No market data for FX after IB server restarts at midnight EST

[GoogleCodeExporter]

What steps will reproduce the problem?
1. Create two strategies, one with EUR.USD, the other one with GBP.USD 
2. Start both strategies in forward test mode sometime before midnight EST
3. Shortly after IB server restarts (sometime after 00:01 EST), check JBT.
One of the strategies keeps receiving market data, and the other one does not.

More information (as reported by Javier):
http://groups.google.com/group/jbooktrader/browse_thread/thread/8c34c691da33a902

Original issue reported on code.google.com by eugene.k...@gmail.com on 13 Jul 2009 at 4:57

[GoogleCodeExporter]

This problem is caused by a bug which slipped into release 6.08 and persisted 
through
release 6.11. Specifically, the "market depth reset" messages from IB were 
missed
because of the faulty logic in Trader.java that ignores duplicate messages. The
"market depth reset" messages were actually not duplicate because they 
contained the
ID for the instrument. This affected all instruments, and not just FX. It also
happened during the depth resets which occurred during the trading day, and not 
just
during the midnight server resets. 

This is fixed in release 7.01. Javier, please retest when this release becomes
avaialable.

Original comment by eugene.k...@gmail.com on 13 Jul 2009 at 8:01

• Changed state: Fixed
• Added labels: Component-Logic, OpSys-All, Usability

[GoogleCodeExporter]

I verified this problem in release 7.01 and the bug seems fixed. Everything was 
OK
after IB servers restart at midnight EST, live quotations don't get frozen as in
previous releases. 

Now eventlog file reports market depth reset message per each individual 
strategy
running with an unique ID.

Good job Eugene!

Original comment by javier...@gmail.com on 17 Jul 2009 at 9:02