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    IB: limitation for historical data requests

    I scan, in real time, hundreds of stocks. I use the datafeed of IB.

    IB limits access: "Ninja Trader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next 5 minutes: historical Market Data Service error message: Historical data request pacing violation"

    So with NT7 I can not generate alerts in real time, for many stocks.

    How can I get around this problem?

    Thanks,
    Morphy

    #2
    Hello vy61cm,

    Thank you for your post.

    Interactive Brokers has a limitation in place for the amount of data that can be requested at one time. You would need to load a smaller set of instruments at a time, and then load the next set. Either by opening workspaces one at a time or windows with data such as Market Analyzers or Charts.

    Comment


      #3
      I'm aware of Interactive Broker's data limitation policy and load charts a few at time to avoid the pacing warnings.
      But, I've run across a problem with stocks that have a short history because they recently went public.
      ETSY is an example. Data begins on 4/19/15.
      If I request my standard 180 days of data, NT pulls it all in from IB, but for some reason it then starts all over and at some point I get the IB pacing warning and it stops.
      I get the data. No problem there, but now I have to wait 5 minutes before I can request more data.
      Also, if I change the time frame, it happens all over again.
      I don't want to change my 'Days to load' defaults just to work around a few stocks with short histories.
      Is this problem at your end or IB's?
      Any suggestions?

      Thanks.

      Comment


        #4
        Hello,

        Thanks for your note.

        I'd like to see your log and trace files. Please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

        You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

        The log file will be named "log.20150720.txt"

        You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

        The trace file will be named "trace.20150720.txt"

        I look forward to hearing from you.
        Drew O.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_DrewO View Post
          Hello,

          Thanks for your note.

          I'd like to see your log and trace files. Please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

          You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

          The log file will be named "log.20150720.txt"

          You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

          The trace file will be named "trace.20150720.txt"

          I look forward to hearing from you.
          Email sent with requested files.

          Comment


            #6
            Originally posted by Andor1999 View Post
            I'm aware of Interactive Broker's data limitation policy and load charts a few at time to avoid the pacing warnings.
            But, I've run across a problem with stocks that have a short history because they recently went public.
            ETSY is an example. Data begins on 4/19/15.
            If I request my standard 180 days of data, NT pulls it all in from IB, but for some reason it then starts all over and at some point I get the IB pacing warning and it stops.
            I get the data. No problem there, but now I have to wait 5 minutes before I can request more data.
            Also, if I change the time frame, it happens all over again.
            I don't want to change my 'Days to load' defaults just to work around a few stocks with short histories.
            Is this problem at your end or IB's?
            Any suggestions?

            Thanks.
            I thought I would post the resolution to my question, for the benefit of other users of IB data.
            It wasn't a problem with NT and I subscribed to Kinetick as my data provider. What a difference!. NT is like a whole new program. No more pacing errors from IB, and almost instant charts. I should have dumped Interactive Brokers a as a data provider a long time ago. I still use them for trading, but I don't think they are happy streaming data for free, and make it as unpleasant as possible, so you will find another provider.

            Comment


              #7
              Unkown intrument error using Kinetick subscription

              Good morning,

              I've submitted a trouble ticket to Kinetick, but they don't open until 8:30 EDT and I'd like to get this resolved sooner, if possible.
              I think I have it narrowed down to a problem at their end, but check out my logic, because I know the finger pointing is about to begin.
              I get an 'unknown instrument' pop up every time I update or create a chart.
              It appears I'm actually getting the data in spite of the error message.
              BUT, if I select the Kinetick free end of day data, no errors.
              OR, if I reconfigure NT to use Interactive Brokers's data as I used too, no errors.
              This seems to point to my Kinetick subscription stream, wouldn't you agree?
              BTW. Everything was working fine when I shut down last night.

              Thank you.

              Comment


                #8
                Hello,

                Thanks for your note.

                To check for relevant errors, I'd like to see your log and trace files. Please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

                You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

                The log file will be named "log.20150803.txt"

                You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

                The trace file will be named "trace.20150803.txt"

                I look forward to hearing from you.
                Drew O.NinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_DrewO View Post
                  Hello,

                  Thanks for your note.

                  To check for relevant errors, I'd like to see your log and trace files. Please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

                  You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

                  The log file will be named "log.20150803.txt"

                  You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

                  The trace file will be named "trace.20150803.txt"

                  I look forward to hearing from you.
                  Drew, I got a reply from Kinetick and they had me reset the Instruments under the Data tab, and that seems to have fixed the problem. Any idea what might have caused the problem in the first place?

                  Comment


                    #10
                    Hello,

                    Thanks for your reply.

                    This would suggest there was an issue with the instrument configuration within NinjaTrader. Resetting the instruments brought the instrument configuration back to the defaults.
                    Drew O.NinjaTrader Customer Service

                    Comment

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