TWS disconnects during trading hours frequently

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TWS disconnects during trading hours frequently

Postby sptrader » 19 Mar 2012

I've been having multiple TWS disconnects from MC on the MC chart trader today..I noticed this all last week as well. Is there a more stable version of TWS since 918.9 ?
My internet connection is solid and TWS does not turn off. (chart trader grays out)
Using V7.4 today and V8 64bit last week.

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Re: TWS disconnects during trading hours frequently

Postby SP » 20 Mar 2012

Experienced the same, in my case it seems to be the EUR.USD symbol that cause the problem.
On the TWS some questions marks appear at the EUR.USD quote line, the green Data button at the bottom corner goes yellow and the cashfarm status changes to yellow. After some seconds it returns to normal.

Meanwhile the DOMs at Multicharts disconnect as well, even if other contracts like the ES and YM are open only.

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 20 Mar 2012

SP wrote:Experienced the same, in my case it seems to be the EUR.USD symbol that cause the problem.
On the TWS some questions marks appear at the EUR.USD quote line, the green Data button at the bottom corner goes yellow and the cashfarm status changes to yellow. After some seconds it returns to normal.

Meanwhile the DOMs at Multicharts disconnect as well, even if other contracts like the ES and YM are open only.

***********************************************************************
I thought that I was the ONLY one experiencing this problem.. IB is usually rock solid during trading hours.. I'm wondering if it means that we need to use the current version of TWS ? (or at least a version newer than 918.9) ?

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Re: TWS disconnects during trading hours frequently

Postby JoshM » 20 Mar 2012

Have the same problem, but I don't plot IB charts in MC (only use IB for order execution) so can't comment on that as being a potential cause.

I'm using TWS 918.8 (Jun 29, 2011) with MC 7.4 Release (Build 4906).

According to the logs, the problems started here March 12nd, and occurs around 7-10 times per day, and the disconnect last for around 10-15 seconds.

Perhaps an update would indeed be a good idea, since this update is already quite old. :)

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 20 Mar 2012

JoshM wrote:Have the same problem, but I don't plot IB charts in MC (only use IB for order execution) so can't comment on that as being a potential cause.

I'm using TWS 918.8 (Jun 29, 2011) with MC 7.4 Release (Build 4906).

According to the logs, the problems started here March 12nd, and occurs around 7-10 times per day, and the disconnect last for around 10-15 seconds.

Perhaps an update would indeed be a good idea, since this update is already quite old. :)

***********************************************************************
Yes, order execution is my concern.. It's more than a little unnerving when you have a standing order and the the "Chart Trader" in MC goes Gray..
I updated the TWS API yesterday but that hasn't fixed it. I "might" try the latest TWS tonight.. I say "might try it" , since I've had many issues with various versions of TWS in the past.

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Re: TWS disconnects during trading hours frequently

Postby arjfca » 20 Mar 2012

I had a similar problem few time ago. the solution that worked for me was to reset my router.

Maybe the security was a bit corrupted and slowed down IB data. If to much re connection with the data server, IB could cut the transfer.

Also, if you ask to reload historical data to often you maybe in violation of their rules and live data will be suspend for a given period

Good luck

Martin

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 20 Mar 2012

I updated to the the latest API yesterday and I still had disconnects today.
I just installed the latest version of TWS. It seems OK so far.
I'll see if it still disconnects tomorrow..and let everyone know my results then..
if it still fails, I'll reset the router but I've never had an issue with the router before.
2 weeks ago I had no disconnect problems, so I suspect it's something recent, on the TWS side, since the TWS screen gets grayed out during disconnect.

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Re: TWS disconnects during trading hours frequently

Postby arjfca » 20 Mar 2012

To reset the router, just remove the power cord for 15 sec

Do not reset with the button.

Easy test to do power off / power on

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 21 Mar 2012

I installed the CURRENT version of API and TWS and reset the modem, STILL having regular disconnects..
I hope thousands of IB users are complaining to IB about this inexcusable situation...

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Re: TWS disconnects during trading hours frequently

Postby TJ » 21 Mar 2012

sptrader wrote:I installed the CURRENT version of API and TWS and reset the modem, STILL having regular disconnects..
I hope thousands of IB users are complaining to IB about this inexcusable situation...


Have you updated your anti-virus recently? (eg. auto update?)
Is your Java current?
Have you tried the web-based TW?

