NinjaTrader + Rithmic = Not updating positions

[Rogue_Two]

I don't have VPS and I was always under the impression that if I have decent internet access, VPS might not needed. @backtester831 do you think VPS is worth the money you pay? Is routing is something different to the actual internet connection?

You should not need a VPS to have things work properly in my opinion. I have reached out to Rithmic multiple times to try and get this issue resolved with the positions not updating correctly every time I get the default "reach out to Ninja support" or "reach out to Flowbots" support.

Thankfully it seems like Ninja and Flowbots are on the same page now but Rithmic is being so very slow to react.

[backtester831]

I don't have VPS and I was always under the impression that if I have decent internet access, VPS might not needed. @backtester831 do you think VPS is worth the money you pay? Is routing is something different to the actual internet connection?

For me it's 100% worth it, the Rithmic connection on my ninjamobiletrader vps is just simply better than running it locally at home. Even from a simple connecting standpoint, it takes like 15 seconds to connect to Rithmic Trader Pro at home, whereas it loads on the vps in under 3 seconds.

Also for trade copying, I've got 20 Apex accounts, 3 TakeProfit accounts, accounts with MFFU, and TakeProfit. By running the trade copying on the vps, the orders are executed from Chicago so I get almost identical fills across all accounts. The VPS saves me hundreds of dollars of slippage everyday, so it's very worth it for a more stable Rithmic connection, and for me to minimize slippage on copied orders. I've actually got multiple vps from ninjamobiletrader, for manual chart trading and another for leaving automated strategies running without disconnections.

[Rogue_Two]

For me it's 100% worth it, the Rithmic connection on my ninjamobiletrader vps is just simply better than running it locally at home. Even from a simple connecting standpoint, it takes like 15 seconds to connect to Rithmic Trader Pro at home, whereas it loads on the vps in under 3 seconds.

Also for trade copying, I've got 20 Apex accounts, 3 TakeProfit accounts, accounts with MFFU, and TakeProfit. By running the trade copying on the vps, the orders are executed from Chicago so I get almost identical fills across all accounts. The VPS saves me hundreds of dollars of slippage everyday, so it's very worth it for a more stable Rithmic connection, and for me to minimize slippage on copied orders. I've actually got multiple vps from ninjamobiletrader, for manual chart trading and another for leaving automated strategies running without disconnections.

Thanks for the perspective on the VPS! I am in California and sometimes connecting to Apex/Rithmic can take up to 30 seconds! If running off a VPS saves from all kinds of slippage it does sound worth it! Sometimes slippage between copied accounts can be $100+ for me.

[Rudmax]

NinjaTrader_ChelseaB could you kindly share the steps being taken to resolve this issue here in this thread? This will allow all relevant parties to follow along and streamline the process, potentially reducing the number of tickets opened for NinjaTrader and for the vendors. That would be a great assistance to us.

[benghabili]

Hey, is this problem got resolved?

[NinjaTrader_ChelseaB]

Hello Rudmax,

We've brought this to the attention of our developers who after investigating has stated the API code is working correctly and the behavior is most likely high latency with the connection.
While there have been a few cases of this, the behavior is not wide spread and does not affect the vast majority of users connected with Rithmic.

However, I wanted to investigate further and reached out to the Rithmic support team to investigate any odd behavior on their end. They've reported back no issue was identified, but they are adding further RAPI logging which may help the investigation moving forward.

If you are experiencing delayed or missed updates, it is highly advised to use a VPS located in Chicago near the brokerage servers. However, we would like to continue investigating with the Rithmic team and would appreciate log and trace files sent to support [at] ninjatrader.com.

[Moraha]

Hello Rudmax,

We've brought this to the attention of our developers who after investigating has stated the API code is working correctly and the behavior is most likely high latency with the connection.
While there have been a few cases of this, the behavior is not wide spread and does not affect the vast majority of users connected with Rithmic.

