Thats great, so if I am using a VPS, trading ZB and using Continuum feed with Ninjatrader Brokerage, what should I be pinging and how do I get their ping addresses? (I'm not good with networking). Also, should I just use MultiPing? Not sure if I need to use both applications?
In the event of a connection loss, am I correct in thinking it will either be a:
1. loss of connection to the internet
2. loss of connection to the data providers server (continuum)
so to diagnose the specific issue, I would need to ping two addresses:
1. A normal website such as google.com
2. Data providers server
Or am I missing something?
Last edited by nourozi; February 12th, 2015 at 12:12 AM.
I use a very simple application in my trading computers that will immediately notify me if there is a disconnection if I'm in front of the computer. As I run some strategies overnight, it will create a log if there was any disconnection. It's called Net Uptime Monitor, and I believe it's just $10 bucks. I'm sure there must have something more sophisticated out there, but I've been using this little app for years. I should say I rarely have a disconnection, maybe a couple of times a year if much. I never had to call the broker. I also have a wireless internet connection for back up just in case (Verizon LTE Mifi Hotspot - an older model of this one Verizon Jetpack MiFi 6620L | Verizon Wireless ).
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Let me start by saying I'm a Trader not an IT guy. I discovered pingplotter in my search for a better understanding of my connection. There are others out there who understand this subject much better than I.
There are two separate issues here. First your connection to your VPS and secondly your VPS's connection to the data supplier.
Do you connect to your VPS using a VPN or just straight over the internet? Your VPS has an address, called an IP address, which is of the form of four 1-3 digit numbers all seperated by decimal points. Something like 220.127.116.11 (which is actually the IP address of www.bigmiketrading.com). If you connect using a VPN the IP address is probably displayed right there on the VPN software. If you don't connect using a VPN you may need to look at your RDP or VNC settings to find it. Or ask your broker.
Input that number/IP Address into PingPlotter and off you go. Pingplotter will then show you every step in the internet connection from your home in NZ to your VPS in Chicago. It will also show you how long it takes internet traffic to make everyone of those steps and if there is any packet loss, what the packet loss is for every step. When you lose connection, several of these will go red, show an error in ping time and 100% packet loss. The first location where this is visible is where the problem is. I would recommend reading some of the pingplotter resources available at https://www.pingplotter.com/gsg/index.html. If you look at the chart they show in "Finding the source - Part 2" there is very clearly a problem (but not a complete disconnection) starting at hop 9.
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In reality I find when I have a problem it's even more obvious than the chart implies.
if you want to test the stability of your connection to the dataprovider you would need to do exactly the same thing, but this time pingplotter would need to be located on your VPS and pointed at the data provider.
Yes they are two different issues. Note that "loss of connection to the internet" is technically not correct. It would be "loss of your connection to your VPS". You might still be connected to the internet, it could just be that there is an issue in teh internet connecting to your VPS.
Yes you could do that (see below), but pingplotter will give you a more specific diagnosis.
The Free, but Crude Method.
On a windows machine open a "Command" window. On Windows XP and W7 box's you do this by clicking the start menu and then "Run" and then in the box type "cmd". In the black box that opens type
which should give the same result - specifically it will show you how internet traffic goes from your computer to the address requested (in this case the bigmike forums). This is actually what pingplotter is doing but it is repeating it continually and plotting the charts graphically.
This will show you what the total time to reach the destination is, but not what route it takes.
Finally if you type
This will send a continous stream of ping requests to the destination. As soon as one is resolved it sends another. When you start getting "host unreachable" or "timed out" errors - you have a connection problem.
Now if you open two of these windows. Set one to ping continuously the first node on your network (obtained by using the tracert command) and set the other to ping continuously your target destination.
If both go down, then your internet connection is down.
If your first node continues responding, but your destination ping goes down, you know that your internet connection is still up, BUT there is a problem on the internet that is preventing you reaching your destination.
Now back to trading...
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I have a fully automated strategy running on my VPS so the issue is not the connection from my local computer to my VPS. The issue is the connection from my VPS to my data provider or to the internet I think.
Am I correct in assuming the following is the process/route in which I receive data from the exchange?
1) Data is sent to the data provider from the Exchange
2) Data provider sends data to the Brokerage
3) Brokerage sends data to my trading platform
I believe that's correct but not 100% sure. It's not something I'm very versed in as my broker (Advantage Futures) connect directly to the raw exchange feeds so there is no data provider in the middle. I use TT's Xtrader and it's very easy to tell whether the issue is my servers connection to the Gateway's or the Gateway's feeds from the exchange. In reality any issues between my server and the exchange normally means a rather significant failure, and not something that automatically corrects itself a few seconds later. Obviously this will vary greatly depending upon your individual setup.
If you're using >= Windows 7 the Network section of the resource Monitor is an easy look, there's a button for it in the Performance section of the Task Manager. That way you can see what's actually being used.
Sorry can't help you there - it will be software specific. With TT I can click on something called Guardian and immediately see all the Gateways and their IP address's.
If the problem is the datafeed doesn't your software register/record/log that it lost connection? With TT I can clearly see when/if I lose my connection to the price server, or if the price server goes down, both of which would obviously mean I lose prices.