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Re: TWS disconnects during trading hours frequently

Postby SP » 21 Mar 2012

Upgraded to Build 924.2e March 2012. On my side it is still the cashfarm that cause the problems.

I avoided till now to connect to the IB Gateway as i cant see all account information and fills directly, but has somebody tried if the problems occur with the IB Gateway?
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Re: TWS disconnects during trading hours frequently

Postby JoshM » 21 Mar 2012

SP wrote:Upgraded to Build 924.2e March 2012. On my side it is still the cashfarm that cause the problems.

I avoided till now to connect to the IB Gateway as i cant see all account information and fills directly, but has somebody tried if the problems occur with the IB Gateway?

I haven't tried the IB Gateway.

I noticed in your screenshot that your log messages are in German - is your pc also in Germany located? I'm asking since I'm in the Netherlands, so same time zone, and I noticed in your screenshot that your connection was re-established @ 15:56:17, the same time I got reconnected to the order server (disconnect @ 15:56:03 with the new connection re-established @ 15:56:18):

screenshot.456.png
screenshot.456.png (8.83 KiB) Viewed 1393 times


This might suggest that the problem might be the IB Europe server, though you have quite less disconnects than I had today (around 11 so far). (So it might be a weird coincidence :) )

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Re: TWS disconnects during trading hours frequently

Postby SP » 21 Mar 2012

Which server are you connected at the jts.ini, i am on the swiss one due to mainly trading the Eurex Bund?

[Communication]
Peer=gw1.ibllc.ch:4000
Region=ch
Last edited by SP on 21 Mar 2012, edited 1 time in total.

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Re: TWS disconnects during trading hours frequently

Postby JoshM » 21 Mar 2012

SP wrote:Which server are you connected at the jts.ini, i am on the swiss one due to mainly trading the Eurex Bund?

Also on the Swiss one:

Code: Select all

[Communication]
Peer=gw1.ibllc.ch:4000

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 21 Mar 2012

TJ wrote:
sptrader wrote:I installed the CURRENT version of API and TWS and reset the modem, STILL having regular disconnects..
I hope thousands of IB users are complaining to IB about this inexcusable situation...


Have you updated your anti-virus recently? (eg. auto update?)
Is your Java current?
Have you tried the web-based TW?

********************************************************************
No change in antivirus (I use avast-autoupdate is on).
Java is relatively current but might not be the latest version. I'll check that tonight..
I haven't tried the web based TWS. I much prefer the standalone ver..but I might try it, if this situation persists.
2 weeks ago IB was rock solid and had been solid for YEARS. I've made no changes since then. (except for new TWS and API a couple of days ago)

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Re: TWS disconnects during trading hours frequently

Postby JoshM » 21 Mar 2012

sptrader wrote:
TJ wrote:Have you updated your anti-virus recently? (eg. auto update?)
Is your Java current?
Have you tried the web-based TW?

********************************************************************
No change in antivirus (I use avast-autoupdate is on).
Java is relatively current but might not be the latest version. I'll check that tonight..
I haven't tried the web based TWS. I much prefer the standalone ver..but I might try it, if this situation persists.
2 weeks ago IB was rock solid and had been solid for YEARS. I've made no changes since then. (except for new TWS and API a couple of days ago)

No change to antivirus (Microsoft Security Essentials, auto-update on, background scanning off),
Java 6 Update 31 (latest version),
Not yet,
It started here March 12th, so around 1.5 weeks ago.

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 21 Mar 2012

I just checked Java and it was old- Ver 22, so I shut down and installed the current version, fingers crossed.
**************************************************************************
** Update- nothing helped, TWS was turning on and off about 10 times in 2 minutes about 10 minutes ago- I think they are doing some testing , hopefully, to find and solve the problem..

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Re: TWS disconnects during trading hours frequently

Postby NW27 » 21 Mar 2012

SP wrote:Experienced the same, in my case it seems to be the EUR.USD symbol that cause the problem.
On the TWS some questions marks appear at the EUR.USD quote line, the green Data button at the bottom corner goes yellow and the cashfarm status changes to yellow. After some seconds it returns to normal.

Meanwhile the DOMs at Multicharts disconnect as well, even if other contracts like the ES and YM are open only.