However, I wanted to investigate further and reached out to the Rithmic support team to investigate any odd behavior on their end. They've reported back no issue was identified, but they are adding further RAPI logging which may help the investigation moving forward.

If you are experiencing delayed or missed updates, it is highly advised to use a VPS located in Chicago near the brokerage servers. However, we would like to continue investigating with the Rithmic team and would appreciate log and trace files sent to support [at] ninjatrader.com.

This may be a stupid question...I don't really understand these things too much. But if I am located in the suburbs of Chicago, will the VPS still be a better idea to use?

I have a similar situation to the thread poster but I'm not sure it's exactly the same. Where I may have multiple accounts and when it hits the target (let's say I'm long), it turns into a short on some of the accounts. This seems to happen when a quick wick hits my target to the tick.

[brucerobinson]

In case this helps anyone exercising their grey matter on this one….
Reading through the thread some similarities struck some chords
I use ATMs with OCO Orders.
Very occasionally, on the last Exit to execute another ATM would trigger in the opposite direction.
I don’t use a VPS and am across the pond (although latency is quite good).
This happened on CQG, no trade copier

After much back and forth with Support, Log & Trace files etc. Support concluded it was what they described as an ‘in-flight execution’ which I understood to mean a Long was getting ahead of a Short Order ‘in-flight’ I.e. each individual Order getting different routing latency.
IIRC when the rogue ATM triggered in the opposite direction, one Contract would have already been immediately closed out.

I think it also happens with APEX/Rithmic.

I lost the will to live and being a simple soul when I see it my blunt instrument is to hit the kill switch.

It seems similar and without the extra layer of prop firm servers etc - if the above helps someone, good. If it muddies the waters, apologies and ignore

Kind regards,
Bruce

[Rudmax]

Hello NinjaTrader_ChelseaB,

Thanks for the clarification. But we still have a few questions that I hope you'll be able to answer.

We've brought this to the attention of our developers who after investigating has stated the API code is working correctly and the behavior is most likely high latency with the connection.

So it is known that there are problems when many orders are executed "at the same time" (high latency), where NinjaTrader is not able to update the account positions correctly? We know that when we look at the positions in RTrader, we see that they are updated correctly.

While there have been a few cases of this, the behavior is not wide spread and does not affect the vast majority of users connected with Rithmic.

This is affecting everyone who is using trade copiers and/or multiple strategies, where there are a large number of executions being carried out at the same time. That's a lot of users.

However, I wanted to investigate further and reached out to the Rithmic support team to investigate any odd behavior on their end. They've reported back no issue was identified, but they are adding further RAPI logging which may help the investigation moving forward.

We believe, according to all the cases, that there are problems in NinjaTrader to update the positions coming from RTrader, since when we look at RTrader after the issue happens, we see that everything is fine in RTrader that shows the positions correctly, which does not happen in NinjaTrader, we can say that NinjaTrader is not able to update the positions that are being shown in RTrader. Is that correct? If so, I don't think Rithmic support team will help much in this case.

If you are experiencing delayed or missed updates, it is highly advised to use a VPS located in Chicago near the brokerage servers

We don't believe that this will solve the problem, because RTrader is updating the positions correctly, and NinjaTrader communicates with RTrader locally via API and doesn't use the internet for this, it's RTrader that needs the internet and a good connection, and in all cases, whether using a VPS or not, it updates the positions correctly. In short, this will not solve the problem according to our knowledge of the tools.

However, we would like to continue investigating with the Rithmic team and would appreciate log and trace files sent to support [at] ninjatrader.com.

I believe that NinjaTrader is postponing the solving of this issue, because there is nothing more to investigate since it has been discovered that the problem is when there is a high latency in the transmission of data from RTrader to NinjaTrader. So why not solve the problem once and for all? instead of postponing what is negatively affecting the image of NinjaTrader, its Vendors and all the clients who are losing accounts on a daily basis due to this problem.

[NinjaTrader_ChelseaB]

Hello Rudmax,

"So it is known that there are problems when many orders are executed "at the same time" (high latency), where NinjaTrader is not able to update the account positions correctly? We know that when we look at the positions in RTrader, we see that they are updated correctly."

