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Ask Me Anything (AMA) with NinjaTrader Client Services

  #231 (permalink)
 
DavidBodhi's Avatar
 DavidBodhi 
Milwaukee, WI, USA
 
Experience: Intermediate
Platform: NinjaTrader
Trading: Equities
Posts: 209 since Oct 2014
Thanks Given: 23
Thanks Received: 207


Fibbee View Post
Why does ninjatrader lose connection to data?

I have used your platform(s) for 10 years now and the one issue I can not seem to figure out is lost connection.

It seems to happen no matter the internet I have, the computer I use, the VPS I pay for, the feed I run.

All I want for Christmas is to be able to run my systems Sunday through Friday without a drop in connection.

Please help me understand why this happens, why it seems to be more common on NT than any other platform I have used and what I can do to ensure the most stable connection?

When I have inquired in the past about this through the support channels, everyone points fingers. Ninja says its my internet, the vps provider says we're stable its the platform... round and round we go.

I've been using Ninjatrader for about 6 years and virtually never have the connection drop. Maybe twice in that amount of time and it's always been a general Internet outage. Doesn't really help you much, but it's the same program and I don't see what you're seeing.
Maybe the issue is the cabling in your area, rather than the specific service you're paying for.

There are things you could do to help narrow down where the problem is, though. Like writing a batch script that pings both your broker's server and Google or Yahoo, as well as some other less-well-known sites, then writes the results to a disk file. When you lose connection check if the pings stopped working entirely or just to your broker. That'd tell you whether it was Internet/routing related, at least. If no break in pings occurs, it's got to be internal to your computer and, if you've changed computers, as it sounds like you have, then there may be some other software you're running that's getting in the way.

If you have any older computers still lying around, strip out everything but the OS and Ninjatrader and see if it still happens....
Just some random thoughts hoping to help isolate the problem...

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  #232 (permalink)
 
DavidBodhi's Avatar
 DavidBodhi 
Milwaukee, WI, USA
 
Experience: Intermediate
Platform: NinjaTrader
Trading: Equities
Posts: 209 since Oct 2014
Thanks Given: 23
Thanks Received: 207


traderalex81 View Post
Ninja is complete garbage, but everyone is still using it, they will always blame something/someone but not themselves. I moved on and got rid of my lifetime license.

Ninjatrader has limitations, like any software package, but it's not garbage. My frustration with it only peaks at about 30% when I'm confronted with a limitation. Otherwise, I'm quite happy with it.

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  #233 (permalink)
 
Fibbee's Avatar
 Fibbee 
Boston, MA. United States
 
Experience: Intermediate
Platform: Ninja
Trading: Futures and Forex
Posts: 159 since Sep 2011
Thanks Given: 102
Thanks Received: 166



planetkill View Post
Who is your data provider and who is the vps provider?

I've previously had data disconnections on my local machine with NT as the data source.
But haven't had any issues in over a year since switching to iqfeed and running on an Azure window server vm


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  #234 (permalink)
 
Fibbee's Avatar
 Fibbee 
Boston, MA. United States
 
Experience: Intermediate
Platform: Ninja
Trading: Futures and Forex
Posts: 159 since Sep 2011
Thanks Given: 102
Thanks Received: 166


planetkill View Post
Who is your data provider and who is the vps provider?

I've previously had data disconnections on my local machine with NT as the data source.
But haven't had any issues in over a year since switching to iqfeed and running on an Azure window server vm


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Continuum and Hyper V with Interserver.net

I was previously with VPSserver.com but I can get a lot more computing power for the money with Interserver

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  #235 (permalink)
 planetkill 
New York City + NY/United States
 
Posts: 356 since Sep 2018
Thanks Given: 108
Thanks Received: 311

Continuum is Ninjatrader, right?
I had disconnects with it too.

Switching to iqfeed the data quality seems much better, and tick data is actually time-stamped so the chart doesn't look different each time you reload.

Iqfeed is around $120 per month, but after a year of use I think it's been worth it.

Also a part of me feels like separating the live data from the broker is the prudent move.
Fibbee View Post
Continuum and Hyper V with Interserver.net

I was previously with VPSserver.com but I can get a lot more computing power for the money with Interserver

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  #236 (permalink)
 
deandavis's Avatar
 deandavis 
Poulsbo, Wa US
 
Experience: Intermediate
Platform: NinjaTrader Tradestation
Broker: Ninja Trader, Continuum
Trading: ES, CL
Posts: 30 since Jul 2010
Thanks Given: 109
Thanks Received: 6

I have two items to be considered. I run both Ninja trader V8 most recent update and Tradestation both at the same time and on the same computer. Since about February I have been experiencing disconnects from data but when this happens it is for only for miliseconds but it happens to both platforms at the same time. My ISP is Century Link which is my only option. My data for Ninja is Continuum and I have no idea who provides Tradestation with their data. I guess my point here is that the breaks must be from the ISP since both platforms go off and on at the same time.