I've been having the same issues for over 6 months months. It was most prevalent at 4:00PM my time (GMT+10) but after daylight saving changed in the USA, I also get this happening at 3:00PM.
It has become so reliable, that I have a alert reminder in my system that reminds me at 3:55PM of a data connection failure. This connecting/disconnecting of the data farms in TWS goes on for approximately 15min.
Mind you, during all of this time, TWS is still actively working and I can place/cancel trades with TWS, it's just annoying and very off putting when you are in a position and MC charttrader greys out.
So my thoughts were that IB were shutting down/rebooting servers. It doesn't seem to affect anything BUT MC and ChartTrader. As I say, I can still trade with TWS.

Neil.

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Re: TWS disconnects during trading hours frequently

Postby arjfca » 21 Mar 2012

NW27 wrote:
SP wrote:Experienced the same, in my case it seems to be the EUR.USD symbol that cause the problem.
On the TWS some questions marks appear at the EUR.USD quote line, the green Data button at the bottom corner goes yellow and the cashfarm status changes to yellow. After some seconds it returns to normal.

Meanwhile the DOMs at Multicharts disconnect as well, even if other contracts like the ES and YM are open only.


I've been having the same issues for over 6 months months. It was most prevalent at 4:00PM my time (GMT+10) but after daylight saving changed in the USA, I also get this happening at 3:00PM.
It has become so reliable, that I have a alert reminder in my system that reminds me at 3:55PM of a data connection failure. This connecting/disconnecting of the data farms in TWS goes on for approximately 15min.
Mind you, during all of this time, TWS is still actively working and I can place/cancel trades with TWS, it's just annoying and very off putting when you are in a position and MC charttrader greys out.
So my thoughts were that IB were shutting down/rebooting servers. It doesn't seem to affect anything BUT MC and ChartTrader. As I say, I can still trade with TWS.

Neil.

Hello

You seem to describe a normal behavior of TWS. Everyday, at about same hour ( 10 pm here in Montreal, IB will reset their server. It is written in the document on IB.

To prevent that, you could use IB Gateway, but you wont see your account an orders on the server. Or you could use a free software call TWSStart, This tool will automatically restart TWS for whatever reason the server went down.

Good luck
Martin

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Re: TWS disconnects during trading hours frequently

Postby NW27 » 21 Mar 2012

arjfca wrote:
NW27 wrote:
SP wrote:Experienced the same, in my case it seems to be the EUR.USD symbol that cause the problem.
On the TWS some questions marks appear at the EUR.USD quote line, the green Data button at the bottom corner goes yellow and the cashfarm status changes to yellow. After some seconds it returns to normal.

Meanwhile the DOMs at Multicharts disconnect as well, even if other contracts like the ES and YM are open only.


I've been having the same issues for over 6 months months. It was most prevalent at 4:00PM my time (GMT+10) but after daylight saving changed in the USA, I also get this happening at 3:00PM.
It has become so reliable, that I have a alert reminder in my system that reminds me at 3:55PM of a data connection failure. This connecting/disconnecting of the data farms in TWS goes on for approximately 15min.
Mind you, during all of this time, TWS is still actively working and I can place/cancel trades with TWS, it's just annoying and very off putting when you are in a position and MC charttrader greys out.
So my thoughts were that IB were shutting down/rebooting servers. It doesn't seem to affect anything BUT MC and ChartTrader. As I say, I can still trade with TWS.

Neil.

Hello

You seem to describe a normal behavior of TWS. Everyday, at about same hour ( 10 pm here in Montreal, IB will reset their server. It is written in the document on IB.

To prevent that, you could use IB Gateway, but you wont see your account an orders on the server. Or you could use a free software call TWSStart, This tool will automatically restart TWS for whatever reason the server went down.

Good luck
Martin


Hi Martin,
Your not getting the problem. TWS is still going, it is The Chart Trading that continually pauses ie greys out.
In the screen shot, you can see that TWS has displayed a yellow button the the bottom right, when you click on it, you get the little "Market Data Connections" window, as displayed. Here it shows the "eurofarm" has disconnected. This style of thing happens for the various connections seconds after 3PM and 4PM my time (GMT+10).
But as I mentioned, even though MC Chart Trading is greyed out, the underlying TWS is still working.
It appears that when ANY of the possible connections displayed in the window, come up with some type of an error, the MC Chart Trading, temporarily greys out/disables itself. This last for 15..30 seconds a time.
The TWS connections come and go for approximately 15..20min after 3PM and 4PM

The biggest issue for me, is that it greys out ALL MC Chart Trading screens, even though the data feed I need is still coming through correctly ie the aufarm.

Neil.
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Re: TWS disconnects during trading hours frequently

Postby JoshM » 22 Mar 2012

arjfca wrote:You seem to describe a normal behavior of TWS. Everyday, at about same hour ( 10 pm here in Montreal, IB will reset their server. It is written in the document on IB.

