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Gateway disconnects multiple times daily at around 2pm, sometimes failing to reconnect


 

Hi all

Hoping for some guidance on this issue that has been plaguing me for months. Thanks in advance!

As topic name, almost every trading day, the gateway will disconnect from the IBKR servers 3-4 times around 2:05pm every day. Since this first started occurring I have moved houses and put my software on AWS to no avail.

For example today, whilst running on AWS Sydney, while it was able to reconnect each time, it disconnected 3 times and gave me error 2105 at (AEST/UTC+10):
14:03:33
14:04:17
14:05:23

and the respective logs:
2022-06-29 14:03:31.314 [BB] INFO? [JTS-EServerSocketNotifier-104] - [1:157:157:1:0:90:-1:INFO] Historical data update sent [requestId: 3].
2022-06-29 14:03:33.122 [BB] INFO? [JTS-ushmdsListenerS7-109] - Socket for connection ndc1.ibllc.com:4000 was closed by peer.
2022-06-29 14:03:33.125 [BB] INFO? [JTS-ushmdsListenerS7-109] - Disconnecting ndc1.ibllc.com:4000 [disconnectDetails=DisconnectDetails[sessionID=7,endPoint=ndc1.ibllc.com:4000,reason=DISCONNECT_ON_BROKEN_SOCKET,cause=null,systemMessage=null,keepSocketOpen=false]]...
2022-06-29 14:03:33.125 [BB] INFO? [JTS-ushmdsListenerS7-109] - Socket closed.
2022-06-29 14:03:33.125 [BB] INFO? [JTS-ushmdsListenerS7-109] - Interrupting dispatcher [sessionID=7]...
2022-06-29 14:03:33.126 [BB] INFO? [JTS-ushmdsDispatcherS7-110S7-111] - Dispatcher thread terminating [sessionID=7,interrupted=true]...
2022-06-29 14:03:33.130 [BB] INFO? [JTS-ushmdsListenerS7-109] - Interrupting listener [sessionID=7,disconnectSocket=true]...
2022-06-29 14:03:33.130 [BB] INFO? [JTS-ushmdsListenerS7-109] - AuthTimeoutMonitor-ushmds: deactivate
2022-06-29 14:03:33.130 [BB] INFO? [JTS-ushmdsListenerS7-109] - Listener thread terminating [sessionID=7] [seen=62643,totalShifted=62643,moreAvailable=0]
2022-06-29 14:03:33.131 [BB] INFO? [JTS-DisconnectedS7-147] - Farm ushmds/NATIVE: Lost active connection with disconnect status DISCONNECT_ON_BROKEN_SOCKET
2022-06-29 14:03:33.132 [BB] INFO? [JTS-DisconnectedS7-147] - Farm ushmds/NATIVE: Resetting
2022-06-29 14:03:33.132 [BB] INFO? [JTS-DisconnectedS7-147] - CONN CALC: Last connection attempt time is cleared!
2022-06-29 14:03:33.132 [BB] INFO? [JTS-DisconnectedS7-147] - CONN CALC: Last connection set as now:14:03:33:132
2022-06-29 14:03:33.132 [BB] INFO? [JTS-DisconnectedS7-147] - HTBP Disconnected from live peer!::0
2022-06-29 14:03:33.132 [BB] INFO? [JTS-DisconnectedS7-147] - CONN CALC: Last disconnect time set as now:14:03:33:132
2022-06-29 14:03:33.132 [BB] INFO? [JTS-ushmdsServicePingS7-114] - Terminating ping thread
2022-06-29 14:03:33.137 [BB] INFO? [JTS-DisconnectedS7-147] - Starting fuse [name=ushmds-nativepause,timeout=0]...
2022-06-29 14:03:33.141 [BB] INFO? [JTS-Fuse-ushmds-nativepause-148] - Farm ushmds/DISCONNECTED: Connecting natively (ushmds)...
2022-06-29 14:03:33.143 [BB] INFO? [JTS-Fuse-ushmds-nativepause-148] - Reconnection time cleared: argClearBackoff=false base=0 range=5000 next=0 disconnected=0
2022-06-29 14:03:33.148 [BB] INFO? [JTS-AsyncNonLocked-44] - Keep-alive scheduled for:ushmds
2022-06-29 14:03:33.149 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Sending error.
2022-06-29 14:03:33.149 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] [4;2;-1;2105;HMDS data farm connection is broken:ushmds]
2022-06-29 14:03:33.149 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Error sent.
2022-06-29 14:03:33.149 [BB] INFO? [JTS-AsyncNonLocked-44] - cdebug: ROUTING | connTracker:ushmds@5cd4e9d | Disconnected | 1656475412135 | true
2022-06-29 14:03:33.146 [BB] INFO? [JTS-Fuse-ushmds-nativepause-148] - AsyncDisconnectNotifiers: 1
2022-06-29 14:03:33.157 [BB] INFO? [JTS-Fuse-ushmds-nativepause-148] - Connecting ndc1.ibllc.com:4000 timeout=0...
2022-06-29 14:03:33.159 [BB] INFO? [JTS-Fuse-ushmds-nativepause-148] - CONN CALC: Last connection set as now:14:03:33:159
--------------------------------------------------------------------------------------------------------------------

