after 10:30 am bar and ignores the intermediate 10:35, 10:40, 10:45 bars? Or, does NT assume that 10:35 am, 10:40 am and 10:45 bars happened instantaneously?
(ii) Suppose, my strategy is using Unmanaged orders. I am using an indicator whose value X ranges from -4, -2, 0, 2, 4, and I use the difference between X[0]-X[1] and place the order using X[0]-X[1] (if X[0]-X[1] > 0, I place buys, else I place sells). In this case, suppose the connection was lost for 17 mins (on 5 min bar strategy) like the example above, would X[0]-X[1] actually be like X[0]-X[4] ?
(iii) How about the IB connection is lost and NT wanted to send an order. Is that order rejected, or is it sent out whenever the next IB connection is back. Suppose there were 2 NT buy, followed by 2 NT sell, followed by 1 NT buy orders during the time when IB connection was lost - would NT sent 1 buy order when the connection is restored, or will it send 2 buys, 2 sells, 1 buy orders when the connection is restored, or will NT completely ignore the orders when IB was disconnected ?
(iv) If I plan to use IB to trade, is there a way to check against live positions on IB in my strategy to ensure that correct orders are being sent in the event of a disconnection (for unmanaged strategy), while for backtesting purposes the strategy is coded such that it doesn't check with IB ?
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