Agreed. Current System Status - IB

NW27 wrote:TWS is still going, it is The Chart Trading that continually pauses ie greys out.
In the screen shot, you can see that TWS has displayed a yellow button the the bottom right, when you click on it, you get the little "Market Data Connections" window, as displayed. Here it shows the "eurofarm" has disconnected. This style of thing happens for the various connections seconds after 3PM and 4PM my time (GMT+10).
But as I mentioned, even though MC Chart Trading is greyed out, the underlying TWS is still working.
It appears that when ANY of the possible connections displayed in the window, come up with some type of an error, the MC Chart Trading, temporarily greys out/disables itself. This last for 15..30 seconds a time.
The TWS connections come and go for approximately 15..20min after 3PM and 4PM

I agree it sounds similar, but I find it somewhat surprising that it happens with such a regularity that you can even make alerts for it.

SP and SPTrader, do your problems also occur in a fixed time window, or over the whole day (like I experience)?

sptrader wrote:I just checked Java and it was old- Ver 22, so I shut down and installed the current version, fingers crossed.
**************************************************************************
** Update- nothing helped, TWS was turning on and off about 10 times in 2 minutes about 10 minutes ago- I think they are doing some testing , hopefully, to find and solve the problem..

Too bad it didn't work out, but thanks for letting us know. I'm today running the latest Java with the 'browser-based' TWS.

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Re: TWS disconnects during trading hours frequently

Postby TJ » 22 Mar 2012

IB has 3 server connections: USA, Hong Kong, and London.

All of them reboot once a day, at different set times.

Your TWS is connected to one of the servers, irregardless of what market you trade, or which locale you are residing in. You can see which server you are connected to during TWS boot up.

You can check IB's website for the reboot times. If the reboot time affects you, you can request to change the connection to a different server.
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Re: TWS disconnects during trading hours frequently

Postby NW27 » 22 Mar 2012

Hi TJ,

The issue is that regardless of what server drops out, MC Chart Trader Stops (greys out).
So changing servers would make no difference :(

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 22 Mar 2012

TJ: this "drop out" is occurring a dozen times during regular trading hours, not just at the normal midnight (EST) reset time..

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Re: TWS disconnects during trading hours frequently

Postby TJ » 22 Mar 2012

sptrader wrote:TJ: this "drop out" is occurring a dozen times during regular trading hours, not just at the normal midnight (EST) reset time..


If the drop out is occurring outside of reboot times,
then the problem is not related to the reboot. Changing server would be futile.

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 22 Mar 2012

I just switched to Web Based TWS and within 5 minutes it dropped out 4 times ..I think TWS has problems, since it's not just me.

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Re: TWS disconnects during trading hours frequently

Postby arjfca » 22 Mar 2012

Question, when TWS drop, does it restart by himself or you need to do it manually?

I got similar problem where TWS market data failed, but it restart usually immediately after.
I have programmed a voice message and when event occur with TWS, I know it immediately.

Since my TWS do restart automatically, I don't have to much problem, but yes, market data is loss frequently. I did check in my TWSStart log and it append 14 time this morning. Can't say if it is normal or not

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Re: TWS disconnects during trading hours frequently

Postby JoshM » 22 Mar 2012

NW27 wrote:The issue is that regardless of what server drops out, MC Chart Trader Stops (greys out).So changing servers would make no difference :(

If that's "by design" of MultiCharts, it might be better if this behavior can be changed MC Support, since if a irrelevant IB server has a disconnect, it would be better to keep the MC Chart Trader operational.

sptrader wrote:TJ: this "drop out" is occurring a dozen times during regular trading hours, not just at the normal midnight (EST) reset time..

I have that exactly the same. Actually, it started today here around one hour before the American session open (and continues till now - some 2 hours in the US session), while the whole European session before that worked correctly. I can't imagine that IB would take their servers 'down' for maintenance during the US session.

arjfca wrote:Question, when TWS drop, does it restart by himself or you need to do it manually?

I don't have to restart, it just loses the connectivity, and around 10-15 seconds later it's connected again.

arjfca wrote:I got similar problem where TWS market data failed, but it restart usually immediately after.
I have programmed a voice message and when event occur with TWS, I know it immediately.

