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Connectivity problems
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Originally posted by poeds View Postany chance u could plug one of your boxes straight into the DSL modem?
Meanwhile, back in the world of NinjaTrader bugs (& not a single disconnect):
AM 08:36:51:091 JTS-CCPDispatcher-23: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 08:37:05:092 JTS-CCPDispatcher-23: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 08:37:07:096 JTS-CCPDispatcher-23: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 10:58:46:588 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 10:58:50:566 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 11:12:28:278 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 11:12:30:496 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 11:12:32:086 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:14:32:948 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:14:35:088 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:14:37:100 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:14:39:103 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:14:41:111 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:14:43:110 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:14:45:116 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:14:47:114 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:15:46:752 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:15:48:761 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:15:50:867 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:15:52:859 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:15:54:869 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:15:56:883 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:15:58:881 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:00:877 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:02:878 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:04:883 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:06:877 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:08:931 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:10:931 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:12:933 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:14:940 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:16:940 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:18:934 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:20:938 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:22:973 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:24:932 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:26:935 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:28:938 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:30:940 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 14:16:32:943 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:36:42:738 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:36:58:735 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:02:325 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:04:316 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:08:543 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:10:533 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:14:488 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:16:483 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:19:640 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:21:650 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:25:188 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:27:173 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:30:431 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:32:428 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:35:862 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:37:872 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:41:642 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:43:648 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:47:019 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:49:025 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:52:491 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:37:54:493 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:38:10:491 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:38:13:898 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:38:15:930 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:38:19:656 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
AM 23:38:21:662 JTS-CCPDispatcher-1567: CONFIG | WARNING | Invalid time period, using default | -1 | 0 | null
And just in case you wondered, yes I am questioning InteractiveBrokers to the same extent.
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Check out this thread
Sounds really fairly similar, but with a different data provider. I think it went away with a complete reinstall of NT and IQFeed (and possibly a next beta release), but unfortunately I can't remember exactly. I also had the line 'this error comes from IQfeed'. Well yes, but it implies that the request is in an invalid format.
Who knows, maybe it was exactly the same bug. I certainly didn't need to change any network stuff.
I've been saying a long time that Ninja needs proper debug logging. If you had it here, you'd turn it on, send output to dev, they'd check the request against the API spec, and in 5 mins you'd have your answer about where the problem lies (at least within NT or outside). That also applies to hundreds of other bugs during the beta phase.
Things can get corrupted on networks, but the internet is pretty good these days at dealing with corrupt IP packets, behind the scenes so the user doesn't care.
It's also wrong to say that because everyone else using IB doesn't get this that the request format must be right. Requests are built up dynamically based on the information required. For someone in an different timezone with a custom session they may be requesting a time period that no one else has.
Good luck with this. I know how frustrating it can be.
Dave
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Someone mentioned that NinjaTrader's product manager isn't coming back to me on this one because he's decided I'm wasting their time.
Presumably the attitude is that these errors in the IB log are just an irrelevancy. This is a bit of bad decision from my point of view since IB won't look any further at the disconnection problem while NT is causing these errors.
Neither IB nor the NinjaTrader product manager here like my idea of a conference call - obviously I'm forgetting that neither of them have any reason to like the idea.
Meanwhile since the last word here was that it must be a connection problem that I have somewhere in the works, I've continued to run checks and make trial configuration changes and replace pieces of hardware, although I haven't gone as far as changing my ISP which was another suggestion. I have ordered another DSL modem, since that and its configuration is far more likely to be the problem than the ISP. If of course there is a problem.
I also fired up NT6 to check that out and I get exactly the same error appearing in the IB logs. I should think that NT7 contains the same old NT6 code hooking up the IB TWS API and this is the business decision: don't touch the TWS API code because it's difficult, obtuse, time-consuming and so far it's worked bar one difficult customer (me) - as far as you are aware. It would be interesting to know how many people download the free version, hook up to IB, suffer in silence and leave.
Comment
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Conference call
Hi,
I have managed to get InteractiveBrokers to agree to a conference call.
It would be v. useful if we could all get together on this and finally sort it out.
Josh, could you please give me a time that would be convenient? PM me your telephone if you prefer.
Initial Description: HMDS data farm connection continually breaking
Response from rayros at 11-Oct-2010
Hello There,
We are available from 9:00-5:00 EST. Our US toll free number is 1-877-442-2757 option 6.
Regards,
Raymund
IB API Support
Comment
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One of the work-arounds to this connectivity problem is to avoid doing any user actions which will cause NinjaTrader to request historical data from InteractiveBrokers.
One of my observations of NinjaTrader is that I can avoid a call to the history server when loading an instrument if I have just loaded that instrument previously somewhere else within the last x seconds or minutes.
For instance, according to the NinjaTrader documents, if I call up a new chart for an instrument with last time = now, then NinjaTrader should request all historical data from the server, because I am requesting today's data.
However if I start a strategy on an instrument, then that strategy calls up its required historical data from the history server, and then when I open a chart for the instrument immediately, it doesn't make a request from the history server although according to the rules it should.
Could you tell me how long is the window between one call to the server for history for any strategy, chart, market analyzer etc, and the next time I do it, without invoking another call to the server?
Thanks
Comment
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My expectations are based only on my interpretation of documentation and from experience of using NinjaTrader.
If "data stream" is a documented concept in NinjaTrader in the help files, I haven't found it. I know OnMarketData() in a script will cause a data stream to be attached to the strategy, but I have no further knowledge of what the definition, functionality and properties of a data stream are.
It is not obvious that a data stream is created and kept open by a strategy, or if it's available to charts. The same for instruments in the Market Analyzer. I understand that there I have to set up a column with an indicator in order for NT7 to save the data into the HDM, but that's the only snippet of information I have about it.
In fact I have a Market Analyzer window open all the time with my default instrument list loaded and a column showing ATR, in order to save the live tick data stream into the HDM. Is this unnecessary if I have strategies running on the instruments?
Comment
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To be able to run a strategy and continue to process it from the Strategies tab requires NT to have all its data in memory running somewhere. Somewhere it needs to know what all the bars look like even if it is not visible to the user. Because this is always available in the background with the strategy active, should you open a chart of that same instrument, same session template, etc. there is no reason it needs to load data because it is already all available and that is what you experience.
You do not need an additional Market Analyzer to save data into the HDM if you already have it running in the Strategies tab with the "Save chart data as historical" option checked.Josh P.NinjaTrader Customer Service
Comment
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OK thanks for the info.
I have a new occurrence regarding this connectivity issue with IB. My NT7 log today has been filled with errors from IB "invalid datetime format".
I have submitted the logs - TracesAndLogs.zip
Perhaps you could have a look at it. It seems it might be closely related to the "invalid time period, using default" error which IB has been producing and is the subject of this thread.
Thanks
Comment
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Hello adamus,
The same error has been reported on the forum thread below.
I notice that your log file contain the message below as well.
27/10/2010 22:42:01|3|4|Historical Market Data Service query message:HMDS server disconnect occurred. Attempting reconnection... DataFarmStatus
Please see post #5 of the forum thread.
This and the TWS error messages you posted as well in your next post makes me believe that your TWS has serious connectivity issue. I suggest contacting IB support to get rid of the frequent disconnect error message first:
>> 2009-03-27 16:29:24:210 ERROR: Historical Market Data Service query message:HMDS server disconnect occurred. Attempting reconnection... DataFarmStatus
In addition, the other user was able to resolve the issue by deleting the current connection, repair DB and recreating the IB connection.JasonNinjaTrader Customer Service
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