"Workaround" for IB historical data limit?

[timokrates]

Hi,

I'm using NT to chart several forex and futues markets. My broker and data provider is Interactive Brokers. My problem is that I'm running into the historical data limitation every time I open the platform.

I have set Ninjatrader to store the data, but every morning I have the same problem. Data load, limit is reached and then I have to wait until I'm able to donwload more data.

Another problem is that I use the market analyzer which is linked to the charts. Every time I click on an instrument, data (intraday?) loads again.

Is there a way to avoid all this, get rid of the limitation or a way that NT handles historical data requests for IB in an appropriate manor?

Thanks

[NinjaTrader_ChristopherJ]

Hello timokrates,

Thank you for your post.

This means you are pulling too much data from IB at one time and unfortunately there is not a workaround for this within NinjaTrader at this time.

Please remove instruments from any Market Analyzers you are using, reduce the number charts and SuperDOMs you have running, and reduce the number of tickers you have up in TWS. Then shut down NinjaTrader and TWS, wait 10 minutes for your data status to change with IB, and then retest.

I have also provided a link below to our Help Guide that goes over when NinjaTrader requests data.

http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html

Please let me know if I may be of further assistance.

[Harry]

A suggestion

As far as I know, these are your options:

(1) Best solution: Look for a decent data provider and pay for it.

(2) If you are having just a few instruments on your workspace: Close out all charts and the market analyzer. Then download 4 weeks of data for a chosen instrument via Tools -> Historical Data -> Reload. Repeat this for another period of 4 weeks. For example, if you need 12 months of EURUSD data, you can first load Sep 10 - October 7, then Aug 13 - Sep 10 and so on. Once you have loaded this step by step you can open a EURUSD intraday chart with a lookback period of 12 months. Also works for stocks, but does not work for futures as IB doesnot store old contracts and also does not offer continuous contracts. If you want to save time, see option (1).

[timokrates]

Thanks guys.

Harry, you are right, specially with option 1.

Considering Esignal for data now...

[timokrates]

Just to finish this topic, I would like to add the IB historical data limitation information:

http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/api/historical_data_limitations.htm

Maybe a smart handling of historical data is something for a later NT release.

[Thomas79]

Hi

Is there a solution on this problem ? Because I try to run some strategies on the 600 EU stocks of the Stoxx600...and after 10 strategies Enabled I have this problem... (error "you have reached the maximum data load ...)

Remember, I have the stocks data from IB

Can you help ?
Thx

[NinjaTrader_CalH]

Thomas79,

This is a limitation with the IB API and what it can do.

[schematics]

IB data downloader overcomes request size limitation

Hello, just noticed this thread, probably too late to respond to the initial author, but in case someone else stumbles on this the way I did:

I've been using this tool for a few months - it connects to Interactive Brokers TWS or Gateway and downloads data using Java API. It breaks down requests for long periods into shorter ones, and also automatically works around IB's pacing violation errors, so you can download even intra-day data for long periods of time ( as long as your account allows). Pretty happy with it.

http://www.tradinggeeks.net/downloads/ib-data-downloader/

[elliot5]

IB data Download java tool

Thankyou Schematics for that... I have just downloaded it - how did you get the downloaded data into NT friendly format? Notepad++ ?

Regards and thx

Hello, just noticed this thread, probably too late to respond to the initial author, but in case someone else stumbles on this the way I did:

I've been using this tool for a few months - it connects to Interactive Brokers TWS or Gateway and downloads data using Java API. It breaks down requests for long periods into shorter ones, and also automatically works around IB's pacing violation errors, so you can download even intra-day data for long periods of time ( as long as your account allows). Pretty happy with it.

http://www.tradinggeeks.net/download...ta-downloader/