Since my TWS do restart automatically, I don't have to much problem, but yes, market data is loss frequently. I did check in my TWSStart log and it append 14 time this morning. Can't say if it is normal or not

I have the same voice configured, and the alerts I get are "market data connection lost", followed by the "market data connection reestablished", but the market data connection loss is (in my case) coupled with a order server connection loss, which I find more troubling.

However, if there are 10 disconnects lasting 15 seconds each, does that mean that the chart lags a total of 150 seconds? Since if I recall correctly, MultiCharts doesn't reload the chart after a lost connection has been reestablished (see the feature request for that here).

A little update from my side:
  • Using the browser-based with the latest Java version TWS didn't help,
  • The problem occurs also in NT.

I have written a small program this morning that sends a ping every 5 seconds to various servers (including IB's), I'll need to analyse that data to see if the disconnects are due to internet/router problems from here, though I believe that's not the case.

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 22 Mar 2012

Yes, it automatically re-connects but it's very disturbing during order placement and fills.
2 weeks ago , TWS had been 100% stable for YEARS ! This is something new and troubling..
MC8 beta2 has a voice that says connected or disconnected, (with chart trader displayed), no need to program one, she has a nice voice too...MC8 64bit beta 2 Rocks !!!!

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Re: TWS disconnects during trading hours frequently

Postby JoshM » 22 Mar 2012

Well, I've spend over an hour with the IB chat just now. We went over the following potential causes for this (worth checking):
  • Testing connectivity by pinging gw1.ibllc.ch and mktgw1.ibllc.ch,
  • Testing how many Java version where installed (see windows configuration screen -> installed programs),
  • If this also happens on a live versus simulated acccount.

I submitted to them the screenshot of the disconnects from today...
ExhibitA.png
ExhibitA.png (153.12 KiB) Viewed 1383 times


and the screenshot with ping data during a TWS disconnect...
ExhibitB.png
ExhibitB.png (62.57 KiB) Viewed 1387 times


They went over that and looked at my TWS logs. The 'solution' that was made was..
is there a way that you can contact our european desk when this issue is happening? because reading your log file does not give concrete information needed to send to the development group
(..)
i would suggest that you contact us around the time that it is going to happen so that it can be looked into further


While this is understandable from their standpoint, it wasn't what I hoped to hear. :)

SP, SPTrader: If you haven't done so already, can you also send a ticket to IB? Let's hope all those tickets end up on the same desk, so this might speed up things somewhat.

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Re: TWS disconnects during trading hours frequently

Postby JoshM » 22 Mar 2012

sptrader wrote:Yes, it automatically re-connects but it's very disturbing during order placement and fills.
2 weeks ago , TWS had been 100% stable for YEARS ! This is something new and troubling..

It's indeed troubling even though it's for 15-20 seconds at a time. It gives errors like:

Code: Select all

Didn't recieve final status for order  OrderID = 6  LX stop @2449, 1 form all ; InternalID = 576437; BrokerID = 761


Luckily for me it was a minor error since it was a strategy in paper trading mode. But 15-20 seconds not being able to trade while the volatility is high isn't good. :)

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 22 Mar 2012

I have been using TWS in "simulated mode", while I've been testing MC8 64 bit beta2, so maybe "live mode" isn't experiencing the disconnect issue.. and that's why IB isn't aware of the problem..(they probably don't care about simulated mode)..
I'll probably be using my real acct next week(MC8Beta2-64 feels very stable), so I'll know if it happens there as well.

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Re: TWS disconnects during trading hours frequently

Postby TJ » 22 Mar 2012

Have you tried the TWS Booktrader?

You can have it opened at the same time to see if the disconnect affects it also.

If both MultiCharts and Booktrader were disconnected at the same time, then the problem is at IB. (or somewhere between IB and your computer).

If MultiCharts gets disconnected, but the Booktrader is still ok, then there is something wrong in the connection between TWS and MultiCharts.
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Re: TWS disconnects during trading hours frequently

Postby sptrader » 22 Mar 2012

No I haven't tried TWS Booktrader yet, but it's now on my list to try.
Thanks TJ.

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Re: TWS disconnects during trading hours frequently

Postby NW27 » 22 Mar 2012

sptrader wrote:No I haven't tried TWS Booktrader yet, but it's now on my list to try.
Thanks TJ.


I did, still no good :(

MC Chart trading disconnected and reconnected dozens of time over a 15min period starting at 3:00PM. Note the eurofarm stayed disconnected the whole time. It did not switch in and out only Chart Trading did. TWS and Booktrader stayed fully operational.
Neil

TWS Error with Booktrader.jpg
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Re: TWS disconnects during trading hours frequently

Postby JoshM » 23 Mar 2012

TJ wrote:Have you tried the TWS Booktrader?

