QueryInterface for interface IESignal.IHooks failed.

[FBI]

I am trying to process time and sales data for the last 2 days. I receive a remoting exception after successfully processing numerous bars. The exception message is the subject of this thread. This only seems to occur when the market is open. I have yet to have this occur on Saturday when the futures market is closed. The following is some logging info:
1/24/2008 9:38:51.6406250 ESignalTimeAndSales::Start, num days 2
1/24/2008 9:49:44.0781250 ESignalTimeAndSales::eSignal_OnTimeSalesChanged, handle 1, ready
1/24/2008 9:49:44.0937500 ESignalTimeAndSales::ProcessTimeAndSales, doNotify True, numBars 604570, pre-loop
1/24/2008 9:49:44.1093750 ESignalTimeAndSales::ProcessTimeAndSales, first bartime 1/23/2008 12:00:35 AM
1/24/2008 9:52:15.6718750 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent waiting lock
1/24/2008 9:52:15.6718750 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent received lock
1/24/2008 9:52:15.6875000 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent end loop
1/24/2008 9:52:15.6875000 HistoryBase::ManageresultSet, last index 13999 returned from events

NOTE: the previous log entry is the "return" from events that I fire. The bars of interest are packed in a result set, currently 1000.

1/24/2008 9:52:26.5312500 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent waiting lock
1/24/2008 9:52:26.5312500 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent received lock
1/24/2008 9:52:26.5312500 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent end loop
1/24/2008 9:52:26.5312500 HistoryBase::ManageresultSet, last index 14999 returned from events
1/24/2008 9:52:37.3750000 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent waiting lock
1/24/2008 9:52:37.3906250 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent received lock
1/24/2008 9:52:37.3906250 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent end loop
1/24/2008 9:52:37.3906250 HistoryBase::ManageresultSet, last index 15999 returned from events
1/24/2008 9:52:48.3437500 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent waiting lock
1/24/2008 9:52:48.3437500 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent received lock
1/24/2008 9:52:48.3593750 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent end loop
1/24/2008 9:52:48.3593750 HistoryBase::ManageresultSet, last index 16999 returned from events

<< more of the same >>

Then:

1/24/2008 9:54:17.2500000 HistoryBase::ManageresultSet, last index 24999 returned from events
1/24/2008 9:54:28.3593750 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent waiting lock
1/24/2008 9:54:28.3593750 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent received lock
1/24/2008 9:54:28.3593750 MainForm::ESignalHistoryQuote_HistoryQuoteChangedE vent end loop
1/24/2008 9:54:28.3593750 HistoryBase::ManageresultSet, last index 25999 returned from events
1/24/2008 9:54:34.2031250 Exception from ESignalTimeAndSales::ProcessTimeAndSales
QueryInterface for interface IESignal.IHooks failed.

Server stack trace:
at IESignal.HooksClass.get_GetTimeSalesBar(Int32 lHandle, Int32 lBarIndex)

at System.Runtime.Remoting.Messaging.StackBuilderSink .PrivateProcessMessage(MethodBase mb, Object[] args, Object server, Int32 methodPtr, Boolean fExecuteInContext, Object[]& outArgs)

at System.Runtime.Remoting.Messaging.StackBuilderSink .AsyncProcessMessage(IMessage msg, IMessageSink replySink)

Exception rethrown at [0]:
at System.Runtime.Remoting.Proxies.RealProxy.EndInvok eHelper(Message reqMsg, Boolean bProxyCase)

at System.Runtime.Remoting.Proxies.RemotingProxy.Invo ke(Object NotUsed, MessageData& msgData)

at CommonLib.GetTimeSalesDelegate.EndInvoke(IAsyncRes ult result)

at CommonLib.ESignalTimeAndSales.ProcessTimeAndSales( Boolean doNotify) in c:\documents and settings\russ\my documents\visual studio projects\fbi back test\commonlib\esignaltimeandsales.cs:line 119

at CommonLib.ESignalTimeAndSales.DoWork(Boolean doNotify) in c:\documents and settings\russ\my documents\visual studio projects\fbi back test\commonlib\esignaltimeandsales.cs:line 73

I am at a loss on what could be occurring. Has anyone seen this behavior? It never occurs at the same point during the same time frame. Ideas would be appreciated.

[AChan]

Have you encountered this problem in the past? What version of eSignal and the DataManager are you running? Can you also tell us what programming language you are using and the version of your development environment.

On another note, when you have this exception, was your eSignal application still functioning correctly?

[FBI]

>> Have you encountered this problem in the past?
Using Time and Sales is a new feature that we are trying to utilize for our application. I have had issues since the beginning and always have assumed code bugs or lack of understanding on how time and sales should be processed, which, up to now has been a pretty good assumption. Since there is so much data, and it's a moving target, this one has been difficult to trace down (debug). I added the debug facility to narrow the issue. To directly answer the question, yes, every test except on Saturdays when the futures market is closed (I have not tested prior to 17:00 cst on Sumday). I have set absolute indexing. I also subscribe to the absolute base chage event which does not fire.

>> What version of eSignal and the DataManager are you running?
I was running 8.0. Today I tried version 10, same result.

>> Can you also tell us what programming language you are using and the version of your development environment.
I am using C#.
Microsoft Development Enviroment 2003, Version 7.1.6030.
Microsoft .NET Framework 1.1, Version 1.1.4322 SP1

>> On another note, when you have this exception, was your eSignal application still functioning correctly?
I have not had any problems obtaining bars (OHLC) at differing intervals, even after this exception, closing my app, and restarting (assuming I have cleanly exited and not tried to operate on esignal afterwards, in which case I had to "shoot" the process winsig.exe). Just as a side note, today was the first time I tried to test (version 10) with my charts active. The charts did not update during the time and sales processing.

[JimBecker17]

Just a comment regarding your charts updating while fetching T&S data. I would not count on it - eSignal is too busy. Also the fetching of data will be much faster w/o any charts open at all. eSignal seems to poll charts and the latency fetching T&S data will increase the more charts you have open.

This is an issue with bar data a bit, but the T&S will take over if you are fetching individual historical bars not just realtime bars.

Deep searches from several years ago using my username might still have more details on this if you are interested.

Good luck.

-Jim

[FBI]

Update

We have received the same failure Sunday around 0300 cst. The futures market (ES) was closed. This is the first time we have had a failure when the market was closed. This failure has occured every time when the market is open.