We have had reports from users about missing or delayed position updates and we have reported this to our development.

"This is affecting everyone who is using trade copiers and/or multiple strategies, where there are a large number of executions being carried out at the same time. That's a lot of users."

To confirm, you are able to reproduce this behavior without using any 3rd party trade copiers?

"We believe, according to all the cases, that there are problems in NinjaTrader to update the positions coming from RTrader, since when we look at RTrader after the issue happens, we see that everything is fine in RTrader that shows the positions correctly, which does not happen in NinjaTrader, we can say that NinjaTrader is not able to update the positions that are being shown in RTrader. Is that correct? If so, I don't think Rithmic support team will help much in this case."

This is good information that RTrader is not affected. I will add that information to our report to development.

"We don't believe that this will solve the problem, because RTrader is updating the positions correctly, and NinjaTrader communicates with RTrader locally via API and doesn't use the internet for this, it's RTrader that needs the internet and a good connection, and in all cases, whether using a VPS or not, it updates the positions correctly. In short, this will not solve the problem according to our knowledge of the tools."

From my understanding NinjaTrader does not communicate with RTrader locally and connects directly to the Rithmic API. RTrader does not have to be installed for NinjaTrader to connect. (However, it's necessary to install RTrader at least once to login and accept the documentation to activate the account, but after this RTrader can be uninstalled)

[Rudmax]

Hello NinjaTrader_ChelseaB,

To confirm, you are able to reproduce this behavior without using any 3rd party trade copiers?

This can be reproduced without any 3rd party add-on, just with a auto strategy running on 10 to 20 Rithmic APEX accounts with the same strategy parameter/attributes for all the accounts, where there will be multiple entries and multiple exits (executions) at the "same time".

Is the responsibility for updating the position immediately after the execution of an order handled by a third-party add-on? Can a third-party add-on interfere with or be responsible for a position not being updated in NT?

I know it can be embarrassing when things don't work as they should on the NinjaTrader platform, but as far as we know it's not the fault of third-party add-ons if positions on the NinjaTrader platform aren't being updated correctly.

This is good information that RTrader is not affected. I will add that information to our report to development.

Yes, that had already been reported. Logs and video have even been uploaded. Please check #17 from this post: https://forum.ninjatrader.com/forum/...56#post1311256

RTrader does not have to be installed for NinjaTrader to connect

Perfect, we still have to keep RTrader open to be sure of the positions' status because NinjaTrader can't update them correctly yet.

We have had reports from users about missing or delayed position updates and we have reported this to our development.

I'm really hoping this problem will be resolved in the next NinjaTrader update! If not, I'd love to know when we can expect the solution!

[brownsfan019]

Same happened to me today. Didn't know the solution till after the fact (keep R Trader open).

Clearly this is a Ninja issue (shocking, I know). And equally shocking is the lack of concern to get an immediate solution in place.

Since Ninja's goal is to get into the prop/funding firm space, you might want to correct this. Just an idea.

[brucerobinson]

“Clearly this is a Ninja issue (shocking, I know).” If only.
Speed (or slowness) at which the platform processes the executions. Stick an ATM on with 100 contracts on a Sim account (where processing is local) and watch how long it takes to munch through them…. (go out the kettle on….)

[Rogue_Two]

backtester831 has stated his positive experience using a VPS and it got me very curious to see if it would solve my trade copying issues. I was getting about 30ms latency to live.tradovateapi.com on my home PC in California, but after getting a VPS from Ninja Mobile Trader I am getting a latency of only 1ms! This has taken care of all the trade copying issues that have been plaguing me for months now.

*** UPDATE ***

The input lag and chart lag I was getting in times of higher volatility became very unfavorable so I would much prefer not to use a VPS

[Rudmax]

NinjaTrader_ChelseaB Please share the actions being taken to solve this issue. Will it be fixed in the next NT version?