You can have it opened at the same time to see if the disconnect affects it also.

If both MultiCharts and Booktrader were disconnected at the same time, then the problem is at IB. (or somewhere between IB and your computer).

If MultiCharts gets disconnected, but the Booktrader is still ok, then there is something wrong in the connection between TWS and MultiCharts.

Thanks for this advice TJ, hadn't thought about that. :)

I succeeded into making a screenshot during the infrequent 15-30 seconds disconnects:

screenshot.487(2).png
screenshot.487(2).png (225.26 KiB) Viewed 1425 times


..but I don't know which conclusion to draw from it. Who can take a look at it for me, and tell me their thoughts? Judging from the cashfarm that is disconnected, I suppose the problem lays with IB?

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 23 Mar 2012

I watched mine today and it was ALWAYS "CashFarm" that would disconnect...so it's Forex quotes connection that has the problem..
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Re: TWS disconnects during trading hours frequently

Postby arjfca » 23 Mar 2012

sptrader wrote:I watched mine today and it was ALWAYS "CashFarm" that would disconnect...so it's Forex quotes connection that has the problem..


Same cash farm from New-York server causing similar problem

This as not bothered me yet since it reload immediately. My orders are entered via api in Excel that I control via a button.

I doubt that the problem is caused by MC.

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 25 Mar 2012

What I don't understand, is why chart trader goes blank, even if I'm not trading Forex..
I guess Chart Trader is set up to go blank if ANY of the server farms of IB go out..not sure it should be that way. (I have Chart Trader on CL ONLY)
It takes about 10-15 seconds to return, each time that it goes down.

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Re: TWS disconnects during trading hours frequently

Postby NW27 » 27 Mar 2012

sptrader wrote:What I don't understand, is why chart trader goes blank, even if I'm not trading Forex..
I guess Chart Trader is set up to go blank if ANY of the server farms of IB go out..not sure it should be that way. (I have Chart Trader on CL ONLY)
It takes about 10-15 seconds to return, each time that it goes down.



Multicharts - Feel free to speak up and tell us how this works.

Neil.
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Re: TWS disconnects during trading hours frequently

Postby JoshM » 31 Mar 2012

*bump*

And a little update from my side:
Last week, since Monday March 26th, I haven't experienced any frequent temporarily disconnects from IB TWS. I haven't changed anything in my setup and settings, so I suspect they made a change on their side.

Perhaps a little bit over-thinking, but looking back at it now, my problems started when America went to Daylight savings (and Europe wasn't yet on that), and stopped when Europe also when to Daylight savings (last Sunday).

Anyway, my problem with the frequent disconnects seems fixed now. Hope you guys also didn't had this problem last week. :)
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Re: TWS disconnects during trading hours frequently

Postby sptrader » 31 Mar 2012

JoshM wrote:*bump*

And a little update from my side:
Last week, since Monday March 26th, I haven't experienced any frequent temporarily disconnects from IB TWS. I haven't changed anything in my setup and settings, so I suspect they made a change on their side.

Perhaps a little bit over-thinking, but looking back at it now, my problems started when America went to Daylight savings (and Europe wasn't yet on that), and stopped when Europe also when to Daylight savings (last Sunday).

Anyway, my problem with the frequent disconnects seems fixed now. Hope you guys also didn't had this problem last week. :)

******************************************************************************
** I also noticed the lack of disconnects in the past week or so during regular trading hours..- However, I also noticed the disconnects ARE happening AFTER normal trading hours- beginning at about 5pm or so EST...I suspect IB is doing some testing of their system ..

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Re: TWS disconnects during trading hours frequently

Postby NW27 » 31 Mar 2012

NW27 wrote:
sptrader wrote:What I don't understand, is why chart trader goes blank, even if I'm not trading Forex..
I guess Chart Trader is set up to go blank if ANY of the server farms of IB go out..not sure it should be that way. (I have Chart Trader on CL ONLY)
It takes about 10-15 seconds to return, each time that it goes down.



Multicharts - Feel free to speak up and tell us how this works.

Neil.


And still no response from multicharts as to why all of chart trader stops even though the instrument you are trading still has a valid feed.
My drop outs have moved from 4pm to 3pm.
The eurofarm can stay solidly disconnected for 15min but chart trading comes and goes every 30 or so during this time. So basically for about half an hour in the middle of the day, i can't trade because chart trading turns itself OFF.
Neil.

