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Fetching data for new strategies and IB errors

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    Fetching data for new strategies and IB errors

    I'm setting up about 20 strategies to run over Interactive Brokers but the first start-up was painfully slow and I received errors in NT7 quoting IB error messages.

    I would choose "New Strategy" and set it up in the Control Center. After I hit OK and had the strategy as a line in the Control Center and clicked on 'Active', IB TWS software would beep, announcing that the price feed connection was lost. Then NT would pop up a window warning me of the error, like this (one of several)

    Error on loading chart data for $GBPUSD default: IB Simulated HMDS data farm connection is broken: ushmds 2a HDMSDataFarmConnectionBroken"

    The little status line at the bottom of the Control Center would state "Loading data for $GBPUSD" and just sit there.

    Then IB would reconnect (it bleeps at me on reconnection).

    Then in a little while the same thing would happen again.

    Eventually IB stopped being so difficult and NT was able to activate everything (all 20) but it took some time.

    What can I do to remedy this situation?

    Thanks
    Last edited by adamus; 05-20-2010, 04:30 AM.

    #2
    adamus, does it happen reproducibly for you? I can't think of anything you can do if the IB data form connection you're using is broken, you would need to wait until it's available again for the data to download.
    BertrandNinjaTrader Customer Service

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      #3
      I had it happen just once when I restarted NT today. That's obviously a massive improvement, but why? It makes me think that it is the large amount of data that NT requested from IB to start up the strategies yesterday. I guess NT stored that data and today only needed a few bars at most, which IB had no problem with.

      I could delete some data from one of the symbols, so that there's no data there and the strategy has to download 5 days worth - and I bet it will happen again.

      Comment


        #4
        NinjaTrader would store downloaded data in the local database and only download data fresh in those cases - http://www.ninjatrader-support.com/H...ricalData.html

        If the 'farm' connection is broken, this means your TWS data farm connection is not available at the moment, this is not the load / pacing you would run into when pulling too much from the IB API in a short period of time.
        BertrandNinjaTrader Customer Service

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          #5
          OK. Sounds like something is unstable - possibly IB or even my broadband connection, but I guess I can only keep an eye on it.

          Comment


            #6
            Correct, might be worth to test on a different connection if you have a backup one available, so you could compare...
            BertrandNinjaTrader Customer Service

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              #7
              Originally posted by NinjaTrader_Bertrand View Post
              If the 'farm' connection is broken, this means your TWS data farm connection is not available at the moment, this is not the load / pacing you would run into when pulling too much from the IB API in a short period of time.
              This is happening to me again.

              I had connection issues overnight which caused the collected data for yesterday to get totally foobarred and I had to delete it (see my other thread about collection going beserk).

              So there is no data and I am trying to activate the strategies I have set up to require 100 bars of history.

              For each instrument I have a strategy set for, I get the warning message and when checking IB's own connection status for this data farm server, it says nothing - no disconnect warnings or beeps.

              But look at the logs on NT:

              for first instrument, IB gave it one warning. For the 2nd, 2 warnings, for the 3rd, 3 etc.
              Attached Files

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                #8
                OK I see a bunch of messages about this in the IB TWS log.

                Let just cut and paste the relevant period.

                Comment


                  #9
                  adamus,

                  As Bertrand has mentioned, this is an IB message that says your connection with IB is simply not working at that point in time. I suggest you try your same connection on another computer or try and contact IB to see if they can give you any information on why you cannot connect to their server farms.
                  Josh P.NinjaTrader Customer Service

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