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NinjaTrader
IB historical data request limit error
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Not an IB problem, but a NinjaTrader problem
IB places the pacing violations to prevent overload on their servers. You can easily write a PAUSE between requests to ensure that no more than 6 are made every minute.
This slows things down substantially, but is what is required to get the granular level you (and I!) are looking for.
Unfortunately, NT7 just throws the requests at IB and doesn't pause. Trying to figure out how many days or hours compromise 6 requests will drive you batty.
Buy a data downloader for IB - It'll run over night, but grab all your data and then you can import into NT7.
This is a really easy programming fix for NT7 and I'm sorry to see they didn't feel IB was important enough to work with.
StartTime=now()
place request
receive data
EndTime=now()
Pause(6 secs - (EndTime-Startime)) --if less than zero then don't pause
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MB Trading seems to have a similar behavior:
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I'm working on a strategy (and I have an account with IB) with about 250 stocks. I was ready to buy the NT license to go live but I do not have any intentions of spending 1 hour a day (because IB shuts down the TWS every night...) to enable the lot at 6 per minute or whatever the limitaiton is. Can anyone from NT support shade some lights and/or suggest a workaround?
I guess I put my project on pause for now...
Thanks.
Tex
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Hello,
Unfortunately IB TWS has this limitation. The primary workaround suggested in this thread is for NinjaTrader to put in some kind of x minute delay on data requests. In which case it would take you most likely somewhere around 45+ minutes to enable all these strategies and request all this data due to the programmatic delay.
In either case, if you have heavy data request requirements IB data simply is not designed for this and in fact has limitations to prevent this (What you are running into). In this case you needed to use a third party data feed source which NinjaTrader allows you to do in combination with your IB broker. I would recommend www.kinetick.com.
Furthermore I have added your feedback to development.
-BrettLast edited by NinjaTrader_Brett; 10-01-2012, 06:25 AM.
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fiddy, the latest posts from Brett and Matthew here still current as to what info exists on this topic, it's on our development team's list to look and potentially enhance for our next major update. Once specific feature sets are official we will for sure approach our communities.
I'm not sure which pause feature code you refer to, the data downloading and requesting is done internally in NT and not in an open source study available for modification.
Thanks,BertrandNinjaTrader Customer Service
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