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Re: TWS disconnects during trading hours frequently

Postby arjfca » 31 Mar 2012

NW27 wrote:
NW27 wrote:
sptrader wrote:What I don't understand, is why chart trader goes blank, even if I'm not trading Forex..
I guess Chart Trader is set up to go blank if ANY of the server farms of IB go out..not sure it should be that way. (I have Chart Trader on CL ONLY)
It takes about 10-15 seconds to return, each time that it goes down.



Multicharts - Feel free to speak up and tell us how this works.

Neil.


And still no response from multicharts as to why all of chart trader stops even though the instrument you are trading still has a valid feed.
My drop outs have moved from 4pm to 3pm.
The eurofarm can stay solidly disconnected for 15min but chart trading comes and goes every 30 or so during this time. So basically for about half an hour in the middle of the day, i can't trade because chart trading turns itself OFF.
Neil.


This is probably caused by the TWS downtime that occurred every day. You could modify to happen between 3 and 4 in your morning. That way it should not bother you.

Just before the disconnection, do you have a warning message on the screen?

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 31 Mar 2012

"This is probably caused by the TWS downtime that occurred every day. You could modify to happen between 3 and 4 in your morning. That way it should not bother you.

Just before the disconnection, do you have a warning message on the screen?

Martin"
******************************************************************
NO, this interruption is IN ADDITION to the midnight EST, daily reset that TWS does..

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Re: TWS disconnects during trading hours frequently

Postby Henry MultiСharts » 02 Apr 2012

Questions to all users:
Does disconnect happen only with the IB Broker profile? No data feed connection loss?
Does TWS lose connection itself?

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Re: TWS disconnects during trading hours frequently

Postby sptrader » 02 Apr 2012

Henry Multicharts wrote:Questions to all users:
Does disconnect happen only with the IB Broker profile? No data feed connection loss?
Does TWS lose connection itself?

*******************************************************************
The Cash farm (Forex) server from TWS disconnects, the BAD part is even though I'm trading CL, I lose chart trader in MC.(Grayed out). It seems that MC shuts down the chart trader (and DOM I assume) if ANY of the TWS servers disconnect.. I'd like to see chart Trader continue to work, as long as the instrument can receive data...(no disruption in CL data when the Cash server of TWS disconnected.)..

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Re: TWS disconnects during trading hours frequently

Postby NW27 » 02 Apr 2012

sptrader wrote:
Henry Multicharts wrote:Questions to all users:
Does disconnect happen only with the IB Broker profile? No data feed connection loss?
Does TWS lose connection itself?

*******************************************************************
The Cash farm (Forex) server from TWS disconnects, the BAD part is even though I'm trading CL, I lose chart trader in MC.(Grayed out). It seems that MC shuts down the chart trader (and DOM I assume) if ANY of the TWS servers disconnect.. I'd like to see chart Trader continue to work, as long as the instrument can receive data...(no disruption in CL data when the Cash server of TWS disconnected.)..


Same here, the EuroFarm disconnects for approximatley 15min and chart trader comes and goes dozens of times during this period.
However, the SPI that I'm trading uses the aufarm and it stays UP and the chart continues to update but chart trader comes and goes.

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Re: TWS disconnects during trading hours frequently

Postby Henry MultiСharts » 03 Apr 2012

Currently IB API provides the status for HMDS and Market data servers in general, but not for each server separately. When the connection to one of the servers is lost-MultiCharts knows that and disables the broker profile.
We will disable this check and if one of the servers is disconnected-broker profile in MultiCharts will not be disconnected. We will need users to test the fix in MC 8.0. Please PM me to participate in testing the version with the hotfix. It will be available in a couple of days.
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Re: TWS disconnects during trading hours frequently

Postby Henry MultiСharts » 05 Apr 2012

The fix has been developed and sent to the users who decided to participate in testing.

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Re: TWS disconnects during trading hours frequently

Postby janus » 05 Apr 2012

Henry Multicharts wrote:Currently IB API provides the status for HMDS and Market data servers in general, but not for each server separately. When the connection to one of the servers is lost-MultiCharts knows that and disables the broker profile.
We will disable this check and if one of the servers is disconnected-broker profile in MultiCharts will not be disconnected. We will need users to test the fix in MC 8.0. Please PM me to participate in testing the version with the hotfix. It will be available in a couple of days.

