Yeah, estx50, gbl, etc too! Had to restart here as well. This means that they're still stuck with the (selective) freezing problem we're complaining about for 3 months+ now. nononsense PS: you wonder what that 'GREEN Market-Data label' is for. Must be for the benefit of them chart & backfill guys. In fact my API also kept receiving lots of happy '2104: Market data farm connection is OK' messages but NO EUREX DATA. Can't be their ISP or a misconfigured firewall.
I have for a long time (much longer than 3 months) had a gut feeling that there is some issue with the TCP connection management in TWS. It's probably only significant when there are server side issues or really poor internet QOS. In reality TCP is probably not the best protocol for this type of thing anyway, but unfortuately we're all stuck with it as it is THE standard. Completely off topic but there was/is a connection oriented internet protocol for real time applications. I think it's called SCTP. Probably targeted at telecomms use. And probably more suited than TCP for this sort of thing. All academic anyway as TCP it is, and likely to stay that way. More to the point I've had TWS running unattended all day on SPI,HSI and overnight CME equity and currency futures and the data seems complete in my API connected application.
Hi Craig, It's difficult to diagnose the exact nature of the problem(s). That's Ib's problem. There are probably several, possibly many. The phenomenon that disturbs me most is the freezing as reported by many users on this board: ie, quotes gone and upon simply restarting TWS everything is back again, this all WITHOUT ANY TWS WARNING. (I say 3 months but I have better things to do than precisely track & record Ib's goofups. The last 2 weeks or so have been rather OK I'll add) Since some time now, the phenomenon occurs selectively: ie, some quotes are ok, others are dead, just like your DAX problem of a couple of minutes ago. This is a VERY NASTY situation to detect. In fact it's easier to automatically spot a complete absence of all quotes. To spot one particular issue requires the implementation of rather sophisticated decision algorithms as things vary according to the issue, time of day. No help from Ib at all. I've never heard them even acknowledge the existence of this failure. API usage is ludicrous with this kind of trouble. You got to shutdown and restart the whole TWS, active positions or not, in order to get the darn thing going again.
Actually, I've seen this type of thing happen (rarely) for a couple of years and never over the last few months (until now). Yes, it is speculating to say it's the TCP connection management. It may be higher up the food chain. Perhaps the application association in OSI jargon. Or something else.
For a long time I have had the believe that things are becoming too complex in TWS. It looks like it has become the proverbial house build of cards, which does not take a lot to come crumbling (or tumbling) down. Am remembering the expression of Roald Amundson: Victory awaits those who have everything in order - people call that luck. Defeat is certain for those who have forgotten to take the necessary precautions in time - people call that bad luck This does not only apply to trading but also to infrastructure etc. that techies often choose to overlook. And then they treat it as an ID-10T problem. I remember my previous posting on this subject and I feel that nothing has changed and no lessons have been learned: http://www.elitetrader.com/vb/showthread.php?s=&postid=739871#post739871 It's a pity, the ride was good while it lasted. Sherlock
Yes Holmes, It's a real shame. Ib has an API structure matched by none: Linux/Unix, Mac, M$; C++, Java, Activex, and much more if you're a bit clever. Their quote timing precision used to be matched by few or none. (In the present sad state of their API, it wouldn't make sense to start verifying quote precision seriously because of their continuous mishaps.) Things worked reasonbly well over the years and Ib kept doing the right things. Now, you can only look back at this period. The API now became utterly unusable for automated trading. Too many 'SYSTEMATIC' (built-in) disruptions with Ib either unwilling or uncapable of doing something about it. Sad.
What's the procedure for choosing alternative account servers and market data servers? Presumably just editing jts.ini... what are the possible host names/port numbers we can use?
I know I am repeating myself: http://www.elitetrader.com/vb/showthread.php?s=&postid=738782#post738782 http://www.elitetrader.com/vb/showthread.php?s=&postid=747612#post747612 But I do it anyway: IB PLEASE stop adding all kinds of useless crap to TWS. There are dozens of specialised companies for charting, scanners etc with nominal cost. Put the resources to make the basic stuff as stable as possible. The problems experienced today / yesterday have caused me to start serious due diligence for a new primary broker. Trent