NinjaTrader has reached an IB limitation for historical data requests

[clearpicks]

Hello,

I have a workspace with 12 daily charts open (with 365 days back historical data loaded(?)). On each chart a simple indicator ninjascript is running to export daily historical data.
If I right click on any chart and select "Reload historical data", a message window "NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Services error message: Historical data request pacing violation" would pop out. What is exactly the reason the pacing limit is exceeded? To avoid such error what should I not do?


- Clearpicks

[NinjaTrader_Jason]

Hi clearpicks,

Unfortunately, IB has a limitation on how much historical data you can request at a time. It seems reloading your chart just exceeds the amount of historical data you can request from IB. You will need to wait 5 minutes and you should be able to request additional historical data again.

[clearpicks]

Hi Jason,

Do you know the limit scuh as how many bars to be downloaded in each minute, etc.?

Does NT reload the historical data of all open charts when clicking "Reload Historical Data" or just the data of active chart?

- Clearpicks

[NinjaTrader_Jason]

Hi clearpicks,

Upon right clicking in the chart and select "Reload Historical Data", it will only reload the historical data for that chart.

Unfortunately, I do not know the limit of how much historical data you can request at once. I suggest to contact IB regarding this inquiry.

[clearpicks]

Hi Jason,

I don't understand why whenever I click "Reload Historical Data" I would encounter the pacing violation error. Is this a bug in NT? I never encounter problem to refresh data with IB as data feed when using Amibroker, QuoteTrader and QuoteTracker.

- Clearpicks

[NinjaTrader_Ray]

No bug, this message comes from IB. It means exactly that, you have hit a pacing violation.

[clearpicks]

To find out what is exactly causing the 101 error I reported in another thread, I just completely uninstalled NinjaTrader and reinstalled it again.
I opened a daily chart of YM M8 without any indicators running. I changed the last trading day to 04/26/2007 and selected "reload historical data", then I got the pacing violation error immediately. Since there is only one chart has been opened since the fresh reinstallation, I think there must be something wrong in NT when handling the "reload historical data" request. Can someone in NT do a simple test on this issue? I use IB paper trading account as data feed.

I don't even need to reload historical data sometimes. A few minutes ago I just simply changed the last trading day from 04/25/2008 to 04/24/2008, I got an error message in NT log window "NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes. ......". Does NT have a bug so that it just mistakenly sends out many hsitorical data requests to IB when the last trading day is specified earlier than the latest daily data timestamp in database?

- Clearpicks

[NinjaTrader_Dierk]

I tested what you asked (following steps in your other thread) for a few days and did not encounter any issue.

Also: Please make sure you are on latest 6.5.1000.1

Please make sure to contact IB support to understand how many historical data requests you can issue within what timeframe.

[clearpicks]

Hello,

Which IB TWS and API version did you use?

-Clearpicks

[NinjaTrader_Dierk]

- TWS: the one recommend on our web site
- API: irrelevant, since not used

[clearpicks]

I used the IB TWS 882.2, which is recommended on NinjaTrader website.
I will test it on my desktop this evening.

- Clearpicks

[clearpicks]

I have not had this error for about one day. I don't know what I did which solved the problem. The only thing I think is different is I removed some CL and NG contracts (i.e. CL K8 because it has expired). Also at the very beginning ( a few days ago when I installed NT ) I created a market analyzer window in which I droped a few instruments. After than I could not even find that market analyzer window, so I think I must have closed it.

Now if I retore from an older backup file, I would still get the having reached historical request limit error sometimes (especially "reload historical data").

However since it does not bother me any more, I will only report if it happens again.

- Clearpick

[clearpicks]

I set the log level in IB TWS to "details", and whenever I change the instrument of a NT chart, in the IB log file I can find a few lines like

GP 17:51:34:919 JTS-EServerSocket-78: SECDEF Sending reqId=FixSecDefReqBySymbol62 symbol=ZN 0 ECBOT
GP 17:51:34:920 JTS-EServerSocket-78: [0:20:39:1:0:0:0:INFO] Requested historical data.
GP 17:51:34:920 JTS-EServerSocket-78: [0:20:39:1:0:0:0: DET] Finished processing message:
GP 17:51:34:920 JTS-EServerSocket-78: [0:20:39:1:0:0:0:INFO] Handling incoming UnSet message.
GP 17:51:34:920 JTS-EServerSocket-78: [0:20:39:1:0:0:0:ERR] Invalid incoming request type - 0

So it seems NT sends incorrect "Unset message" to IB TWS every time it requests (historical?) data from IB TWS.

- Clearpicks

[NinjaTrader_Dierk]

Please contact IB support on the meaning of their logs.

[brs910]

Does anyone have a solution for this problem with IB yet? I can't even open the market analyser with one line of data without getting this error. I have enabled save real time bar data but am unsure of what else to try.

Thanks

brs910