What has customer service come back with? I mean if I was affected by this I would be equally pissed it completely voids the purpose of fully automated approaches. I understand that you can live with the current issues, but I am surprised that this issue did not get much more attention. There is not a whole lot mentioning about this in the yahoo tws api group, a thread here or there but that's it, very little given that the entire group is dedicated to api users. Hence so far I concluded that only a small percentage of api users is affected. I might of course be wrong on that.
@fullautotrading, what's this all about? How much capital do I need to make $5M in a few months? Sorry if I crossed the line here but just couldn't resist. "the latest available executable we use for our own trading activities. Price is typically around $5M upfront, which may be usually recovered in the few first months/weeks of trading (depending on the capital at work)."
That is a tricky part. I currently retry connects when getting disconnected. I space the reconnection attempts far enough apart to not face issues of getting locked out.
I actually can confirm that I saw this issue popping up today. I paid special attention to the daily reset (noon here in Asian time zone). The European futures historical data farm did not come back online after the daily reset. Have honestly never seen this issue before, so thanks for having made aware of this. Also contacted IB with this because this is definitely an issue for fully automated trading. I trade currencies but occasionally futures as well.
I don't have the issue that several people reported. It could be because I'm using an older Gateway version (963.2c). Seeing all the discussion in this thread I ran a little test. This version (963.2c) shows a yellow color for the historical data farms if I'm not requesting any data, and it calls its status "inactive". However, once I send a reqHistoricalData() command it changes color: from yellow to green. The data farm which is then being used is called "ON", whereas the others are still listed as "inactive". The green color remains some time, even after the request has been cancelled and the application program disconnected from Gateway. After 3 to 4 minutes all data farms fall back to status "inactive" and the status color changes to yellow.
@HobbyTrading What you're seeing in normal behavior, that's not what we've experienced. Also, how did you test this, did you perform it during the Asian server reset hours, other reset periods or shortly after? If you did it at any other point in time, then it won't occur.
I tested this at what you call "any other point in time". My regular trading program does not request historical data continuously. During a 24 hour cycle its first request of historical data is at 1PM Tokyo time (Chicago 1AM), and several times in the hours following that. The last request during the 24 hour cycle is at 3:30PM Chicago time zone. This runs automatically from Monday through Friday and I haven't noticed problems in not getting historical data on futures instruments.
There's historical data (HMDS) and market data, they are separate servers. Before the reset period there are also no issues. Issue occur when you connect before the reset and make a request during/after reset.