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Hello,
I knew that 2 years ago (because I spent 2 days experimenting
to find out when TWS starts to throttle
- since it is of course NOT documented) and implemented
"recovery" by means of closing HDMS socket
connection and opening new one. It was working perfectly for a
couple of months.
Unfortunatelly IB staff has nasty habit of breaking
things that worked
before with each and every release. They change time outs,
error codes, sequence in which given errors occur, etc, etc.
As soon as I adjust the plugin to their changes they will
break it in next version.
Usually each next TWS version is worse. This is also the case
for the backfill. Previous limit was 60 requests,
now they lowered to half of that. Therefore it is advised NOT
to upgrade TWS unless you really must.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Saturday, February 09, 2008 6:10
AM
Subject: Re: [amibroker] IB Backfills,
what's the hot tip
In my experience, the AB IB plugin does not recover properly
from pacing violations.
I haven't coded for the IB API in a while, but
there are various thread on how to avoid and recover from pacing violations.
Maybe TJ can improve the IB plugin using those ideas:
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1201734610&file=/2/39944.html
In
the mean time, you can reduce the amount of data you are trying to backfill,
or and use third party programs to download
the IB data and import it into
amibroker to seed the DB.
On Feb 8, 2008 2:13 PM, Barry Scarborough < razzbarry@xxxxxxxxxxxx> wrote:
I set up a database with the IB plug-in and imported 68 symbols. I
tried backfilling and after two hours it got to symbol 26. I killed it
and tried it again and it keeps timing out before it gets to the new
symbols. I tried putting all the symbols in the real-time quote window.
That didn't help. Then I tried putting 20 in each tab and highlighting
the list I wanted to backfill but AB starts always starts with the
first one in the database even though I removed the first 20 symbols
from the quote window. What do you have to do to backfill the database?
One at a time. That would suck. IB data feed sucks anyway but it is all
I can afford now. If AB is supposed to download to the pacing error and
start with the next symbol after the timeout it doesn't. It always
starts with the first symbol in the database. I am using a paper
trading account if that makes any difference. I have not tried a real
account. I don't know why it would make a difference.
Any tips
would be appreciated,
Barry
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