NinjaTrader + Rithmic = Not updating positions

[Trebuchet]

Positions not closing in Ninjatrader when exiting a positions with trade copier and rithmic trader pro. After I exit a position with my trade copier it still shows I have an open position in some accounts on Ninjatrader 8. A separate account data window opened to positions shows those open trades but notice the Unrealized gains section of my main window doesn't show the gain. Also when I disconnect and reconnect my rithmic connection those trades go away. So when I get out of trades all trades are gone in rithmic trader pro and yet they are all closed according to my P&L in ninjatrader but It shows I have opened positions which I really do not have and until I disconnect and reconnect rithmic connection those fake open positions remain on ninjatrader.

[backtester831]

"Everyones running it on ninjamobiletrader VPS because it fixes the issues with Apex Rithmic trades" I run ninjatradermobile VPS and rithmic accounts and I still have problem with trades not clearing out on Ninjatrader 8 but they clear on Rithmic. I have to shutdown my connnection and reopen ninja connection before trades clear.

Have you asked the vps support about it? They are by far the most knowledgeable and helpful with Apex Rithmic and can fix it for you because they help me with unrelated things all the time like other vendors addons, ninjascript, trade copying, etc.. Their support alone has been invaluable to me

[Trebuchet]

"Everyones running it on ninjamobiletrader VPS because it fixes the issues with Apex Rithmic trades" I run ninjatradermobile VPS and rithmic accounts and I still have problem with trades not clearing out on Ninjatrader 8 but they clear on Rithmic. I have to shutdown my connnection and reopen ninja connection before trades clear.

[backtester831]

Thanks Backtester831 for the suggestion.Will definitely check out the NT VPS. However, many of us have paid good money for the NT desktop software, and since many other platforms integrate seamlessly with Rithmic, adding a VPS cost should be seen as a short-term solution rather than a permanent fix.

For me personally ninjamobiletrader VPS is permanent because it more than pays for itself everyday through the savings on better orders fills with no slippage trade copying to 20 Apex Rithmic accounts, and Tradovate accounts from some other prop firms.

[Finley]

Everyones running it on ninjamobiletrader VPS because it fixes the issues with Apex Rithmic trades

Thanks Backtester831 for the suggestion.Will definitely check out the NT VPS. However, many of us have paid good money for the NT desktop software, and since many other platforms integrate seamlessly with Rithmic, adding a VPS cost should be seen as a short-term solution rather than a permanent fix.

[backtester831]

I appreciate the efforts of the trading community to try and solve this issue!!

I currently use Apex Trade Copier for 8 Rithmic (APEX) and 4 Tradeovate (TPT, MFF) prop accounts. As others have discussed, there are frequent issues with completed trades showing as open in NT but closed in Rithmic.Any effort to close the position in NT triggers a naked position with Rithmic in the opposite direction. Tradeovate rarely seems to have an issue.

Now some anecdotal evidence. Following several traders on YouTube who use Rithmic with other platforms such as Sierra Charts or Quanttower, they use their built-in trade copier and rarely, if ever, have issues with Rithmic. So, does this help narrow down the potential issue, perhaps?

Everyones running it on ninjamobiletrader VPS because it fixes the issues with Apex Rithmic trades

[Finley]

I appreciate the efforts of the trading community to try and solve this issue!!

I currently use Apex Trade Copier for 8 Rithmic (APEX) and 4 Tradeovate (TPT, MFF) prop accounts. As others have discussed, there are frequent issues with completed trades showing as open in NT but closed in Rithmic.Any effort to close the position in NT triggers a naked position with Rithmic in the opposite direction. Tradeovate rarely seems to have an issue.

Now some anecdotal evidence. Following several traders on YouTube who use Rithmic with other platforms such as Sierra Charts or Quanttower, they use their built-in trade copier and rarely, if ever, have issues with Rithmic. So, does this help narrow down the potential issue, perhaps?

[Rudmax]

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

[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

[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….)

[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.

[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!

[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,

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.

[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