Hi, for quite some time, I am using JBT to gather data. For this purpose, it is running on a AWS micro-instance. Once in a while I found it stuck (actually , but was not sure where it was coming from). Usually the happened also after a full week of data.
However, today it happened again and I found some strange things (I start recording usually some time Sunday evening and let it run till Friday). Perhaps someone has an idea where it might come from. The fact is, it seems not data itself gets stuck only the price information is kept the same: the volume does continue to change. This is how the end of the recording looks like: then there is a 30sec gap where I restarted JBT. 100112,101425,-11.6,1.28335,14 100112,101426,-11.6,1.28335,6 100112,101427,-11.6,1.28335,0 100112,101458,9.95,1.29335,0 100112,101459,9.16,1.29335,2 100112,101500,8.24,1.29335,1 The gap is not due to a change in the market, but because the data before was no longer correct (btw, this is the EUR) This is the part of the data where it seemed to happen: 100112,001556,-9.99,1.2833,0 100112,001557,-4.27,1.28325,0 100112,001558,-2.62,1.28325,0 100112,001559,-11.47,1.28335,16 100112,001600,-9.75,1.2833,1 100112,001601,-10.32,1.2833,0 100112,001602,-10.26,1.2833,0 100112,001603,-13.42,1.28335,1 100112,001604,-13.61,1.28335,0 100112,001605,-12.64,1.28335,0 100112,001606,-12.04,1.28335,0 100112,001607,-11.83,1.28335,0 100112,001608,-11.71,1.28335,0 100112,001609,-11.71,1.28335,0 100112,001610,-11.71,1.28335,0 100112,001611,-11.71,1.28335,0 100112,001612,-11.93,1.28335,0 100112,001613,-11.98,1.28335,0 100112,001614,-11.04,1.28335,7 the price keeped changing until 001602, then was stuck - as far as I could see in the file all the way until I restarted. The following is an excerpt from the Eventreport file - it contains the end before the restart (the were no further events recorded) 09/30/12 23:59:05.196 IB API 2103: Market data farm connection is broken:usfuture 09/30/12 23:59:21.450 IB API 2104: Market data farm connection is OK:usfuture 10/01/12 00:14:04.896 IB API 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) 10/01/12 00:14:04.896 My JBookTrader Market data for book 3 has been reset. 10/01/12 00:14:04.896 IB API 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) 10/01/12 00:14:04.896 My JBookTrader Market data for book 2 has been reset. 10/01/12 00:14:04.896 IB API 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) 10/01/12 00:14:04.896 My JBookTrader Market data for book 1 has been reset. 10/01/12 00:14:04.896 IB API 2103: Market data farm connection is broken:usfuture 10/01/12 00:14:42.166 IB API 2104: Market data farm connection is OK:usfuture 10/01/12 00:15:48.860 IB API 1100: Connectivity between IB and Trader Workstation has been lost. 10/01/12 00:16:16.630 IB API 1102: Connectivity between IB and Trader Workstation has been restored - data maintained. So, it looks like connectivity was lost and restored, but from this point forward no price updates were recorded.. Any idea what is going on, would be helpful. Cheers Klaus -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To view this discussion on the web visit https://groups.google.com/d/msg/jbooktrader/-/n_Q79Aaa88kJ. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
