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Ninja Trader / IB TWS Communications Drop


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Ninja Trader / IB TWS Communications Drop

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  #11 (permalink)
 Fat Tails 
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,858 since Mar 2010
Thanks: 4,238 given, 26,770 received

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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  #12 (permalink)
 otterway 
kansas city
 
Experience: Advanced
Platform: ninjatrader
Broker: IQFeed, Ninja, Own C# with API to Trade King and IB
Trading: stocks
 
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Posts: 39 since Jul 2011
Thanks: 22 given, 25 received

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)
 Koepisch 
@ Germany
 
Experience: Beginner
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: FDAX
 
Posts: 525 since Nov 2011
Thanks: 387 given, 465 received


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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Last Updated on November 30, 2012


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