2022-06-29 14:04:16.273 [BB] INFO? [JTS-EServerSocketNotifier-104] - [1:157:157:1:0:90:-1:INFO] Historical data update sent [requestId: 3].
2022-06-29 14:04:16.518 [BB] INFO? [JTS-CCPDispatcherS3-49] - Setting time offset to -517 diff -252
2022-06-29 14:04:16.518 [BB] INFO? [JTS-CCPDispatcherS3-49] - CCP reported time: 2022-06-29 04:04:16.000 (GMT) [1656475456000], local time: 2022-06-29 04:04:16.518 (GMT), local time: 2022-06-29 14:04:16.518 (AEST), difference in seconds: -0.518, handling delta:1 [Msg1]
2022-06-29 14:04:16.537 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Farm ushmds/CCP: Trying native connection, attempt
2022-06-29 14:04:16.539 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Trying connecting ndc1.ibllc.com:4000 timeout=0...
2022-06-29 14:04:16.943 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Farm ushmds/CCP: Trying native connection
2022-06-29 14:04:16.943 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - AsyncDisconnectNotifiers: 1
2022-06-29 14:04:16.943 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Connecting ndc1.ibllc.com:4000 timeout=0...
2022-06-29 14:04:17.158 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Connected to ndc1.ibllc.com:4000 on local port 0 socket local addrs:port /172.31.39.211:55610
2022-06-29 14:04:17.158 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Farm ushmds/CCP: Connected, sending secure connect and/or auth
2022-06-29 14:04:17.159 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - InnerConnection.onConnected() [sessionID=14,secureConnectEnabled=true,logonReplySigned=true].
2022-06-29 14:04:17.222 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Not exhausted because ndc1.ibllc.com was connected
2022-06-29 14:04:17.222 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - Starting dispatcher thread [sessionID=14]...
2022-06-29 14:04:17.222 [BB] INFO? [JTS-ushmdsListenerS14-163] - Starting listener thread [sessionID=14]...
2022-06-29 14:04:17.223 [BB] INFO? [JTS-ushmdsListenerS14-163] - Initial listener buffer size is 131072.
2022-06-29 14:04:17.223 [BB] INFO? [JTS-ushmdsListenerS14-163] - Capping listener buffer size at 65536.
2022-06-29 14:04:17.449 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - cert #0 subject:CN=tws.ibllc.com,OU=tws.ibllc.com,O=IBLLC,C=US??? issuer:CN=prod.ckg.ibllc.com,O=Interactive Brokers LLC,L=Greenwich,ST=Connecticut,C=US??? notBefore:20220628-13:36:17 Europe/London (1656419777000)??? notAfter:20220630-21:36:17 Europe/London (1656621377000)
2022-06-29 14:04:17.449 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - cert #1 subject:CN=prod.ckg.ibllc.com,O=Interactive Brokers LLC,L=Greenwich,ST=Connecticut,C=US??? issuer:CN=DigiCert SHA2 High Assurance Server CA,OU=www.digicert.com,O=DigiCert Inc,C=US??? notBefore:20200812-01:00:00 Europe/London (1597190400000)??? notAfter:20220817-13:00:00 Europe/London (1660737600000)
2022-06-29 14:04:17.450 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - cert #2 subject:CN=DigiCert SHA2 High Assurance Server CA,OU=www.digicert.com,O=DigiCert Inc,C=US??? issuer:CN=DigiCert High Assurance EV Root CA,OU=www.digicert.com,O=DigiCert Inc,C=US??? notBefore:20131022-13:00:00 Europe/London (1382443200000)??? notAfter:20281022-13:00:00 Europe/London (1855828800000)
2022-06-29 14:04:17.455 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - Current time is: 20220629-05:04:17 Europe/London
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - CipherContext initialization successed.
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - Cipher context created: CipherContext[id=19,encrypt=true].
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - Cipher context created: CipherContext[id=20,encrypt=false].
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - set nsMsgVersion / cryptors: farm=HISTORICAL_DATA-ushmds; nsMsgVersion=44; encryptor=true; decryptor=true
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - AuthTimeoutMonitor-ushmds: deactivate
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - AuthTimeoutMonitor-ushmds: timeout=20000
2022-06-29 14:04:17.459 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - AuthTimeoutMonitor-ushmds: activate
