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Continuum by CQG
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Continuum by CQG

  #171 (permalink)
Elite Member
Overland Park, Kansas
 
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Platform: NinjaTrader
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NinjaTrader View Post
Lot's of questions so I will boil the answers down:

- Relative to CQG/Continuum, I can't speak to more specifics on their API relative to connections, this is a question for their developers. Historically we triggered a disconnect when CQG API reported a slow connection state. We have changed this with R22 to keep ignore this state and not report a lost connection. We are comfortable in doing this since in our testing, slow connection state seems to be infrequent and temporary.

- Rithmic, there is no issue that NinjaTrader can address. The Rithmic API controls the connection state, we simply pass through the information

- R22 was targeted to be released by the end of this week. If our testing goes well, that could still be the case. I simply stated a few more weeks in the case that we run into an unexpected issue.

A big "Thanks" to Ray and his staff. I spoke with Ninja a day or so ago and they were very forthcoming about the CQG issue mentioned here....and I am confident they will deliver as good a solution as is possible.
As mentioned by others already....I would rather have Ninja take the time and test instead of rushing it into production.

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  #172 (permalink)
Elite Member
London + UK
 
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I think the issues identified in this post suggest to me, that its a good idea to invest in a decent connection/hosting. Or I may look a secondary market data feed. I think many more people are going down this route after connectivity issues with many vendors over recent times, however this of course is no guarantee but we can only be prudent.

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  #173 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
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sands View Post
I think the issues identified in this post suggest to me, that its a good idea to invest in a decent connection/hosting. Or I may look a secondary market data feed. I think many more people are going down this route after connectivity issues with many vendors over recent times, however this of course is no guarantee but we can only be prudent.

In this case a decent connection helps, but is not enough.

Normal and good behavior:

Tuesday, February 18, 2014 2:48:07 AM
Tracing route to 208.48.16.224 over a maximum of 30 hops
1 2 ms <1 ms <1 ms [TOP SECRET !!!]
2 23 ms <1 ms <1 ms [TOP SECRET !!!]
3 <1 ms <1 ms <1 ms [TOP SECRET !!!]
4 <1 ms <1 ms <1 ms chp-brdr-04.inet.qwest.net [63.146.26.229]
5 <1 ms <1 ms <1 ms cer-cntr-01.inet.qwest.net [205.171.93.54]
6 1 ms 1 ms 1 ms 67.128.209.11
7 1 ms <1 ms <1 ms 208.48.16.224
Trace complete.


Ugly route :

Wednesday, February 19, 2014 11:03:31 PM
Tracing route to 208.48.16.224 over a maximum of 30 hops
1 1 ms <1 ms <1 ms [TOP SECRET !!!]
2 <1 ms <1 ms <1 ms [TOP SECRET !!!]
3 <1 ms <1 ms <1 ms [TOP SECRET !!!]
4 21 ms <1 ms <1 ms chp-brdr-04.inet.qwest.net [63.146.26.229]
5 361 ms * * cer-cntr-01.inet.qwest.net [205.171.93.54]
6 339 ms * * 67.128.209.11
7 * 377 ms * 208.48.16.224
8 * * * Request timed out.
9 377 ms 376 ms 373 ms 208.48.16.224

Trace complete.

Success requires no deodorant! (Sun Tzu)
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  #174 (permalink)
Elite Member
London + UK
 
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sam028 View Post
In this case a decent connection helps, but is not enough.

Normal and good behavior:

Tuesday, February 18, 2014 2:48:07 AM
Tracing route to 208.48.16.224 over a maximum of 30 hops
1 2 ms <1 ms <1 ms [TOP SECRET !!!]
2 23 ms <1 ms <1 ms [TOP SECRET !!!]
3 <1 ms <1 ms <1 ms [TOP SECRET !!!]
4 <1 ms <1 ms <1 ms chp-brdr-04.inet.qwest.net [63.146.26.229]
5 <1 ms <1 ms <1 ms cer-cntr-01.inet.qwest.net [205.171.93.54]
6 1 ms 1 ms 1 ms 67.128.209.11
7 1 ms <1 ms <1 ms 208.48.16.224
Trace complete.


Ugly route :

Wednesday, February 19, 2014 11:03:31 PM
Tracing route to 208.48.16.224 over a maximum of 30 hops
1 1 ms <1 ms <1 ms [TOP SECRET !!!]
2 <1 ms <1 ms <1 ms [TOP SECRET !!!]
3 <1 ms <1 ms <1 ms [TOP SECRET !!!]
4 21 ms <1 ms <1 ms chp-brdr-04.inet.qwest.net [63.146.26.229]
5 361 ms * * cer-cntr-01.inet.qwest.net [205.171.93.54]
6 339 ms * * 67.128.209.11
7 * 377 ms * 208.48.16.224
8 * * * Request timed out.
9 377 ms 376 ms 373 ms 208.48.16.224

Trace complete.

Nice illustration of the issue. A prudent DR plan helps but there's no guarantees. Hopefully the fix comes to market cleanly. What's the max downtime you've seen when it drops?

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  #175 (permalink)
Administrator: Retired Backtester
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Rennes France
 
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sands View Post
Nice illustration of the issue. A prudent DR plan helps but there's no guarantees. Hopefully the fix comes to market cleanly. What's the max downtime you've seen when it drops?

The worst last week was 12 minutes.

Success requires no deodorant! (Sun Tzu)
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  #176 (permalink)
Elite Member
Germany
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: NTB / Continuum
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Had some connection issues as well today.

There were serveal price feed connection losses.

@sam028 Is this the IP address to Continuum Server? 208.48.16.224

However, I guess this high ping is an ISP issue and not a NT, CQG or Continuum issue.

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  #177 (permalink)
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London + UK
 
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sam028 View Post
The worst last week was 12 minutes.

Not good mate I'm looking to use these guys, is there an official SLA (service level agreement) on outages?.

I think they advertise they've data centres routing users globally, are there any views on particular regions that are suffering or is it a global issue with the vendor?

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  #178 (permalink)
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can you get live NYSE cash indices and data through Continum?, or just through CQG?

does it require an individual license or direct expense and an application specifying which exchange and what level of data one requires?

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  #179 (permalink)
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Continuum

Anyone have a clue why it takes a couple of days to get hooked up to Continuum through Mirus? Never had that problem before with any other datafeed - usually turns on immediately. I use TradeStation and Ninja with Mirus. Thanks.

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  #180 (permalink)
Elite Member
Budapest Hungary
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Mirus/...
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Posts: 6 since Oct 2010
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NinjaTrader View Post
- Relative to CQG/Continuum, I can't speak to more specifics on their API relative to connections, this is a question for their developers. Historically we triggered a disconnect when CQG API reported a slow connection state. We have changed this with R22 to keep ignore this state and not report a lost connection. We are comfortable in doing this since in our testing, slow connection state seems to be infrequent and temporary.

Does "slow connection state" mean delayed (latency?) or filtered data?
What amount of delay and/or data bandwidth are ranked as "slow" by the API?
And what about primary connection issues?

If NT will not report lost connection, will the user know about delayed/filtered connection state?

I have had disconnections since end of January almost every day. Mostly disconnected price feed with price data is coming, once with delayed (by several minutes) time stamp... I had several disconnections of the primary connection too.

Thank You for answer, Sir.

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