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Ninjatrader 8 & IQfeed incompatibility - out of date support
Does anyone else have any problems with Ninjatrader 8 randomly disconnecting from IQfeed? This has been happening to me ever since I started using NT8 and I have discussed it at length with the NT8 support but to no resolution. I have also discussed it with the IQfeed support and through the IQfeed logs they can see that I am staying connected to IQfeed at all times however NT8 is disconnecting IQfeed from it's ports. The problem then is that NT8 will not automatically re-connect to IQfeed.
It is impossible for me to leave trades running while I'm away from the computer, or even think about leaving them running overnight, while using the IQfeed connection, for fear of being randomly disconnected.
I believe the problem is due to NT8 only supporting IQFeed Client Software version 5.1.1.3. This version is from 2014. It's pretty poor that NT8 haven't updated to support the client that they get their kinetick data from. I'm pretty sure Ninjatrader would not expect their customers to use an NT8 version from 2014. It's really out of date and seems the obvious answer to why there are constant connection issue.
Can you help answer these questions from other members on NexusFi?
If i remember correctly, one of the fixes of the IQclient was reconnection after connection loss
so if you are on the old version, for sure the problem is known and there..
It is amazing how such software companies (NT) can survive with poor version control, poor
release management.. The only reason is that retail investors accept that, no other party would
accept to change on the fly software components and install new things without proper testing
While people in support are responsive and very collaborative
I see this over and over, versions are pushed down the pipe
you MUST install immediately without proper release notes and open bug list
It also tells a lot about this industry
it's more like the release of a new version of a game than a critical trading application
and many people operate it as a game
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6.0.0.5 Release Available
We have completed our work on the issue that prevented some users from reconnecting after a disconnect. We believe we have successfully isolated and corrected this issue. Internal testing of the fix, and the results of a limited roll out, has also been successful. So at this time, we would like to invite you to continue with your own testing and to let us know if any issues persist for you or your customers.
6.0.0.5 has been placed on our website and it is available now for immediate download. If you experience any issues with connectivity, or any other item, please let us know.
Thank you for your patience and assistance in helping to track this down.
--------------------
We are contacting you today in regards to the recent release of the IQFeed 6.0 client. Over the last few weeks, we have found that a small number of users had issues with being able to reconnect to IQFeed after a disconnection. Although this issue has been experienced by less than 1% of the users who upgraded, we have decided to roll back the IQFeed client on our website to version 5.2.7.0 to allow our development teams time to analyze and address the issue
If you have already completed development to the 6.0 protocol, you may continue to use that version and your service will not be impacted by this change. We apologize for any issues or confusion this may cause for you or your customers. We value your business and will send further communication once a new IQFeed build has been placed on our website.
Thanks for the reply rleplae, I totally agree with what you're saying.
Ninjatrader senior support keep trying to say it's my computer or network at fault but it clearly isn;t. I can connect to Kinetick flawlessly which is just Ninjatraders re-packagin and re-selling IQfeed data.
The main issue for me is when I have a broker account connected in the 2nd connection slot. NT8 disconnects IQfeed then reverts to broker for data which it cannot get as i don't pay for broker data, then it won't reconnect to IQfeed.
See the following screenshots from a test I did last night. First one shows IQfeed randomly disconnecting all the time. However without a broker connected it appears to reconnect. On second screenshot I have broker connected and you see NT8 doesn;t reconnect to IQfeed, it tries to get data from broker then won't reconnect to IQfeed and finally 3rd screenshot shows chart stopped receiving data at the disconnect 6.44am.
I guess if you're just playing about with a trading account these things go unnoticed but how can a serious trader be expected to use this? The big problem with lost data is that ATM stop levels are held on NT8 until the trade is open, so if you have an order in the market overnight and it hits, you will open the trade as the open order sits with broker but have no stops in the market as the ATM sat on NT8. If you're playing a tight stop strategy you might wake up to your account wiped out in the morning if the trade runs on against you. It's totally unreliable and dangerous.
Ninjatrader, would you care to comment on this risk that your users are facing?
@b16aln, what does a MTR (WinMTR) to the IQFeed endpoint is saying (the address should be 66.112.148.xxx, see in the IQFeed Connection Manager)?
What is showing the IQFeed Connection Manager (Reconnections, Attempted Reconnections)?
I just setup a test machine with a similar setup (NT 8.0.16.1, IB Gateway 960.2g, IQFeed 5.2.5.0), so we'll see after few days. I'm running the same setup on my dev desktop and didn't saw that, but it's not running 24/7.
I may have few dozens of clients using something similar too and never heard of such problem, so it would be interesting to figure out what's wrong in your case.
I am using IB TWS latest version. I cannot use IB gateway with NT8 because NT8 cannot display forex P&L properly so I have to use IB TWS to track my P&L.
I'm not using the old version of IQfeed either because that is 4 years out of date. IQfeed have checked all the logs and my PC is not disconnecting from IQfeed at all. It is NT8 that is closing the sockets on it's connection to IQfeed. I have tested on the old supoprted version of IQfeed and the same problem exists.
From an NT perspective, the IQfeed is a local connection to the IQFeed fat client.
If IQfeed on top confirms that there never was a disconnect, then that is even looking more weird.
In the IQ fat client there are statistics, you could keep it open and see if the counter of reconnect increments.
The questions then remains why NT is thinking it lost the connection (or maybe it does), are there any
other tools on your machine that may intervene with the local TCP/IP stack, as the connection from NT
to IQ is local (127.0.0.1, there are actually multiple ports, they are in the registry).
Do you see anything in the event viewer of your machine ?
It was originally networked but I now am WIFI as I got a new connection (when NT were blaming my internet). It was the same whether it is networked or WIFI.
The only tool I can think off is IB TWS, I'm sure the connection is also 127.0.0.1, that is the default set up in the NT8 connection guide also. However, the disconnects happen even when IB TWS is closed. The difference is that when IB TWS is open and connected, IQfeed cannot re-connect to NT8.
Small correction, the initiative is always from the consuming client
in this case, NT makes the connection, if it lost the connection, it will re-open a new connection.
I would recommend to approach the problem in a structured way, each step allowing to
confirm or exclude a scenario
1. confirm IQfeed is not re-connecting Y/N (reconnect counter stays zero)
2. confirm NT is loosing connection, while IQfeed did not loose it's connection
In parallel, testing from @sam028 will shed another light
If there is no Internet issues then it's the internal TCP connection which is failing.
It would be interesting to open a Telnet connection (using Putty for example) on 127.0.0.1 port 9300 and see if you have a continuous heartbeat message.