2022-06-29 14:04:17.544 [BB] INFO? [JTS-ushmdsDispatcherS14-164S14-165] - Start ping with 5000 for JTS-ushmdsServicePreAuthPingS14-167
2022-06-29 14:04:17.544 [BB] INFO? [JTS-AuthTimeoutMonitorThread-ushmds-166] - Starting auth timeout monitor thread for ushmds
2022-06-29 14:04:17.562 [BB] INFO? [JTS-ushmdsServicePreAuthPingS14-167] - Starting ping thread
------------------------------------------------------------------------
2022-06-29 14:05:23.418 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Received MD auth msg classid = 1
2022-06-29 14:05:23.419 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Receiver: 772
2022-06-29 14:05:23.419 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Received Result
2022-06-29 14:05:23.419 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Passed session token authentication.
2022-06-29 14:05:23.662 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Logon reply received [signed=true].
2022-06-29 14:05:23.662 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Reconnection time cleared: argClearBackoff=true base=0 range=5000 next=0 disconnected=0
2022-06-29 14:05:23.662 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - AuthTimeoutMonitor-ushmds: deactivate
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Farm ushmds/CCP: Upgrading to native connection
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Disconnecting hdc1.ibllc.com:4000 [disconnectDetails=DisconnectDetails[sessionID=12,endPoint=hdc1.ibllc.com:4000,reason=DISCONNECT_NATIVE_CONNECTION_RESTORED,cause=null,systemMessage=null,keepSocketOpen=false]]...
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsListenerS12-156] - Socket or stream for connection hdc1.ibllc.com:4000 was closed by another thread.
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Socket closed.
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Interrupting dispatcher [sessionID=12]...
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Interrupting listener [sessionID=12,disconnectSocket=true]...
2022-06-29 14:05:23.663 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - AuthTimeoutMonitor-ushmds: deactivate
2022-06-29 14:05:23.664 [BB] INFO? [JTS-ushmdsListenerS12-156] - Listener thread terminating [sessionID=12] [seen=6881,totalShifted=6881,moreAvailable=0]
2022-06-29 14:05:23.664 [BB] INFO? [JTS-ushmdsDispatcherS18-176S18-177] - Start ping with 60000 for JTS-ushmdsServicePingS18-181
2022-06-29 14:05:23.665 [BB] INFO? [JTS-DisconnectedS12-180] - Farm ushmds/NATIVE: Old CCP connection hdc1.ibllc.com:4000 UNCONNECTED was disconnected after native upgrade
2022-06-29 14:05:23.665 [BB] INFO? [JTS-AsyncNonLocked-44] - Keep-alive scheduled for:ushmds
2022-06-29 14:05:23.665 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Sending error.
2022-06-29 14:05:23.665 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] [4;2;-1;2105;HMDS data farm connection is broken:ushmds]
2022-06-29 14:05:23.665 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Error sent.
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - cdebug: ROUTING | connTracker:ushmds@5cd4e9d | Disconnected | 1656475522897 | true
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Sending error.
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] [4;2;-1;2106;HMDS data farm connection is OK:ushmds]
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - [1:157:157:1:0:4:2:DET] Error sent.
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - Keep-alive applied to:ushmds
2022-06-29 14:05:23.666 [BB] INFO? [JTS-AsyncNonLocked-44] - cdebug: ROUTING | connTracker:ushmds@5cd4e9d | Connected | 1656475522897
2022-06-29 14:05:23.666 [BB] INFO? [JTS-ushmdsNativeUpgrade-162] - Farm ushmds/NATIVE: Terminating native background upgrade
2022-06-29 14:05:23.666 [BB] INFO? [JTS-ushmdsServicePreAuthPingS18-179] - Terminating ping thread
2022-06-29 14:05:23.666 [BB] INFO? [JTS-ushmdsDispatcherS12-157S12-158] - Dispatcher thread terminating [sessionID=12,interrupted=true]...
2022-06-29 14:05:23.667 [BB] INFO? [JTS-ushmdsServicePingS12-161] - Terminating ping thread
2022-06-29 14:05:23.667 [BB] INFO? [JTS-AuthTimeoutMonitorThread-ushmds-178] - Terminating auth timeout monitor thread for ushmds
2022-06-29 14:05:23.673 [BB] INFO? [JTS-ushmdsServicePingS18-181] - Starting ping thread


