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Issue with Secondary Data Series after Reconnection

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    Issue with Secondary Data Series after Reconnection

    I am experiencing an issue in which it appears - and this is preliminary - that I am disconnected from the data feed (Continuum), with no other data feeds connected, while a number of indicators are running. These indicators have added various secondary data series with AddDataSeries. What happens is, some of the secondary data series (typically, X minute bars), seemingly at random, do not pick up again when the data feed reconnects automatically. The main chart bars do pick up again reliably, and catch up with the current price after reconnection, but seemingly at random, one or more of the secondary series does not, and never has another tick or bar arrive. This issue is most recently happening on 8.0.28.0, although I have no reason at present to believe it is version-specific.

    I am posting this message to see if any other users have experienced anything similar to this, and to see if anyone has already narrowed this down further so I can focus my efforts in the right area. Currently, I am watchdogging the indicators to see if they are still getting data on all of their series, but that is obviously suboptimal, and is not really a solution, just a way to be notified that it has happened.

    I do not know, when this happens, whether F5 on the chart, or reload all historical data on the chart, or disconnect/reconnect is sufficient to restart it because I've always restarted the platform when this happens, but in time I will try to narrow this down. I am thinking I might have to cause these disconnections by unplugging the ethernet cord or some similar measure in order to create a reproducible test case because when it happens "in the wild" I do not often have time at that moment to do a deep dive on the issue and have to focus on getting everything running again ASAP and that means restarting the platform.

    Upon restart, assuming it does not disconnect again during the startup process, and assuming it does not get a pacing violation ("more than 10 API calls of type 'Heartbeat' in 150 seconds"), each of which happen sometimes, everything always restarts fine. If either of those happen, I have learned to simply close NT8 completely and start again.

    Is this issue familiar to anyone? Were you able to isolate it any further than I have just described?
    Last edited by QuantKey_Bruce; 01-22-2024, 07:02 AM. Reason: clarified continuum feed and minute bars
    Bruce DeVault
    QuantKey Trading Vendor Services
    NinjaTrader Ecosystem Vendor - QuantKey

    #2
    Incidentally, when the pacing violation happens, I try to exit the platform and it usually hangs such that not all of the chart windows close and I have to end the process. I do not use any locks in the indicators in question, so any lock that is getting deadlocked is internal to NT. The pacing violation only happens on initial startup, and only a small minority of the time, perhaps 5%. To the best of my awareness, this is a second issue, unrelated to the disconnect/reconnect/secondary series sometimes fail one.
    Bruce DeVault
    QuantKey Trading Vendor Services
    NinjaTrader Ecosystem Vendor - QuantKey

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