NinjaTrader Continuum vs Tradovate

[firefoxforum12]

Hello,

Some questions if I may:

1. What is the difference between a Tradovate connection vs NinjaTrader Continuum? I am a little confused. Is there a difference with Tradovate Demo vs Live vs Continuum in terms of connection?
2. For Tradovate, when NinjaTrader executes a trade, is it sending it direct to Tradovate direct api connection, or is it routing through a Ninja Trader server somewhere (slower)?
3. I see this IP address. Is this a generic NinjaTrader address that does no market related activities (no orders, no data)
   
   
   

I'll take an answer to any Q above where they exist.

Thanks

[backtester831]

I think for the NinjaTrader connection it connects to Tradovate api endpoint because that's in the Log & trace files. Whereas NT Continuum maybe connects directly to CQG?

[NinjaTrader_RyanS]

Hello,

Both connection use CQG as the underlying data provider, but as backtester831 they use different methods/adapters to connect. The data will be the same, however order functionality differs slightly between the two as 'My NinjaTrader' type connections do not support server side OCO functionality at this time. There are additional features/functionalities that have been added to the My NinjaTrader connection as well as part of the 8.1 release, which you can read more on in the link below:

https://ninjatrader.com/support/new-experience-faq/

[backtester831]

I think the "My NinjaTrader" connection, aka live.tradovateapi.com is also behind cloudflare, and the login token might expire sometimes causing a reconnection in NT when it needs to renew because I'm getting a lot more frequent disconnect & reconnects with the new My NinjaTrader than with Continuum (when leaving NT running continuously all week). The trace files make me suspect the login token needed to be renewed.

[rocker84]

I think the "My NinjaTrader" connection, aka live.tradovateapi.com is also behind cloudflare, and the login token might expire sometimes causing a reconnection in NT when it needs to renew because I'm getting a lot more frequent disconnect & reconnects with the new My NinjaTrader than with Continuum (when leaving NT running continuously all week). The trace files make me suspect the login token needed to be renewed.

Same here, I'm having a lot more connection cuts with the 34.120.3.201 connection during trading hours, I'm not counting weekend cuts. And with the aggravating factor that in these last cuts the connection is not reconnected, in two different VPSs. This is actually very disconcerting.

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1246981-nt-does-not-reconnect-after-internet-connection-loss-why

[backtester831]

Same here, I'm having a lot more connection cuts with the 34.120.3.201 connection during trading hours, I'm not counting weekend cuts. And with the aggravating factor that in these last cuts the connection is not reconnected, in two different VPSs. This is actually very disconcerting.
https://forum.ninjatrader.com/forum/...ction-loss-why

I also have a bunch of Rithmic accounts that very rarely have any disconnections. So personally from experience and experimenting have come to the conclusion to use Continuum for self funded accounts, and Rithmic for prop firm accounts.

The syncing clock issue I think is also related to the login token because for example try to change your PC time to a like 6 hours forward, and then open your web browsing to log into ninjatrader.com, it likely won't log in because the PC clock time is already after the token expiration date.

I'm convinced that all these disconnection problems with "My NinjaTrader" \ Tradovate are because of the log in tokens. NinjaTrader essentially borrowed it from Tradovate.com, but that was a platform that was specifically for chart trading through the web, and placing that log in mechanism into NT8 Desktop is causing these unintended issues.

[rocker84]

I also have a bunch of Rithmic accounts that very rarely have any disconnections. So personally from experience and experimenting have come to the conclusion to use Continuum for self funded accounts, and Rithmic for prop firm accounts.

The syncing clock issue I think is also related to the login token because for example try to change your PC time to a like 6 hours forward, and then open your web browsing to log into ninjatrader.com, it likely won't log in because the PC clock time is already after the token expiration date.

I'm convinced that all these disconnection problems with "My NinjaTrader" \ Tradovate are because of the log in tokens. NinjaTrader essentially borrowed it from Tradovate.com, but that was a platform that was specifically for chart trading through the web, and placing that log in mechanism into NT8 Desktop is causing these unintended issues.

yep, same here, on my vps with "Ninjatrader Continuum" (cqg username and pass), no problems. On my vps with "live" button only, it got a lot of disconnections + it is not reconnecting this week. Have you tried the 3rd option "Ninjatrader" ? I have just seen this

https://support.ninjatrader.com/s/article/NinjaTrader-Connection-Guide-Multi-Provider-Mode-Enabled?language=en_US

this user said their problems are solved

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1296118-lots-of-stress-created-by-ninjatrader-this-weekend-all-for-nothing

[backtester831]

yep, same here, on my vps with "Ninjatrader Continuum" (cqg username and pass), no problems. On my vps with "live" button only, it got a lot of disconnections + it is not reconnecting this week. Have you tried the 3rd option "Ninjatrader" ? I have just seen this

https://support.ninjatrader.com/s/article/NinjaTrader-Connection-Guide-Multi-Provider-Mode-Enabled?language=en_US

this user said their problems are solved

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1296118-lots-of-stress-created-by-ninjatrader-this-weekend-all-for-nothing

I'm pretty sure the "live" and "NinjaTrader" connections are the same thing. "Live" just auto logs in with the account you used when starting NT in the NT login popup, whereas "NinjaTrader" allows you to retype the login or connect with a different login from the one used to open NT.

