Connection problem with brokers data feed. [Archive]

shawnj

10-05-2007, 09:17 AM

Twice in the last 3 days and 4 times in the last month I've had problems establishing a quote feed with my patsystems broker data feed.

When I initiate the Connect command, the connection establishes as normal with no errors in the log. However, no quotes come in. Each time, I tried disconnecting and reconnecting, then exiting ninja and restating, then exiting ninja and rebooting. None of this helped.

Each time I then called my broker's tech support who stated there were no problems on their end. Each time, the tech "reset" my account and on restart of ninja everything worked correctly.

This is very frustrating to start each day with this type of random technical problem. Any thought on what is causing this or how to proceed to troubleshoot this?

NinjaTrader_Ray

10-05-2007, 09:28 AM

Unfortunately not. I could speculate that there is something wrong on the brokers end. I state this since between not working and working, you have not changed anything in NT. What's changed is a reset on the brokers end which points to something on their servers changing that would cause this problem.

shawnj

10-05-2007, 12:35 PM

So I'm stuck with a situation where the broker says its NinjaTrader and NinjaTrader says its the broker. sweet.

NinjaTrader_Ray

10-05-2007, 12:49 PM

I am sincerely sorry you are in that position but from a logical standpoint the only possible source of the problem is on the brokers server.

- If you do not touch NinjaTrader (make any changes)
- Then it connects fine
- The it no longer connects
- Then you have your broker reset your account
- Then NinjaTrader connects

Then its very clear that there is something changing on the brokers servers that causes NinjaTrader to connect one time and not another time.

I wish I could be of more help.

shawnj

10-05-2007, 02:07 PM

The problem is not that I can't "connect" - connect meaning the green light at the bottom of ninja says connected. I CAN connect without a problem. The problem is after I connect, no quotes come in. The lack of quotes coming in is what the broker's "reset" is "fixing".

So if I cant approach this problem from ninja's side, can you suggest how I should approach my broker to help troubleshoot this? So far my brokers only advise has been: "Don't use NinjaTrader".

NinjaTrader_Ray

10-05-2007, 02:18 PM

Same logic applies.

May I ask who your broker is?

shawnj

10-06-2007, 08:55 AM

Global Futures

NinjaTrader_Ray

10-06-2007, 09:04 AM

Thanks.

One last check. Is this quotes for all instruments, or any specific one?

shawnj

10-07-2007, 09:27 AM

The last couple of times it happened I only checked the FDAX, I didnt have any other symbols setup with the current contract. I also never tied sending an order (I'm not THAT stupid <g>) so I dont know if the problem is just the quote feed.

If this will help troubleshoot it I will make sure to confirm that its just one contract or all of then if and when it happens again.

Again I'm asking for troubleshooting advise. I'm not saying the problem is NinjaTrader, or my broker or my system. But when I call my broker, is there something we could check to help isolate the problem. All the broker is telling me is that everything looks ok on their end.

NinjaTrader_Ray

10-07-2007, 11:28 AM

I would be curious if it is FDAX only or all symbols.

I unfortunately do not have any trouble shooting advice since I am not familiar with the Patsytems back end and what variables could cause this. 99% of the time its always a configuration issue on the brokers servers. You could request that they create a new account for you.

shawnj

10-10-2007, 09:07 AM

It happened again this morning. This time I verified that I CAN receive quotes from ES but no quotes on FDAX. I called the broker and this time the "reset" trick did not work. They suggested Options/Misc/RepairDB which I tried and it had no effect. After several restarts of ninja and resets from the broker I still could not receive FDAX quotes.

So I starting thinking, what is different between ES and FDAX. I know they are different exchanges, but from my machines point of view, all the quotes come from a single source - my brokers quote feed.

So the differences between ES and FDAX on my machine are:

1) I've only traded FDAX.

2) I have two Charts displaying FDAX and one Market Analyzer displaying FDAX quotes and other things.

Each morning when I start ninja, it comes up with the Control Center, 2 FDAX charts and one Market Analyzer. This is the layout that existed when I exited ninja the day before.

To try to fix this problem, I closed the Charts and the Market Analyer, only leaving the Control Center open when ninja was shut down. This caused on restart ninja only opening the Control Center. Now a new connect to the broker causes FDAX quotes to come into the Control Center (on the order tab). Before there were no FDAX quotes on the order tab. Creating a new Chart and Market Analyzer everying works ok.

I'm beginning to think you have a bug where existing Charts and or Market Analyzer on ninja startup are not connecting correctly on the Connect command.

NinjaTrader_Ray

10-10-2007, 09:41 AM

Thanks for this information.

