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IB Gateway/NT8 support group on automated trading


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IB Gateway/NT8 support group on automated trading

  #1 (permalink)
 fernlicht 
Schwyz, Switzerland
 
Experience: None
Platform: NinjaTrader, Visual Studi
Broker: IB, Biftinex, Binance
Trading: Yes
Posts: 59 since Jan 2012
Thanks Given: 7
Thanks Received: 33

Hello all,
I‘m, wondering if there are any people here that have the same issues on
automated trading with NT8 and the IB Gateway. I‘m experiencing a lot
of flaws in that setup and would like to discuss them with people that also
try to find solutions or workarounds.
If you are using that setup please Write here or send me a message
and let’s support each other in a group.
Cheers

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  #2 (permalink)
 spdr142 
Stony Point
 
Experience: Beginner
Platform: NinjaTrader
Trading: Emini ES
Posts: 1 since Feb 2018
Thanks Given: 3
Thanks Received: 0

Hello,
The only way that I have found to to use NT8 automated strategies and the IB gateway is by using gateway version 973. That is only version that does not requires a daily restart. The only downside is that there is a required restart once per week.
If you use a newer version of the gateway, NT8 will failed to reconnect after the gateway does a daily restart. The latest version of NT8 (v8.0.23.2) is suppose to be able to reconnect after a gateway restart but unfortunately the functionally is not working properly yet. Ninja is aware of the issue and they are working on a fix.

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  #3 (permalink)
 fernlicht 
Schwyz, Switzerland
 
Experience: None
Platform: NinjaTrader, Visual Studi
Broker: IB, Biftinex, Binance
Trading: Yes
Posts: 59 since Jan 2012
Thanks Given: 7
Thanks Received: 33


Thanks.
Yes, I tried the latest IBGatewa version y with the latest NT version in combination, but I cant recommend it since I had daily issues.
So I downgraded back to IB 973 and NT 8.0.22.2 which runs typically fine.
Also, I set the runtime variables to KeepRunning and disconnect Delay Seconds to 999999 (was a official NT suggestion) and
no trades during daily reset times. And for several days it runs without any problems....

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  #4 (permalink)
 b16aln 
London
 
Experience: None
Platform: ninjatrader
Trading: ftse100
Posts: 67 since Sep 2017
Thanks Given: 11
Thanks Received: 23

I have several issues with NT8 and IB for automated strategy.

Even using older gateay versions and without the offical daily gateway shutdown you will still have the IB daily server re-set around 5.45am UK Time which afterwards NT8 doesn;t re-connect to so I have to wait for the server to re-set then disconnect and reconnect IB gateway to Nt8. All in all it's around a 5 to 10 min down time depending on whether gateway (manually) reconnects to NT8 without error first time around. If you have an active 24 hour strategy and trades hit during that time you are screwed. I lost a couple of £k when this last happened, totally locked out for 10 minutes watching your account get smashed is a pretty stressful 10 minutes.

Second issue is that at around 10pm-10.15pm if you try to put a forex trade on, IB will reject it because they class this as outside of regular trading hours...even although Forex should trade 24/5. IB don;t even attempt to give an explanation for this, their customer support is the worst I have ever experienced.

All in all, even with gateway workarounds, you cannot get past the above issues/downtime so if you run an automated strategy 24/5 then IB is simply not compatable because it does not provide 24 hour trading. When you then add in the known re-connect issues between NT8 and IB there is absolutely no way that this can be left as an unmanged system.

I've messed about with code which basically sets a timer when IB loses connection and if it doesn;t re-establish within the timer, it programatically disconnects and re-connects. It works in testing but in real life scenario when gateway disconnects after the morning re-set it is hit and miss whether it works. I'm pretty sure it's because sometimes the IB server remains down for much longer than it should so my reconnect timer tries to reconnect while the server is still down. But we're talking 3 to 4 minutes which is a terrible amount of down time for an automated system.

I just don;t think IB is suited to automated trading. In fairness to Ninjatrader they have down some good work over the last couple years on their connection issues and they are much more solid however the IB NT8 reconnection issue is an ongoing saga.

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  #5 (permalink)
 Obelixtrader 
Slovakia
 
Experience: Intermediate
Platform: Ninjatrader 8
Broker: Interactive Brokers,Tastytrade,Birdwingo
Trading: K200M,KOSDQ150,US stock option
Posts: 220 since Aug 2009
Thanks Given: 116
Thanks Received: 109

You should change the server from US to HK server. Reset tíme is after 11pm CEU tíme. 10pm UK time.

Sent using the NexusFi mobile app

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  #6 (permalink)
 erlendsol 
Os, Norway
 
Experience: Advanced
Platform: Ninjatrader
Trading: ES, FDAX
Posts: 3 since May 2011
Thanks Given: 3
Thanks Received: 1

Does anyone have any experience with IB gateway and the new Ninjatrader version 8.0.24.1? I am running Gateway 973 and 8.0.22.2 (which reconnects fine), and have not taken the chance of upgrading yet.

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  #7 (permalink)
 
BrainSailor's Avatar
 BrainSailor 
Frankfurt, Germany
 
Experience: Advanced
Platform: div., IB
Broker: IB
Trading: Futures, Options, CFDs
Posts: 1 since Feb 2021
Thanks Given: 0
Thanks Received: 0

I am also currently using NT 8.0.22.2 and IBG 973.2h on Windows Server 2019. It works but e.g. it does not update positions as it should be. This is fixed in a newer version of NT.
I am currently testing NT 8.0.24.1 with IBG 978.2c. It does reconnect fine and one issue which I reported was fixed. However there is still one issue open which keeps me from using the latest NT for my live strategies. There is a bug which keeps indicators from updating in a multi-timeframe strategie. Everything else seems to work fine until now (just testing since Sunday).
Hope this helps!

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