MC lost connection to IB TWS during trading hours.

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geizer
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MC lost connection to IB TWS during trading hours.

Postby geizer » 19 Feb 2009

Dear TS SUPPORTS,

To this moment I've been trying to be very nice to you guys, but today MC (again) stopped receiving the data from IB TWS. This time it happened IN THE MIDDLE OF THE TRADING HRS.

It seems very much like you're not taking seriously critical bug reports. See my message here: http://forum.tssupport.com/viewtopic.php?t=6049

The same issue was reported in v2.1 ( am using 5.0.1781.202) more than one year ago: http://forum.tssupport.com/viewtopic.ph ... +violation

conditions during system failure:

* Only ONE SYMBOL (!) displayed in three charts with 3 resolutions: Tick chart (2 days back) 15 min (10 days back) and Daily chart (4 yrs back)
* Only TWO SYMBOLS (!) connected in QM.
* The same symbol displayed in TWS as well as one Forex symbol.
* The total of three symbols receiving data all together (!)
* System was able to handle large volume of tick data since Exchange opening but failed to handle much less data volume during noon hours when volume is low (!)

Once MC stopped receiving any data it then had to be restarted. How come it did not recover automatically?

Interactive Brokers clearly says: Message limit per second = 50 (API interface)
http://www.interactivebrokers.com/en/p. ... entity=llc

Here is the TSS official response (transcript of chat with tech support):
...
TSS: It si workign fine as for what I can see you simply requested a large amount of data therefore it will take sometime for Interactive Brokers to deliver these amount of tick data

Pavel: The software must be able to handle large amount of data Isn't it?

TSS: the software is but Interactive Brokers has its limtiations it does not have ticksas histrory only realtime
if you request tick histroy you will jsut get seconds delivered
also they have a proction for overloading thjeri sevrer

Pavel: this is not true. I am requesting ONE SYMBOL. This is not large amount of data.

TSS: yes but in minute and day and tick resolution

Pavel: I have reported on the forum about this problem. IAnd this is not the first time.

TSS: Pacing violation isn't an error, it's a standard informational message from IB. There's a limitation to 60 requests per 10 minutes from TWS and all other programs using it.
It means you have reached the maximum level of load on servers.
At the attempt to make more than 60 requests in 10 minutes QuoteManager will have the following message in the logs:
TWS error message: Id= <transaction ID>; Code= 162; Description= Historical Market Data Service error message:Historical data request pacing violation
The next request will not be processed sooner that in 10 minutes from the moment of the first request.
The request is broken into subrequests.
The maximum length of tick subrequest is 2000 seconds = 33 minutes.
The maximum length minute subrequest is 5 days.
The maximum length of day subrequest is 60 days.
Therefore, with a normal Internet connection speed and 24 hour sessions a tick request for 1 day will take over 10 minutes (because the maximum load level has been reached)
The solution is to try making requests with a smaller interval.

Pavel: Others reported it as well.

Pavel: I repeat, until the core engine is rock solid, no other features are of any good to traders. Period. Pass it over to your team.

TSS: I give your comments to our management.
The numbers do not add-up. It does not make sense. The software must be able to handle COM FAILURES. It's should not just hang in nowhere. You need Com Failure handling. I know what I am talking about. I've developed industrial SCADA client-servers applications over WAN including high latency communications over satellite and cellular. We are talking the most fundamental things such as handling errors on the protocol level.

I'm sorry for being harsh here on the public forum, but just in case you wondering why I will not buy an upgrade: During this com failure the market just took money that would otherwise be paid to TSS for the next version.
Regards,

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Pacing Violation

Postby geizer » 19 Feb 2009

Re: Pacing Violation

By reading the other users reaction to a so called Pacing Violation problem with MC and IB, I understand that there is nothing TS Support is willing to do to improve how MC handles such condition.

I am concerned in particular, that once the pacing violation occurs, Multicharts just hangs and does nothing, until restarted. It will hang forever and will not attempt to reestablish the connection.
Is this how it suppose to work?

I connected both eSignal and DTN to test drive before picking the one.
here is the outcome:

using eSignal reveled latest daily bars missing, so I decided to try DTN.

using DTN also appeared to be troublesome, because it would
incorrectly add symbol lists according to TS Support, so I decided to go with IB datafeed.

using IB datafeed resulted in Pacing Violation...

Is there anything that actually work? Which one can I use reliably?

Can TS Support post a list of known issues with every version so users aware of them. That should improve the overall experience.

Thank you,
--
Pavel

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geizer
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Postby geizer » 19 Feb 2009

Re: Pacing Violation

Here is how Ensign informing their users about Pacing Violation.
http://ensign.editme.com/1526

Here is how SC approaches the same issue:
http://www.SC.com/index.php?l= ... ils37.html

Unfortunately TS support does not attempt to inform users of the situation, nor does it try to approach it systematically to keep the number of requests under control.

The result: users get caught in the middle of trading. (Sigh...)

Just thought this info may be helpful for anybody trying to understand the issue behind...
Last edited by geizer on 19 Feb 2009, edited 1 time in total.

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Postby TJ » 19 Feb 2009

I am quite unhappy about the way MC hangs after internet/data interruption.

I trade HSI.
the Hong Kong Exchange breaks for a 2 hour lunch at midday.
However when the trading is resumes in the afternoon, MC often cannot continue charting without a reboot.

I have used various versions of MC, run under XP and Vista, with the same problem.
Last edited by TJ on 19 Feb 2009, edited 1 time in total.

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Postby geizer » 19 Feb 2009

TJ, thank you for sharing your experience. Always good to know about potential traps to avoid them and be prepared.

