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RightEdge Dies Against TWS - Live System/Real Money

Posted By alpha23 5 Years Ago
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Posted Wednesday December 05 2012
Below is my TWSLog for today. The only thing missing are trades (which several should have been entered). No exception thrown, it just locked up upon which I noticed after market close.

Please advise.

2012-12-04 15:03:04.6253   n/a   -1   n/a   IB error/warning   2103: Market data farm connection is broken:cashfarm
2012-12-04 15:03:04.7983   n/a   -1   n/a   IB error/warning   2103: Market data farm connection is broken:cashfarm
2012-12-04 15:03:07.5685   n/a   -1   n/a   IB error/warning   2103: Market data farm connection is broken:cashfarm
2012-12-04 15:03:22.9131   n/a   -1   n/a   IB error/warning   2103: Market data farm connection is broken:cashfarm
2012-12-04 15:03:40.6779   n/a   -1   n/a   IB error/warning   2103: Market data farm connection is broken:cashfarm
2012-12-04 15:04:14.5932   n/a   -1   n/a   IB error/warning   2103: Market data farm connection is broken:cashfarm
2012-12-04 15:05:15.5213   n/a   -1   n/a   IB error/warning   2103: Market data farm connection is broken:cashfarm
2012-12-04 15:06:34.4812   n/a   -1   n/a   IB error/warning   2103: Market data farm connection is broken:cashfarm
2012-12-04 15:07:40.1378   n/a   -1   n/a   IB error/warning   2103: Market data farm connection is broken:cashfarm
2012-12-04 15:09:00.9839   n/a   -1   n/a   IB error/warning   2104: Market data farm connection is OK:cashfarm
Posted Thursday December 13 2012
This happened again today. System and Data in lower right are still green. There are no other output errors in the Output pane. Can we please work on getting this fixed? It's difficult to trade live if the plugin disconnects and/or is not solid. I'm happy to help test any code with the TWS plugin but we need to get these plugin issues fixed.

Please advise asap; the previous post is from over a week ago. I have paid for the perpetual license so I need some level of support. A week is a long time to wait on what appears to be a potential defect.

Thanks, Duane

Edited: Thursday December 13 2012 by alpha23
Posted Sunday December 23 2012
Unfortunately there's not enough information here to have any idea what might be going wrong. Logging what the system is doing will probably help with this.

I've added code to the RightEdgeUtil to help with with this. The SystemLogger class will log to a text file in the trading system directory as well as to RightEdge's output window. That way you'll have a more permanent record of what your system is doing. For live runs it will log to a file named LiveSystemLog_.txt. The ActivityLogger class uses the SystemLogger and logs all order activity: orders submitted, filled, and cancelled.

To use these classes, put code like this in your system's class startup method:

   SystemLogger _systemLogger;
   ActivityLogger _activityLogger;
   
   public override void Startup()
   {
      _systemLogger = new SystemLogger(SystemData);
      _activityLogger = new ActivityLogger(SystemData, _systemLogger);
   }

Can you add this logging (and any additional logging you think would be useful) so that the next time this happens we will have more information to go on?

Thanks,
Daniel
Posted Sunday December 23 2012
Daniel,

Thanks for adding. Yes, I will add to my code and will let you know if there are any issues.

Duane

Edited: Sunday December 23 2012 by alpha23


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