Interesting. Here are a couple of questions I like answered, although I could answer them myself if I do some tests but I would have to wait all day, perhaps for more than one day, staring at my screen to catch the right scenarios.

Set-up: MC is plotting two instruments in two separate worksheets with a strategy running on one but not the other. The IB data feed disconnects for the instrument that doesn't have the strategy running on it, and the other data feed is still connected and the strategy for it is enabled for auto trading.

Does this mean prior to this fix for 8.0, MC (including prior versions, such as 7.4) will stop sending orders generated by the strategy to the broker when there's a disconnect from the other IB data feed used by TWS even though the strategy is not using that feed?

If so, will MC re-connect and resume sending orders to IB if I remove the contract(s) listed in the TWS window that are associated with the broken data feed and/or stop plotting the associated instrument(s) in MC?
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Re: TWS disconnects during trading hours frequently

Postby Henry MultiСharts » 10 Apr 2012

janus wrote:Does this mean prior to this fix for 8.0, MC (including prior versions, such as 7.4) will stop sending orders generated by the strategy to the broker when there's a disconnect from the other IB data feed used by TWS even though the strategy is not using that feed?

Currently (prior to MC 8.0 RC) when the connection to one of the TWS servers is lost-MultiCharts knows that and disables the broker profile. Then it tries to re-establish the connection. Auto trading will be turned off if the connection is not re-established within the timeout specified in File->Broker profiles->Manage->IB->Edit.

janus wrote:If so, will MC re-connect and resume sending orders to IB if I remove the contract(s) listed in the TWS window that are associated with the broken data feed and/or stop plotting the associated instrument(s) in MC?

MultiCharts checks the status for HMDS and Market data servers provided by IB API. Contracts listed in TWS does not affect MultiCharts. If the auto trading has not been disabled in MultiCharts and the broker profile reconnected successfully-the strategy will continue to trade.

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Re: TWS disconnects during trading hours frequently

Postby janus » 10 Apr 2012

Henry Multicharts wrote:Currently (prior to MC 8.0 RC) when the connection to one of the TWS servers is lost-MultiCharts knows that and disables the broker profile. Then it tries to re-establish the connection. Auto trading will be turned off if the connection is not re-established within the timeout specified in File->Broker profiles->Manage->IB->Edit.

When you say "TWS server" do you mean data feed? I was under the impression all the IB data feeds for the various regions (farms) were all from the one TWS server when TWS is started The user has the option to choose one of I think three servers, one in New York, one in Hong Kong and one in Europe. The TWS client can only be connected to one of these at a time. I can understand a lost connection to the server means all the data feeds in use by TWS would be lost and MC would disable the broker profile. I'm more interested in what happens when just one of the farms is lost, as it happens fairly often, but the other farms are still accessible. For example, I would lose connection to eurofarm but usfuture, usfarm, aufarm and cashfarm are still connected. In such a case would MC still disable the broker profile and so stop collecting and displaying data from any of the remaining farms still connected to TWS? If that is the case, then it's a huge problem, and I would be very surprised it took this long to rectify the situation.

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Re: TWS disconnects during trading hours frequently

Postby Henry MultiСharts » 12 Apr 2012

janus wrote:
Henry Multicharts wrote:Currently (prior to MC 8.0 RC) when the connection to one of the TWS servers is lost-MultiCharts knows that and disables the broker profile. Then it tries to re-establish the connection. Auto trading will be turned off if the connection is not re-established within the timeout specified in File->Broker profiles->Manage->IB->Edit.

When you say "TWS server" do you mean data feed? I was under the impression all the IB data feeds for the various regions (farms) were all from the one TWS server when TWS is started The user has the option to choose one of I think three servers, one in New York, one in Hong Kong and one in Europe. The TWS client can only be connected to one of these at a time. I can understand a lost connection to the server means all the data feeds in use by TWS would be lost and MC would disable the broker profile. I'm more interested in what happens when just one of the farms is lost, as it happens fairly often, but the other farms are still accessible. For example, I would lose connection to eurofarm but usfuture, usfarm, aufarm and cashfarm are still connected. In such a case would MC still disable the broker profile and so stop collecting and displaying data from any of the remaining farms still connected to TWS? If that is the case, then it's a huge problem, and I would be very surprised it took this long to rectify the situation.

I apologies if there was a misunderstanding. By TWS servers I meant “farms”.
In order to fix this behaviour-please install the updaters from this post.


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