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Hello,
"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."
I am aware of the limit but I am not sure
then what he means by the "message".
IB plugin uses separate connection solely
for backfill and it does NOT send 50 messages per second,
never.
All it sends is one message (request for
backfill) and waits for the response. Response usually
arrives in 2 seconds. So it is one message sent per 2 seconds
and one response from IB.
If I can count it gives 1 message per second.
So It is not anywhere near touching 50 messages/second
limit in any way UNLESS
he understands the "message" as single line of
historical data.
But then - it would exceed the limit of 50 messages per second
with just 50 minutes of 1-minute bar
backfill which is also not the case.
So one way or another no one really knows how IB counts the
messages and how
to handle backfills without disconnects (see post
from other people on IB discussion boards)
"Jay highly recommended to write a loop of some sort iterating
every 1000"
Maybe he should simply update TWS API docs and provide at
least one real-world working sample
because right now all developers just have to "discover"
things because they are documented nowhere.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Friday, April 21, 2006 7:46
PM
Subject: [amibroker] Re: IB Tick data
backfill
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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