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Live Trading not stable & keeps disconnecting
Sofyan Saputra
posted Jul 13, 2017

I have been live trading for several months now and noticed that live trading will very frequently lose connection. At least once a week and recently the problem has gotten significantly worse (my live algo is disconnecting a few times a week). Note that I have a separate IB login for checking my account and running the algo, so am not causing the algo to disconnect myself.

The worst part is that the algorithm disconnects right before market open. Since I am currently on the west coast, I am still sleeping when it disconnects and causes my algorithm to miss profitable trades by the time I wake up in the morning. What exactly is going on, esp recently, that is causing all these disconnects? Is high disconnection rate something that is going to be reduced or just a fact of Quantopian for us to expect?

7 responses
TING-JUNG DAI
Jul 13, 2017

I had the same issue too.

Luke Izlar
Jul 13, 2017

I've been live trading with Quantopian for around a year now. I lose connection every friday after market close and possibly other times during the weekend so each sunday night I re-connect and that seems to carry me through the week usually. Occasionally (like last night) it will disconnect mid-week so I have to check my algo's every day before market open.

It's a real pain in the ass and I wish Quantopian would get their act together on this matter. I understand that being a hedge fund is their primary goal but not everyone gets lucky enough to be part of the hedge fund... and without the customer base the pool of good algo's being submitted will dwindle.

Josh Payne
Jul 13, 2017

Hi all,

We share your concern. We've seen an increase in the incidence of connection problems between Quantopian and IB. There are many causes to the these connection problems (sometimes it is Quantopian software, sometimes it is IB software, etc.) and we're focused on solving some of the biggest culprits that are in our control. We are currently working to upgrade our IB connection infrastructure and software are optimistic that this work will improve the situation. I'll try to check back into this thread after the work goes out.

Thanks
Josh

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Luke Izlar
Jul 13, 2017

Thanks for the reply Josh, I probably should have mentioned that my issues are with Robin hood, haven't moved to IB yet. Any similar plans in the works for Robin hood?

Blue Seahawk
Jul 13, 2017

Wonder how often it might be from a broker's need to reboot servers for security updates. If any of it is that, one would imagine they could send a signal prior and this side could then wait a bit and try reconnecting every five minutes or something.

Sofyan Saputra
Jul 17, 2017

Seems like it happened again this morning and now it keeps saying "Sorry something went wrong" when I try to reconnect. The amount of profitable trades I've missed due to these disconnection issues is getting extremely irking.

What exactly is going on that it is happening so much more frequently than earlier this year? Are accounts without 2FA less likely to disconnect?

Peter Bakker
Jul 18, 2017

I dont use 2fa and I get seldom a diconnect, I trade for 2 years now on the platform with IB

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.