Fair enough, but in the same MA-window I also have some indicators which rely on data from 1, 2, 5 and 6 hours back. These indicators need to request hourly historical data from IB, which produce pacing violations. I read up on the IB-limitations, and this is what it says on IBs site:
· Making identical historical data requests within 15 seconds;
· Making six or more historical data requests for the same Contract, Exchange and Tick Type within two seconds.
Also, observe the following limitation when requesting historical data:
· Do not make more than 60 historical data requests in any ten-minute period.
Or perhaps a way to make NT save real-time data from the IB feed for a day, so that the indicators which look back can operate on my local database instead?
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