 

Looks like during the first section of the log your IB Gateway is connected to the and the disconnects you describe take place right within the , which is 23:45 - 00:45 in US/Eastern or 13:45 - 14:45 in Australia/Sydney. You should expect various spurious disruptions during that window including brief complete disconnects (errors 1100 and 1102.

We have seen (and expected) similar warnings and errors during last night's US maintenance window and I have attached a quick log, in case that helps. Code 2105 events are actually only warnings and should not cause permanent disconnects or authentication failures, though your clients should be prepared to handle them.

´³¨¹°ù²µ±ð²Ô


 

Interesting.

Yesterday (Tuesday 2pm Sydney time) the problem arose for me again. Gateway fails to reconnect to the IB Server when the IB Server restarts, forcing me to log in to Gateway again. My problem goes back a long way, is very intermittent, and I have an active ticket with IB on the matter.

Today, Gateway reconnected, but just looking at my logs now, I see similar messages to yours at time 14:05:23.663. Anyway, I didn't have to log in again today, the reconnection and login was automatic.

KH


 

On Wed, Jun 29, 2022 at 06:05 PM, Kevin wrote:
e
I have the same experience as you Kevin, not sure why, since I've selected 'Asia' server in the TWS/Gateway login screen. I've found the IB response rate on tickets this year has also been abysmal, they must be snowed in. I might give them a call one of these days and see if they can offer any further insight or solutions. Otherwise, I'll keep using IBC to handle the disconnects


 

Hello,

I have a few related questions please,
I am based in Singapore, and connected via gateway to the US server:

  1. My market data feed disconnects every day at 2PM New York Time
    Not sure why, the logs don't show much, but it shows that my market data feed essentially stops.
  2. Separately I also face error 2103 every day at 5PM New York Time "market data farm is broken:cashfarm"
    Then of course on top of these 2, I get the daily maintenance window disruption around midnight US time.


Note I am using 5secs bars?for my data feeds


self.reqHistoricalData(reqId, contract, str(), '6000 S', '5 secs', data, 1, 2, True, [])

It is supposed to keep feeding and reconnect no matter what, but unfortunately it doesn't;
and every time I faced either of these issues or the daily maintenance window, I have to cancel the subscription and resubscribe to the market data feed, ultimately I just opted to restart the app if the feed becomes stale out of convenience.

> any idea why I face issues every day at 2PM and 5PM NY time?


Bonus question:

keep using IBC to handle the disconnects
> what is IBC?


 

¿ªÔÆÌåÓý

IBC is a program that will automate your login to TWS/Gateway, amongst many other things. See here:

?

?

However, I don¡¯t see how it can help with the issue you¡¯re describing.

?

Richard

?

?

From: [email protected] <[email protected]> On Behalf Of John
Sent: 20 October 2022 03:35
To: [email protected]
Subject: Re: [TWS API] Gateway disconnects multiple times daily at around 2pm, sometimes failing to reconnect

?

