Why a VeighNa Strategy Can Receive Ticks After Trading Stops
Summary
A VeighNa forum exchange distinguishes stopping live trading from stopping a strategy’s market-data processing. After initialization, a strategy can remain subscribed to quotes and continue calculating or printing tick-based signals; trading calls do not send orders until trading has been started. The reported behavior of ticks continuing after the user stops a strategy is therefore consistent with that distinction, while removing the strategy ends its activity.
The discussion also describes a separate overnight connection issue: a user reports a CTP session disconnect and authorization failure after the night session. The reply says futures broker CTP servers close after night trading and advises closing the VeighNa client, then restarting it before daytime trading. This is brief community guidance rather than a diagnostic procedure; it does not establish the cause of every disconnect or provide a way to keep a strategy running continuously across sessions.
Key ideas
- Strategy initialization can subscribe to market data before live trading is started.
- Stopping trading does not necessarily stop tick reception or signal calculations.
- Removing the strategy is described as the action that stops its ongoing tick activity.
- The reply attributes overnight disconnections to futures broker CTP server shutdown after the night session.
- The suggested operating routine is to close the client after night trading and restart it before daytime trading.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.