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Ninja Trader / IB TWS Communications Drop
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Ninja Trader / IB TWS Communications Drop

  #11 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,682 since Mar 2010
Thanks: 4,226 given, 25,727 received

What is a Disconnect?

I have noticed a specific problem which is also linked to NinjaTrader API and the way it handles the data feed from Interactive Brokers.

If I look at the Interactive Brokers market data connections, it typically turns orange a few times, after the cash markets are closed. Looking at the market data in detail shows the following picture:

eurofarm: connected
cashfarm: disconnected
cusfuture: connected
usfarm: connected
usfuture: connected

When trading futures, I do not need market data from cashfarm. So I can continue trading without problems. However, if I check the connection status of NinjaTrader for
 
Code
Bars.MarketData.Connection.PriceStatus  == Cbi.ConnectionStatus.Connected
it will return the value false.

This affects sound alerts and strategies, which use that information. It is basically a false disconnect, because the cash farm has been switched off, once the cash markets are closed.

Unfortunately the Interactive Brokers API of NinjaTrader cannot differentiate between the various farms when establishing the connection status.





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The following 2 users say Thank You to Fat Tails for this post:
 
  #12 (permalink)
Elite Member
kansas city
 
Futures Experience: Advanced
Platform: ninjatrader
Broker/Data: IQFeed, Ninja, Own C# with API to Trade King and IB
Favorite Futures: stocks
 
otterway's Avatar
 
Posts: 39 since Jul 2011
Thanks: 22 given, 21 received

Thank you...

I have solved my comm problems with the post above... I am writing my own software to speed up my trading and to connect directly with TWS through a socket... Although C# is a good language... C++ will get me where I need to be and I will not be restricted to Net 3.5... I can encapsulate charts using Net 4.0 and use other C++ libraries for indicator basics... but I've really developed my own... I really need to drive to the tick level verses the chart level...

All good things start at the top of the candle... with tick of the wick!

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  #13 (permalink)
Elite Member
@ Germany
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: FDAX
 
Posts: 448 since Nov 2011
Thanks: 275 given, 374 received

Current State


Hi Gang,

can anyone share their current experience connecting the own application / NT to the TWS via the API? I'm curious if there are any stumbling blocks for medium sized (Daily ca. 200-300 trades a 5-30 cars) autotrading systems.

Thanks Koepisch

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