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I know you said you have this issue no matter what internet connection you use. Thing is, I used to have that problem too when I had Comcast. But I haven't had a problem since I got the municipal fiber optic internet from my hometown. Your ISP matters.
Most of the integrations we have with brokerages and/or connectivity providers, CQG included, are through what's called an Application Programming Interface (API) which is provided by said providers. NinjaTrader does not handle the connectivity between your PC and said provider, the API provided by the provider does. We ask it to "Connect" and it tells us when there is a connection loss, which we then report through our application to the user.
Within the API that is provided, there is a heartbeat mechanism by where the API communicates with its server asking "are you still there" and if it does not receive a response with some set amount of time, it then reports a connection loss to the application that is using the API. The connection stability can be your PC or VPS, the end server (CQG's in this case) or anything in between along the internet path.
There are some additional low level trace information that the CQG API outputs that our customer services team might be able to look at, but unless CQG's servers are the issue (which would have widespread implications even outside of NinjaTrader users) the likely culprit somewhere from the VPS provider through the internet to the CQG server(s).
Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
I could not say that anyone is more stable than the other, in this day and age, connection integrity is commonplace. CQG for example, has many redundant data centers globally serving a large portion of the worldwide trading community, retail and institutional. That said, if you are a NinjaTrader Brokerage client, you can send in a request to try Rithmic data feed to see if this might make a difference for your particular situation.
Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
Who is your data provider and who is the vps provider?
I've previously had data disconnections on my local machine with NT as the data source.
But haven't had any issues in over a year since switching to iqfeed and running on an Azure window server vm