My second item is really a question. I note that many of the responders to this link are using VPNs I would like to ask Why you feel the need to do this and does not this add signifyingly to your latency?? What am I missing. If you are off shore or in Mexico I can understand the VPN but not if you are in ConUS.

Thanks

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  #237 (permalink)
 tradingwarrior 
San Francisco
 
Experience: Intermediate
Platform: Daytradr, NT8, TOS, IB
Broker: Lightspeed, IB, TOS
Trading: Stocks
Posts: 5 since Oct 2012
Thanks Given: 2
Thanks Received: 0


NinjaTrader View Post
Tradingwarrior,

Please private message me with your email you opened a support ticket on so that I may have my staff double check, generally I expect the tape between IQFeed and NinjaTrader to be the same outside of a corner case.

Finally received a response.....wanted to share the update on this phenomena. Basically, it's intentional but we'll create a feature for the few who care about transparency in time and sales.

----------------------------------
For a refresher, this is about odd lots on IQFeed and their display in NinjaTrader. Here is the history and where our stance is for now. However I do have this on my list to offer choice in the future for NinjaTrader clients moving forward.


Per my communication with IQFeed support in their experience, it's their belief that the majority of clients desire to NOT see extended trades. Extended trades defined as Odd Lots and form T, out of sequence, block, sweep, etc. However, some clients do wish to see them as yourself in both the realtime feeds AND the historical feeds.
IQFeed does support the ability for the front end platform (NinjaTrader) to decide to include them or not in both realtime feed and historical feed.
NinjaTrader has been using the feed with them excluded.

-----------------------------------

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  #238 (permalink)
 loantelligence 
Syracuse, NY
 
Experience: Intermediate
Platform: Ninja Trader
Broker: Mirus Futures/Zen-Fire
Trading: NQ
Posts: 218 since Jan 2011
Thanks Given: 31
Thanks Received: 189

just a note on dropped or lost connections....my provider was spectrum cable....hardly ever lost a connection....but moved to FIOS (Verizon) cable....dropping connections all the time......Went to a VPN.....using FIOS....and connections are good again....the other thing i noticed...Spectrum was slower but acceptable....less lost connections....the First FIOS was very fast but dropping all the time...went to VPN thru FIOS......back to Spectrum Speeds.....no lost connections...so currently always going thru a VPN and enjoying no lost connections..

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  #239 (permalink)
 planetkill 
New York City + NY/United States
 
Posts: 356 since Sep 2018
Thanks Given: 108
Thanks Received: 311

I use a vps because some order types are held locally on the machine before being sent to an exchange. This means that if your local connection is disconnected, your orders won't be fulfilled. For example, market if touch orders or simulated stops. It's true there is added latency for the remote desktop connection, but that added lag hasn't been a problem for trading.
deandavis View Post
I have two items to be considered. I run both Ninja trader V8 most recent update and Tradestation both at the same time and on the same computer. Since about February I have been experiencing disconnects from data but when this happens it is for only for miliseconds but it happens to both platforms at the same time. My ISP is Century Link which is my only option. My data for Ninja is Continuum and I have no idea who provides Tradestation with their data. I guess my point here is that the breaks must be from the ISP since both platforms go off and on at the same time.

My second item is really a question. I note that many of the responders to this link are using VPNs I would like to ask Why you feel the need to do this and does not this add signifyingly to your latency?? What am I missing. If you are off shore or in Mexico I can understand the VPN but not if you are in ConUS.

Thanks

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  #240 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,469 since Jun 2009
Thanks Given: 33,246
Thanks Received: 101,669


I run a failover fully redundant solution here, with dual gigabit fiber from two different backbones.

I suggest you look into a consumer friendly service like Speedify. It's not a regular VPN, because it's specifically designed for bonding and multiplexing single connections over both lines (something most all VPNs cannot do).

You would need either both coming in to your PC over Ethernet, or one wifi and one Ethernet, or buy a second USB wifi adapter and you can do both incoming lines from your isp's over WiFi.

The connection adds redundancy against packet loss as well. Worth a look perhaps, and added benefit is not demanding a higher end router that does failover (and they don't do bonding of single TCP connections either).

You can also do this with FiOS + LTE for example. Several solutions on Amazon for USB pluggable sim LTE solutions.

Another option is to do something like me, where I have a dedicated box that runs Linux and my Speedify app, bonds them to my dedicated server in Miami with multiplexing, and then provides the uplink to my router so it doesn't need anything else. My router let's me create a specific WiFi network for each port (UniFi USG) so my office runs that while other normal WiFi in house is a separate network.

We are off topic here, feel free to start another thread if you wish.
loantelligence View Post
just a note on dropped or lost connections....my provider was spectrum cable....hardly ever lost a connection....but moved to FIOS (Verizon) cable....dropping connections all the time......Went to a VPN.....using FIOS....and connections are good again....the other thing i noticed...Spectrum was slower but acceptable....less lost connections....the First FIOS was very fast but dropping all the time...went to VPN thru FIOS......back to Spectrum Speeds.....no lost connections...so currently always going thru a VPN and enjoying no lost connections..

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