I thnk there is a 5pm Eastern reset that occurs every day, but occasionally IB gateway for the live trading account doesn't come back and needs to be manually restarted. I notice around this time a client with a client ID suspiciously close to an integer max value seems to be connected. I suspect (shocker) that there could be a bug here in IB gateway but I'd like to dump logs for a few days and track them externally to be sure there isn't anything else going on. Is there a way, with vanilla IB gateway, to dump logs to file in realtime? Thanks bros.
Looks like it's not possible: https://interactivebrokers.github.io/tws-api/support.html#tws_logs Might be time to go back to IbcAlpha :-/
I have been using IB Gateway for years and never once noticed a reset at 5PM EST. Is it possible that there is problem in your application, or that you are using securites that stop trading at 5PM ?
I stop receiving tick data (usually) between 5PM Eastern and 5:15PM Eastern. Then (usually) it picks up again. But not today, as well as other times. And it's annoying af.
Another symptom: I cannot reconnect to IB Gateway. My services auto-restart if they fail to receive data, and once they fail to receive data and try to reconnect, then they fail to reconnect due to a timeout. This is what it looks like, there is a connection, but then 30 seconds later it times out: Maybe I should increase the timeout? But then why would it happen around reset times?
Looks like it isn't a reset time, but specific to forex, rollover time. Still, even by 5:45 pm eastern, it hasn't come back. It's supposed to last from 5pm to 5:15pm.
I keep my own logs. Today between 17:00 and 17:15 EST I received 4,937 tick data events from IB Gateway, including 229 just for SPY. On Friday 06/14 I received 3,924 tick data events. On Thursday 06/13 I received 4,232 tick data events. On Wednesday 06/12 I received 4,373 tick data events.
Thanks. I think this is specific to forex. I don't gather tick data for stocks (just hourly bars). In any case, the paper trading feed comes back at 5:15, but the live trading regularly doesn't. Even faking an autorestart by adjusting the memory doesn't do it. I need to quit and relaunch. The only way I can do this (quit and relaunch) reliably and automatically is to use IbcAlpha but I was hoping to avoid that complication :-/ I guess it's just one of those things I have to deal with. By the way: how do you keep your own logs?