From a technical perspective, there is no difference to NinjaTrader internally whether a chart/market analyzer is open or not. I am 99% confident that this issue is not created by NinjaTrader however, what I would like to suggest to confirm this is the next time you you stop receiving FDAX quotes do the following immediately -

- Do not call your broker
- Disconnect
- Close all windows leaving only the Control Center
- Immediately reconnect
- Do you get FDAX quotes?

shawnj

10-10-2007, 12:28 PM

Will do... (needed 10 chars<g>)

shawnj

10-11-2007, 10:28 AM

It happened again this morning. Just to recap. I lauched ninja which came up with 2 FDAX charts and one MarketAnalyzer which is the layout I closed ninja with the day before. I connected to my broker. No FDAX quotes. I then closed the 2 FDAX charts and the MarketAnalyser and then exited ninja. I then relaunched ninja. Only the Control Center launched this time. Then I connected to my broker and FDAX quotes work.

There is no doubt in my mind now that Ninjatrader has a bug in this area. I now have to figure out how to apologize to my broker's tech support personel <g>.

At least I have finally fingured out a workable workaround - close all charts and market analyzer at end of day before exiting ninja. Kind of pain resetting everything up the next morning but that pales in comparison to the stress of starting a new trading day with a technical problem of my quote feed not working and not knowing where the problem is.

I have attempted to upload two screen shots. Not sure if I did it correctly. These two screen shots graphically show what I described above.

One screen shot "FDAX Ninja Quotes Not Working.Gif" shows the green "Connected - Patsystems" at the bottom and notice Bid Ask Last at the top all showing n/a.

The other screen shot "FDAX Ninja Quotes Working.Gif" shows the green "Connect - Patsystems" at the bottom with good quotes showing at the top.

NinjaTrader_Dierk

10-11-2007, 10:33 AM

>> I lauched ninja which came up with 2 FDAX charts and one MarketAnalyzer which is the layout I closed ninja with the day before.

To recap:
- every time (!) you connect using this setup you will not see any FDAX quotes
- if you would use the same setup with ES it would work
- you are on latest NT 6.0.1000.5

shawnj

10-11-2007, 02:49 PM

<<
- every time (!) you connect using this setup you will not see any FDAX quotes
>>

No. This problem has been intermittant. - very frustrating. I would say out of the last 30 morning starts, it has happened about 6 times.

<<
- if you would use the same setup with ES it would work
>>

When the problem has occured, that is, no FDAX quotes (in the charts or market analyzer or orders tab) with the 2 FDAX Charts and the Market Analyzer open, I CAN get ES quotes on the Orders Tab.

<<
- you are on latest NT 6.0.1000.5
>>

Yes. 6.0.1000.5

BTW, I also had this same problem when I was Simulation trading using NinjaTrader in simulation mode and using Tradestation (External) as the data feed. Then I was using the same 2 charts and 1 market analyzer layout for the FDAX.

I documented this with ticket #16606. However at that time I was not a paying customer (<g>) so I did not think it was appropriate for me to press the issue. Now I'm pressing!

NinjaTrader_Dierk

10-12-2007, 01:20 AM

Since this issue is not with ES it's very clear that it's related to failure of Pats infrastructure as Ray pointed out by his first posts.

To confirm that NT works as expected I suggest creating extended trace files. Before you connect (where you would expect to poetntially experience the problem), please do this:
- Tools->Options->check "Show Diagnostics tab"
- goto Diagnostics tab
- check "MarketData". Please make sure "Connect", "Order" and "To File Only" are checked as well.
- Connect
- latest after 1 minute: uncheck "MarketData" on Diagnostics tab. IMPORTANT: Don't leave "MarketData" checked for longer than 1 minute -> performance impact
- in case you experienced the FDAX outage:
* please send me trace and logs files by Help->Mail to support to "dierk AT ninjatrader DOT com"
* please provide me timestamp on when this happened as well

Thanks

shawnj

10-12-2007, 11:33 AM

<<
Since this issue is not with ES it's very clear that it's related to failure of Pats infrastructure as Ray pointed out by his first posts.
>>

Disagree. My statement about recieving ES quotes was without any Charts setup to receive ES quotes (the ES quotes were on the Orders tab).

Where I think the bug is, is when you launch NT with Charts and maybe Market Analyzer already setup to receive a given symbol causes receiving quotes for THAT symbol to be problematic - In this case, the Charts and Market Analyzer were setup for FDAX not ES.

And did you not read that I documented the same problem with ticket #16606 in which the exact same problem occured using Tradestation as the data feed. Patsystems was not involved.

But I've been asking all along for help in troubleshooting this. You've at least now given me somthing to work with.

NinjaTrader_Ray

10-12-2007, 11:43 AM

See Post #17. We would require this information to confirm if there is a problem on our side or if we are just not receiving quotes for FDAX at all from the Patsystems servers.

Xenia

10-18-2007, 02:11 PM

Do you connect to RCG PATS server?

Why not ask GF to switch your account to RCG Zen-Fire server?

NinjaTrader_Dierk

10-18-2007, 02:13 PM

Thanks for your advise Xenia. However, this problem was on NT's side and should be resolved with a custom build we provided to shwanj.

shawnj

10-19-2007, 09:17 AM

To Dierk:
So far so good. <g>

To Xenia:
Thanks. Are you with GF or another Pats broker?

