Today May 16, 2013, at 20:31:27, book and price data did not change anymore on my screen. When I detected it, I tried to find the reason and found that IB was not delivering book data anymore. I was collecting book data for ES, CL, ZC, ZW, ZS at that time. I set a breakpoint inside 'updateMktDepth' within 'Trader.java' and found that it's never hit anymore. In the JBookTrader EventReport, I have found at that time that HongKong data farm was broken for 12 seconds. 05/16/13 20:31:20.941 IB API 2103: Market data farm connection is broken:hkfarm 05/16/13 20:31:32.451 IB API 2104: Market data farm connection is OK:hkfarm But how can this be the cause of what happened? The time coincidence is remarkable. (Trouble was that I had an open position at that time. As I never know where the market is heading I closed the position manually (fortunately positive) at 20:58:41 but I did not think about JBookTrader's intent to close the position at the end of the trading interval. But I managed that situation with a slight loss.) Anyway I wonder what was the real cause of what happened. Any suggestions?
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