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Postby SUPER » 20 Feb 2009

I expericed similar issue this morning with IB feed on DAX futures contract. Normally I try to keep IB running for 24 hrs by switching between am/pm exit time, but last night I was out and so did not get chance to play about witht exit setting and quite rightly IB shut down at designated time. When I returned after few hours and restarted IB, I thought that MC would have reconnected automatically....this morning when DAX market opened my charts were not updating.

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Marina Pashkova
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Postby Marina Pashkova » 20 Feb 2009

Hi geizer,

Thank you for contacting our support yesterday about problems with IB. Stefan passed the information on to our engineers for further investigation. Here's what they have found out so far:

There are indeed problems with processing data from InteractiveBrokers. I cannot go into any further details right now because we do not have all the information yet. Of course, there is the pacing violation and it cannot be avoided because it is related to how IB returns data. However, we certainly can work with IB's feed much more efficiently.

Thank you for taking your time and reporting the problem to us.

Regards.

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Postby szapiro thomas » 24 Feb 2009

Hi,

I'm bouncing this up, since I bellieve it's the best place to report my problem.

I use MC Version 4.0 (Build 1724).

I connect it to TWS from Interactive Brokers (Build 887.2) to trade IB Forex using MC automation.

I encounter a strange problem. It occurs at 5 pm EST (ie 11 pm in France, where I live). It's the time when IB's Forex market ends its session for the day (and begins the next one). From a charting point of view, it's the moment a new Daily Bar is started.

What happens is that MC simply stops plotting the datas (using 2 symbols, 1 chart for each one, in DAY resolution...) at 5 pm EST exactly.

But what's funny is that automation still works correctly ! Orders are sent to TWS using the API, and afaik, there are cancelled or modified by my signal correctly, even if the graph they're attached to is *not* updating !

The problem is that:
-it makes it difficult to track what happens with no plotting to do so
-it is mandatory to restart multicharts in order to get it plot again the symbols, which means I must stop automation, restart the software, launch the automation again... It's not difficult, I modified my signals to make the system capable of launching at any time during the day and behave as intended... But it takes time, it forces me to be at my computer around 11 pm every single day, which is *not* what I want from a software such as MC...

So please, could you work this out, so that I can relax a little bit in the evening ?

Thanks by advance, and don't misunderstand me: I'm very happy with MC, and buying a lifetime licence is probably the best thing I ever did since I strated trading online... I just would like MC to be... well... *perfect* !!!

Cya ! :wink:

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Postby TJ » 24 Feb 2009

...What happens is that MC simply stops plotting the datas (using 2 symbols, 1 chart for each one, in DAY resolution...) at 5 pm EST exactly...
which IB server are you connected to ?

IB reboots its server everyday.

For USA server, the reboot time is ~midnight EST.
For HK server, the reboot time is ~4pm EST.

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Postby Darkomage » 25 Feb 2009

I know about the reset process, but with the server I'm using (US sever), it happens at midnight EST, which is 6 am for me.

At this moment, the connectivity is lost between MC and TWS, but it's correctly restored about 15 minutes later, when the server is back online.
So it's *not* related to my problem...

Thank you anyway for the idea !


I also have one more information regarding my problem, since I made an interesting test last night:
-I open my workspace with my two daily charts
-I open also a workspace with one symbol on three charts: one 1 hour, one 5 minutes, and a final one with a one minute timeframe.

This morning, I see that:
-on the daily chart, the plotting is stuck at the end of yesterday (problem described earlier)
-on the hour/5 min/min chart, the problem did *not* happen: the chart plotting goes on...

So, it looks like the problem only affects the daily timeframe.

EDIT: I'm running another test tonight: I just added a "dot on close" second symbol on my 1 hours charts, to use a 360 minutes (ie 6 hours) timeframe... I hope that having a minute timeframe bar on the chart will keep it "awake"... I'll keep you informed of the results...

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Postby Darkomage » 26 Feb 2009

Hi all, here are the results of my tests.

1-the graph with the 2 timeframes (1 day and 6 hours) got stuck last night, as it did without the 6 hours added timeframe

2-I got another idea, and set up a graph with my symbol on a 1440 minutes timeframe. So, it's a one day timeframe too, but made from minutes datas... And it *worked*... That graph did not get stuck at 5 pm EST like the other one...

I have no idea why MC shows that "feature", but if someone has problem with a daily graph stuck overnight, just try to turn it into a 1440 minutes graph.

I hope that helps.

CU, I'm back to my favorite charting software ! :wink:

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Postby SUPER » 26 Feb 2009

I came accross another situation with TS Data feed, where the data is being updated but chart is not able to plot (stuck). You can see in attached screenshot on the top line where bid/ask high, low etc are displaced the values are different from the chart values. I had to restart MC to make it work properly. Lucky I did not have automaiton on, otherwise I could have got stuck in a trade.

It seems this problem of hanging up is accross other data providers clearly pointing bug with MC.

Before adding bells and whistles to MC they should first address these basic issues first.
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Postby SUPER » 26 Feb 2009

I came accross another situation with TS Data feed, where the data is being updated but chart is not able to plot (stuck). You can see in attached screenshot on the top line where bid/ask high, low etc are displaced the values are different from the chart values. I had to restart MC to make it work properly. Lucky I did not have automaiton on, otherwise I could have got stuck in a trade.

It seems this problem of hanging up is accross other data providers clearly pointing bug with MC.

Before adding bells and whistles to MC they should first address these basic issues first.
I gather from TS forum that there were problems with Eurex data feed on TS network and later on the data feed was restored. Now that can explain why MC stoped ploting but on the other hand when data was restored back MC failed to plot again, although one can see that data was being received by quote manager.

Need more clarification from MC team about this behaviour.


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