I connect to 66.150.110.75 for quotes and 66.150.110.81 for orders. I assume this/these is/are GF server(s) though I dont know.

So far GF's tech support has been.... lacking. On another thread here I have complained about the quotes performance I've gotten so far from GF. Order execution and back office, however, has been very good.

I was having problems with delayed quotes and GF's tech support was unresponsive. However, complaints to my broker personnel seem to have helped the situation.

It looks like the quotes I'm getting from GF are polling/sampling at least compared to Tradestations streaming quotes. Do you know if RCG Zen-Fire server has streaming or polling quotes? Can a broker like GF switch me to RCG Zen-Fire server?

NinjaTrader_Dierk

10-19-2007, 10:03 AM

To Dierk:
So far so good. <g>

Thanks for feedback.

cassb

11-16-2007, 09:02 AM

OK, so what was the solution?? Inquiring minds want to know. :D

I have been having the same problem with my Mirus connection... only today it was the reverse of yours... I got FDAX data (after about 1.5 hours connected!) and no ES data. Closed all the charts and DOM, exited NT, came back in and still no price data.

shawnj

11-16-2007, 11:17 AM

cassb

11-16-2007, 11:23 AM

cassb,
Well in my case, after several emails back and forth with Dierk, he sent me a custom build which seems to have fixed my problem. I think (though not positive) those changes were incorperated into verison 6.0.1000.6. If your using this version, then I'd guess your problem is something else.

Rats. That's the version I have. Oh well, time to shop for a new broker and data provider. What do you use and are you happy with it?

Thanks!
Bryan

shawnj

11-17-2007, 07:27 AM

cassb

11-17-2007, 11:33 AM

I'm just a customer so keep that in mind :). I would suggest starting another thread in this forum documenting your specific problem. Hopefully an NT rep will respond. I would also suggest approaching your problem from your broker's side and try to get their tech support's help. As far as I'm concerned, that is what we pay monthly fees and trade commissions for.

Unfortunately when we have to rely on several different vendor's technologies interacting properly, when problems occur, there is a very strong natural tendancy for each vendor to say the problem lies with the other vendor.

My suggestion would be to not start looking for another broker and data provider (or order entry software) till the above suggestions fail.

I did start another thread in this forum about my problem, and Ray responded that he had exhausted all his ideas and still doesn't have a solution. My broker (Mirus) also says they have exhausted all their ideas as well. I tried AMP Futures and I have the same problem with their "demo" account -- no streaming price data. Maybe my problem is simply that I am trying to get a demo/sim account to work and if it doesn't they just don't care? Maybe a paid account would get more attention? I dunno -- but I certainly don't feel comfortable paying for something that doesn't work from the start! I probably is something with my own router/modem setup, but I have no idea what to check and they don't seem to know either. My ISP has looked into their end and cannot find a reason why I wouldn't get the data through, so Mirus' suggestion of changing ISPs is not acceptable.

Bryan

shawnj

11-17-2007, 01:51 PM

Bryan,
I empithize with you. My Broker, besides saying NT was the problem, also said my ISP was the problem.

I havent read the thread where you say Ray has responded to you (basically I'm too lazy - sorry :)). If you want to continue conversing on this thread I will respond (up to a point).

So, applying some basic troubleshooting, you say with another broker the same problem ocurs. Logic would dictate the broker is not the problem.

If I understand your message below, you can get FDAX quotes but you cant get ES quotes in NT?

Xenia

11-18-2007, 03:16 AM

Do you connect to RCG PATS server?

Why not ask GF to switch your account to RCG Zen-Fire server?Sorry, I guess that my idea was wrong.

RCG have Zen-Fire server, but only for customers thru Mirus Futures.

Xenia

11-18-2007, 03:24 AM

Logic would dictate the broker is not the problem.I would say that he got the same thing (SIM/Zen-Fire with FCM Dorman)
in both cases. First time with Mirus Futures and then with AMP Futures.

Thread (Zen-Fire): www.ninjatrader-support.com/vb/showthread.php?t=4092

astrolobe

11-19-2007, 09:35 PM

Thanks for your advise Xenia. However, this problem was on NT's side and should be resolved with a custom build we provided to shwanj.

Could you let me know the solution as I am having the same problem with Patsystems and BrokerOne.

cassb

11-19-2007, 09:43 PM

I believe the problem turned out to just be the sim account you get from the brokers with the free license key for NT. I guess these sim accounts have limited bandwidth or something, because I sure couldn't get price data to come through consistently.

When I used my live account username and password for a connection, the price data comes through after a minute or two.

Bryan

astrolobe

11-19-2007, 11:15 PM

Thanks Brian, that gives me some indication where to start looking. I have a live account with BrokerOne (Pats), which then means the problem must be the free license key with NT. I also have a live InteractiveBrokers account which I have no problems with the data. This would indicate that it may not be NT :| What to do next...