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Tomasz Janeczko <amibroker@xxx> writes:
> Theory vs practice.
>
> 6 months of ONE MINUTE data - yes it is possible and I have
> done that in my development copy of IB plugin.
> Problem is that IB API backfills are inefficient and
> they start throttling (disconnect you) pretty quickly after requesting "too
> much".
> Gettin 6 months of 1-minute data requires you to use
> repeated requests since in one request you can only day 5 days,
> so you need to do 30 requests for one symbol - and it will
> start throttling (disconnecting about 50th request)
> - each request needing about 4-5 seconds to complete
> gives you >2 minutes to backfill one symbol ).
>
Not sure if this is worth mentioning but I attended an API webinar yesterday
with Jay Bailey and asked him about this issue. He mentioned that there is a 50
API message per second limit. If this limit is violated by client end, then the
socket will disconnect.
Jay highly recommended to write a loop of some sort iterating every 1000
milliseconds and to check total API messages count and make sure to not send
requests to server-side if that message count exceeds 50. That would prevent
the disconnection. So it may be better to write your own throttling routine
instead of relying on the socket disconnection to throttle you as its actually
more overhead/expensive for OS to re-obtain the socket connection than to just
wait a bit on client side for the 1000 millisecond boundary to cross again.
Regards,
JD
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