Hello,

I have a few related questions please,
I am based in Singapore, and connected via gateway to the US server:

  1. My market data feed disconnects every day at 2PM New York Time
    Not sure why, the logs don't show much, but it shows that my market data feed essentially stops.
  2. Separately I also face error 2103 every day at 5PM New York Time "market data farm is broken:cashfarm"
    Then of course on top of these 2, I get the daily maintenance window disruption around midnight US time.


Note I am using 5secs bars?for my data feeds


self.reqHistoricalData(reqId, contract, str(), '6000 S', '5 secs', data, 1, 2, True, [])

It is supposed to keep feeding and reconnect no matter what, but unfortunately it doesn't;
and every time I faced either of these issues or the daily maintenance window, I have to cancel the subscription and resubscribe to the market data feed, ultimately I just opted to restart the app if the feed becomes stale out of convenience.

> any idea why I face issues every day at 2PM and 5PM NY time?


Bonus question:

keep using IBC to handle the disconnects

> what is IBC?


 

Thanks Richard.

For reference the issue is useRTH = True, digging into the server logs I found:

EUR.NZD

2022-10-20 17:15:21.984 [AI] INFO? [JTS-AsyncNonLocked-32] - cdebug: LIQUID_HOURS | ... | weekly schedule | false | Sun: ; Mon: Sun 17:15 - Mon 14:00; Tue: Mon 14:15 - Tue 14:00; Wed: Tue 14:15 - Wed 14:00; Thu: Wed 14:15 - Thu 14:00; Fri: Thu 14:15 - Fri 17:00; Sat:?

AUD.CAD

2022-10-20 17:15:23.024 [AI] INFO? [JTS-AsyncNonLocked-32] - cdebug: LIQUID_HOURS | jhmds.data.b@7f7cce15 | weekly schedule | false | Sun: ; Mon: Sun 17:15 - Mon 17:00; Tue: Mon 17:15 - Tue 17:00; Wed: Tue 17:15 - Wed 17:00; Thu: Wed 17:15 - Thu 17:00; Fri: Thu 17:15 - Fri 17:00; Sat:?

?


So essentially data stops feeding for 15 minutes, on various currency pairs, at both 2PM and 5PM.
I get caught off guard so many times with useRTH it's becoming ridiculous at this point.

- currencies trade 24/5 there is so much liquidity, why are there holes in the RTH? what does that even mean?
- why are the cutoffs different for different currency pairs?

I will change that to useRTH = True for now.


 

I am not so sure the useRTH has any function for IDEALPRO traded currencies, John.

When you grab the contract objects for EUR.NZD and AUD.CAD you will find, that "Trading Hours" (aka RTH) and "Liquid Hours" are identical for IDEALPRO traded currencies. Therefore, similar to futures such as ES, the value for useRTH or rthOnly fields generally make no difference. So in every case:

  • AUD.CAD won't be available for trading (and no data will arrive) between 17:00 and 17:15 US/Eastern.
  • EUR.NZD won't be available for trading (and no data will arrive) between 14:00 and 14:15 and between 17:00 and 17:15 US/Eastern.

´³¨¹°ù²µ±ð²Ô


"m_marketName" : "AUD.CAD",
"m_timeZoneId" : "US/Eastern"
"m_tradingHours" : "20221020:1715-20221021:1700;20221023:1715-20221024:1700"
"m_liquidHours" : "20221020:1715-20221021:1700;20221023:1715-20221024:1700"

"m_marketName" : "EUR.NZD"
"m_timeZoneId" : "US/Eastern"
"m_tradingHours" : "20221020:1415-20221021:1700;20221023:1715-20221024:1400"
"m_liquidHours" : "20221020:1415-20221021:1700;20221023:1715-20221024:1400"


On Fri, Oct 21, 2022 at 07:07 PM, John wrote:
Thanks Richard.

For reference the issue is useRTH = True, digging into the server logs I found:

EUR.NZD

2022-10-20 17:15:21.984 [AI] INFO? [JTS-AsyncNonLocked-32] - cdebug: LIQUID_HOURS | ... | weekly schedule | false | Sun: ; Mon: Sun 17:15 - Mon 14:00; Tue: Mon 14:15 - Tue 14:00; Wed: Tue 14:15 - Wed 14:00; Thu: Wed 14:15 - Thu 14:00; Fri: Thu 14:15 - Fri 17:00; Sat:?

