IB Midnight Disconnect

B

brocklanders

Is anyone else having trouble with data not coming back after the midnight reset? It seems that this week I have had this happen 3 times on two different TWS instances. Data stops for certain products just after midnight and no trading is possible until a manual restart of TWS. Obviously, this adversely affects automated trading and short of staying up to midnight every night how can this be worked around?

It always seems to be the same servers (the ones carrying data for CL/NG/RB for example) and I think it is the cusfuture farm but I could be getting that mixed up. Either way, this seems to be a regular occurrence now that I have upgraded TWS past 906. I am currently using TWS version 906.9 when having this issue. Incidintally, I have run TWS versions before the forced upgrade through the midnight reset and maybe 1 in 100 times this happened. This week is 3 for 5 :mad:.

As a side note, what is the actual purpose of this midnight reset? Is there some memory leak that can only be corrected by a daily reset? I have still never heard a clear explanation as to why this practice is even necessary in the first place. My other brokerage account with a TT feed is clean and clear all night long so I know this is not an industry standard practice and I've only ever seen it at IB.
 
Over the past few weeks I've noticed that TWS often does not recover data connections after a connectivity outage (e.g. my DSL line going down for a couple minutes). I can still see an up-to-date account window, but to get data feeds to work again, I have to exit and restart TWS.
 
Are you familiar with the Control-Alt-R and Control-Alt-F commands?

Go to a blank line in the main TWS window. Then:

For Reconnect - C-A-R,
For data Farm(s) - C-A-F.

No need to restart. These generally work very nicely.

I run TWS from 6 PM ET Sunday to 6 PM ET Friday and haven't had any problems in recent memory. I'm running 913.6/Java 23 on my Paper Trading machine and 912x with Java 22 on my live machine.

Jack
 
The data keeps coming (after a brief break). It's TWS (or your charting app) that fails to recognise the data servers are up again and re-request the data.
 
Quote from MarketMasher:

Is there a reason they have to disconnect every day? Can't they afford more than 1 Windows server?
More...
As a discount broker they are trying to get away on the cheap. How else would they maintain high margins while keeping commissions low?
 
Quote from LeeD:

As a discount broker they are trying to get away on the cheap. How else would they maintain high margins while keeping commissions low?
More...

Ok. I have an old Pentium II with 512K of memory I might be able to let them have...
 
Quote from JackR:

Are you familiar with the Control-Alt-R and Control-Alt-F commands?

Go to a blank line in the main TWS window. Then:

For Reconnect - C-A-R,
For data Farm(s) - C-A-F.

No need to restart. These generally work very nicely.

I run TWS from 6 PM ET Sunday to 6 PM ET Friday and haven't had any problems in recent memory. I'm running 913.6/Java 23 on my Paper Trading machine and 912x with Java 22 on my live machine.

Jack
More...

Thanks. I did not know about these commands. I will try to use these next time the data hangs and see if they do the trick. If so I can maybe run an automated keystroke macro every night at 12:30am or something. It is sort of ridiculous that we have to come up with these hacks and workarounds to even use IB in an uninterrupted manner.

Beyond that, I am probably going to phase out IB as primary broker for 24/5 trading because TWS is getting too unreliable for me and there are better alternatives available elsewhere. The silence from any IB rep on this topic is quite evident at this point so I don't have any other alternative I guess.
 
Quote from MarketMasher:
Is there a reason they have to disconnect every day? Can't they afford more than 1 Windows server?
More...
Pure guess:

IB has a large number of servers\server farms. They also more or less duplicate those facilities with backup farms, located in "off-site" locations. They probably update the servers from time-to-time, and, in keeping with the IB philosphy, let us beta test the new software.

By updating a limited number of servers each midnight and using some servers for live account connections and others for paper account connections, they can easily isolate a bug to a new server software version by the number of support calls and reconnect attempts. Once identified they shut them down.

Then again, it could be something altogether different. I'm not an IT type.

Jack
 
I thought you told it when you wanted it reset. I have the reset for 1:30 pm pst. I leave IB up and running at night from time to time and it is always running great when I get to my desk.
 
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