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Ninja Trader / IB TWS Communications Drop


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Ninja Trader / IB TWS Communications Drop

  #1 (permalink)
 
otterway's Avatar
 otterway 
kansas city
 
Experience: Advanced
Platform: ninjatrader
Broker: IQFeed, Ninja, Own C# with API to Trade King and IB
Trading: stocks
Posts: 39 since Jul 2011
Thanks Given: 22
Thanks Received: 25

I have attempted to find a solution to TWS dropping Communications on average 10 times per day. I am frustrated because I run an automated strategy using Ninja Trader. I have no loss of Communication with any other Data Feed Provider (IQFeed)... I just drop out of TWS and come back 10 to 30 seconds later...

Using Windows 7, 64 bit, 8 gig Ram, Dram 3, Cpu faster than light....

I am willing to swith Brokers for a round trip of $2.00 or less and a solid API. I trade on average 100 trades per day.

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  #2 (permalink)
 
sam028's Avatar
 sam028 
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Weird, you're not supposed to lose TWS connection, if your IQFeed connection still up.
You should try to have a TWS running on another machine, a cheap Linux VPS for example, and see it's better like that. I'm in holidays in the midlle of nowhere, with a "not so good" Internet connection, with Ninja connected to a TWS running on a Linux VPS in Chicago, and was not disconnected today...

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  #3 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
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otterway View Post
I have attempted to find a solution to TWS dropping Communications on average 10 times per day. I am frustrated because I run an automated strategy using Ninja Trader. I have no loss of Communication with any other Data Feed Provider (IQFeed)... I just drop out of TWS and come back 10 to 30 seconds later...

Using Windows 7, 64 bit, 8 gig Ram, Dram 3, Cpu faster than light....

I am willing to swith Brokers for a round trip of $2.00 or less and a solid API. I trade on average 100 trades per day.

I do see occasional comunications drops on the market data. I am not aware that this affects order routing and handling. You can run NinjaTrader on a professional data feed like DTN/IQ and route all orders to Interactive Brokers. All you need to do is to first-ocnnect to DTN/IQ and second-connect to IB.

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  #4 (permalink)
 
sam028's Avatar
 sam028 
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Fat Tails View Post
I do see occasional comunications drops on the market data. I am not aware that this affects order routing and handling. You can run NinjaTrader on a professional data feed like DTN/IQ and route all orders to Interactive Brokers. All you need to do is to first-connect to DTN/IQ and second-connect to IB.

@Fat Tails is right.
@otterway, if you make 100 trades/day, forget about IB datafeed, just use IB as a broker, but not as a data provider. Every know that IB data feed is one of the worst available (but very cheap).
So if you make 100 trades/day, and your account still alive , that mean you are making money, so $100/month for a good data feed may not be a big problem.

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  #5 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Swing Trader
 
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I believe he is already using IQfeed for data an IB for execution. Still, when TWS drops connections, it disrupts his strategies. In this case, he either needs to solve the disconnect problem, or switch brokers for execution elsewhere.

Mike

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  #6 (permalink)
 
otterway's Avatar
 otterway 
kansas city
 
Experience: Advanced
Platform: ninjatrader
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I am using dtniqfeed without interruption... It is rock solid and I can not fault it. I am drop'n out of tws and it disrupts the trades... Because I am making over 100 trades... I have to watch it very carefully... Today...

I developed my own program outside of Ninja and will see if I drop out using my own and the OCX development library for tws...

I will report back within a day or two on my results... I won't be able to trade with it because it lacks the order side... but I can put that in within a few days. I also have taken a copy of multichart and will test the comm side with it also. I can't believe IB would be drop'n out... If it is... then who would want to use them as a Broker?

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  #7 (permalink)
 
medias's Avatar
 medias 
Karlsruhe, Germany
 
Experience: Advanced
Platform: MultiCharts, AmiBroker
Broker: IB/IQFeed
Trading: Stocks, Emini ES
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I had the same problem today. My setup: IB TWS runs on a seperate machine (notebook), whereas my NinjaTrader runs with IQFeed for charting on my main PC. Of course IQFeed ist connected first, IB second. Orders are routed to my notebook. This setup was fine for the last months, no problems ever.

So I chatted with IB technical support, they told me they had connection problems with European markets, which should have been the reason for the "connection lost / magenta grid".
They are working on the problem, it should be solved within the next hour, so the support told me.

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  #8 (permalink)
 
otterway's Avatar
 otterway 
kansas city
 
Experience: Advanced
Platform: ninjatrader
Broker: IQFeed, Ninja, Own C# with API to Trade King and IB
Trading: stocks
Posts: 39 since Jul 2011
Thanks Given: 22
Thanks Received: 25

TWS has dropped out of comm over 5 times in the last hour. I added the OCX to a program that I wrote and just connected and detected how many times it would drop out.

So, this is a killer for me... I trade on SPY and I can alter an order up to twenty times per minute or more... and if I can't because the comm drops... I guess you see my point... I am using the minute chart to determine entry points and buy/sell points.

Does anyone have a broker that is stable comm for $2.00 round trips on 100 shares of SPY... other than IB...

For all those who've written in reply... I'm sorry I have not personally thanked each and everyone of you... but Thank You Now for your response.

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  #9 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Swing Trader
 
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otterway View Post
TWS has dropped out of comm over 5 times in the last hour. I added the OCX to a program that I wrote and just connected and detected how many times it would drop out.

So, this is a killer for me... I trade on SPY and I can alter an order up to twenty times per minute or more... and if I can't because the comm drops... I guess you see my point... I am using the minute chart to determine entry points and buy/sell points.

Does anyone have a broker that is stable comm for $2.00 round trips on 100 shares of SPY... other than IB...

For all those who've written in reply... I'm sorry I have not personally thanked each and everyone of you... but Thank You Now for your response.

Try Lightspeed or MB Trading for equities. Or if it is a NinjaTrader-only issue, try MultiCharts.

Mike

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  #10 (permalink)
 
otterway's Avatar
 otterway 
kansas city
 
Experience: Advanced
Platform: ninjatrader
Broker: IQFeed, Ninja, Own C# with API to Trade King and IB
Trading: stocks
Posts: 39 since Jul 2011
Thanks Given: 22
Thanks Received: 25


I am running Build 918.9a July 22, 2011 from IB... I have wrapped it in a start Java 64 bit layer and forced an open console as well as forced a direct connection vs. browser. I also turned off all data feed from IB because I have dtnIQFeed and it's far more stable and current.

I also modified my strategy adding a Pause button... while bath room breaks, and such take me away from the screen. I have not had any problems yet... knock on wood.... but I don't like holding 60k in stock for more than a minute and I want to sell at every possible turn.

Thanks and bye...

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Last Updated on November 30, 2012


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