AUD.CAD

2022-10-20 17:15:23.024 [AI] INFO? [JTS-AsyncNonLocked-32] - cdebug: LIQUID_HOURS | jhmds.data.b@7f7cce15 | weekly schedule | false | Sun: ; Mon: Sun 17:15 - Mon 17:00; Tue: Mon 17:15 - Tue 17:00; Wed: Tue 17:15 - Wed 17:00; Thu: Wed 17:15 - Thu 17:00; Fri: Thu 17:15 - Fri 17:00; Sat:?

?


So essentially data stops feeding for 15 minutes, on various currency pairs, at both 2PM and 5PM.
I get caught off guard so many times with useRTH it's becoming ridiculous at this point.

- currencies trade 24/5 there is so much liquidity, why are there holes in the RTH? what does that even mean?
- why are the cutoffs different for different currency pairs?

I will change that to useRTH = True for now.


 

Hi ´³¨¹°ù²µ±ð²Ô?thanks for your reply.

I actually tested it last night before posting, with useRTH = False I didn't get any missing data or 2105 error.
I did not record the received data to confirm that I have all 5 secs bars continuously between 2:00-2:15 and 5:00-5:15;
However I do have a heartbeat function that checks the last available data on all streams,
and throws if the last received timestamp is > 30 seconds, it did not throw.

> Regardless, it is disturbing to have 3 resets per day, 2pm 5pm and midnight.. how are other FX traders here doing?
I considered using another data source, like sierra charts for instance, but as you know FX is a decentralized market with various liquidity providers,
so any other datasource than IB will definitely have a different bid, different ask and different spread..

Kind regards,
Jonathan


 

As the , warning 2105 "Indicates a connectivity problem to an IB server. Outside of the nightly IB server reset, this typically indicates an underlying ISP connectivity issue.". Experiencing them during the time frames [14:00 to 14:15] or [17:00 to 17:15] US/Eastern would be purely coincidental (no causation with FX trading hours)

I just checked our logs and we had 2,921 occurrences of warning 2105 this year but only 193 of them (6.6%) were outside of the daily IBKR maintenance and reset windows. Below the 12 of them since July 2022.

I also checked the data we received for EUR.USD and there is virtually none between 17:00 and 17:15 US/Eastern other than ticks "Close" and "MarkPrice" and the very occasional {Ask, Bid} x {Price, Size}.

´³¨¹°ù²µ±ð²Ô


Warning 2105 since July 2022

DayOfWeek EpochMillis Date/Time in US/Central
FRIDAY 1656692105960 2022-07-01 11:15:05.960-0500
? ? ?
TUESDAY 1658273062899 2022-07-19 18:24:22.899-0500
? ? ?
MONDAY 1661751151626 2022-08-29 00:32:31.626-0500
? ? ?
FRIDAY 1662105560894 2022-09-02 02:59:20.894-0500
FRIDAY 1662105566607 2022-09-02 02:59:26.607-0500
FRIDAY 1662105569597 2022-09-02 02:59:29.597-0500
FRIDAY 1662105601410 2022-09-02 03:00:01.410-0500
FRIDAY 1662136297003 2022-09-02 11:31:37.003-0500
? ? ?
FRIDAY 1665153249981 2022-10-07 09:34:09.981-0500
FRIDAY 1665153250051 2022-10-07 09:34:10.051-0500
FRIDAY 1665172271935 2022-10-07 14:51:11.935-0500
FRIDAY 1665172272222 2022-10-07 14:51:12.222-0500


 

Thanks ´³¨¹°ù²µ±ð²Ô.

Further logging confirmed your point, there is no FX data coming in between 2:00 and 2:15PM and then again between 5:00 and 5:15PM ET time.

Coming back to the question below, anyone with FX trading experience on IB, please help.

Thanks,
Jonathan

> Regardless, it is disturbing to have 3 resets per day, 2pm 5pm and midnight.. how are other FX traders here doing?
I considered using another data source, like sierra charts for instance, but as you know FX is a decentralized market with various liquidity providers,
so any other datasource than IB will definitely have a different bid, different ask and different spread..