But in the trace files, both connect to the same Tradovate endpoints

[rocker84]

I'm pretty sure the "live" and "NinjaTrader" connections are the same thing. "Live" just auto logs in with the account you used when starting NT in the NT login popup, whereas "NinjaTrader" allows you to retype the login or connect with a different login from the one used to open NT.

But in the trace files, both connect to the same Tradovate endpoints

ok, CQG credentials to not get cuts. The other problem we have to take a look is the latency. For tradovate (34.120.3.201), im getting 1 or 2ms. But on the "Continuum" ip, which seems to be loading data from 67.152.7.226 gives me a ping of 20 / 70 ms, it depends on each vps im using. A harder test should be done, with real trades to see if this is the case, but it seems that the connection with tradovate has less latency.

[backtester831]

ok, CQG credentials to not get cuts. The other problem we have to take a look is the latency. For tradovate (34.120.3.201), im getting 1 or 2ms. But on the "Continuum" ip, which seems to be loading data from 67.152.7.226 gives me a ping of 20 / 70 ms, it depends on each vps im using. A harder test should be done, with real trades to see if this is the case, but it seems that the connection with tradovate has less latency.

It really depends on how you're doing your latency test, because if you're just pinging the Tradovate IP, that may not be the real latency for orders because the Tradovate IP is essentially for logging into the ninjatrader.com website, which is likely cached and served from many different locations around the world. So for example from Europe you can get 1ms latency to Tradovate IP, but that's not the real latency you're going to see for orders.

Your best bet is to place an order, and compare the timestamps in the log file between the events Order Submission (when it was placed on your platform), Order Accepted (when the broker got the order), and Order Execution (when it was filled). Compare these 3 times stamps with orders on Continuum vs NinjaTrader/Tradovate

[rocker84]

It really depends on how you're doing your latency test, because if you're just pinging the Tradovate IP, that may not be the real latency for orders because the Tradovate IP is essentially for logging into the ninjatrader.com website, which is likely cached and served from many different locations around the world. So for example from Europe you can get 1ms latency to Tradovate IP, but that's not the real latency you're going to see for orders.

Your best bet is to place an order, and compare the timestamps in the log file between the events Order Submission (when it was placed on your platform), Order Accepted (when the broker got the order), and Order Execution (when it was filled). Compare these 3 times stamps with orders on Continuum vs NinjaTrader/Tradovate

Yes, to test the latency in orders my idea was something similar, send an order, wait for the position OnPositionUpdate and close it automatically. The difference between the first fill and the last would be the first value to consider, and the second would be between the sending of the order and the confirmation of the position.

But for data loading, which ultimately triggers orders, you say that measuring the latency with the IP that is loading data in a monitor like LiveTcpUdpWatch would not be representative of the distance from the data source?

[backtester831]

Yes, to test the latency in orders my idea was something similar, send an order, wait for the position OnPositionUpdate and close it automatically. The difference between the first fill and the last would be the first value to consider, and the second would be between the sending of the order and the confirmation of the position.

But for data loading, which ultimately triggers orders, you say that measuring the latency with the IP that is loading data in a monitor like LiveTcpUdpWatch would not be representative of the distance from the data source?

I'm not sure, maybe for data loading it would be okay

[rocker84]

2024-04-07 21:23:00:416|1|2|Live: Primary connection=Connected, Price feed=Connected

2024-04-08 21:23:00:177|1|2|Live: Primary connection=Connection lost, Price feed=Connected

2024-04-08 23:42:22:068|1|2|Live: Primary connection=Connected, Price feed=Connected

2024-04-09 23:42:21:877|1|2|Live: Primary connection=Connection lost, Price feed=Connection lost

24hs later, you have a connection lost, epic

[rocker84]

2024-04-07 21:23:00:416|1|2|Live: Primary connection=Connected, Price feed=Connected

2024-04-08 21:23:00:177|1|2|Live: Primary connection=Connection lost, Price feed=Connected

2024-04-08 23:42:22:068|1|2|Live: Primary connection=Connected, Price feed=Connected

2024-04-09 23:42:21:877|1|2|Live: Primary connection=Connection lost, Price feed=Connection lost

24hs later, you have a connection lost, epic

"As recommended, please troubleshoot further with your VPS provider.

If you do not wish to troubleshoot with your VPS provider and confirmed the NinjaTrader Continuum server works for your VPS without issue, you may opt to use that server to connect instead. As they are just different servers, the connection to the account is the same.

Please let me know if you have any additional questions."

It's being very difficult to stay calm

[rocker84]

LOL !!!

new version available, just now!

11991	Changed	NinjaTrader Connection	Improved the ability to auto reconnect after a dropped connection
12193	Fixed	NinjaTrader Connection	Resolved a scenario where Multi-provider connections could prevent disconnecting the NinjaTrader connection

9671

Fixed

Rithmic

Resolved a scenario where a connection wasn't restored after a lost connection

12487

Fixed

SuperDOM

When using multiple connections and primary connection drops market depth data could freeze