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Barry,
You *must* use RT quote window backfill method because of the reasons
I outlined previously. IB is NOT able to backfill more than ONE symbol at a time
and it takes time. Your formula, goes thru symbols orders of magnitude faster
than IB is able to respond, therefore it won't work that way. AmiBroker is able
to go through thousands of symbols per second, while IB takes few second
for ONE symbol.
Backfilling viar RT quote menu guarantees that only ONE request is made,
AB waits for backfill completion before requesting next symbol, and only
that way is compatible with IB not being able to deliver more than one backfill at a time.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Barry Scarborough" <razzbarry@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 17, 2008 1:36 PM
Subject: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!
> Thanks Tomasz,
>
> It looks like I picked the worst possible time to upgrade to 1.8.o as
> TWS was having data errors at the time. All seems to be working this
> morning but I am getting 162 errors when I try to back fill 1 days
> data with backfill current. I try it with VZ or XOM and I get the
> error. I get an error with half the symbols in the DOW 30. I don't
> understand this. I get no indication of throttling.
>
> The formula I have been using to automatically download data rather
> than use the real time quite window is below. It has been working
> since January. I can run this at the open and all the symbols are
> updated all day without having to mess with it. I run it at the end
> of the day. When I say run it is on a sheet I don't run. I open the
> sheet and using the auto backfill option it backfills the data for
> the current day for all symbols in the data base.
>
> Thanks,
> Barry
>
> // Version 1a - Coded 1/23/08
> // Program designed by Barry Scarborough
> Watchlist = 40;
> Color = 2;
> Count = 0;
> // retrive comma-separated list of symbols in watch list
> list = CategoryGetSymbols( categoryWatchlist, watchlist );
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> MyC = Foreign( sym, "C");
> ++Count;
> ++Color;
> if(i == 0 OR count == 7)
> {
> Plot(MyC, "\n" + StrLeft(sym, 4), color,
> styleOwnScale); // get the close values for the symbol from the
> watchlist
> Count = 0;
> }
> else
> Plot(MyC, StrLeft(sym, 4), color, styleOwnScale); //
> get the close values for the symbol from the watchlist
> }
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
> wrote:
>>
>> Hello,
>>
>> The fix was required because recent TWS started to REJECT
>> backfill requests with same requestID but different start/end times.
>> Pre-1.8.0 versions used same requestID for ONE symbol in order
>> to backfill more than 5 days for one symbol.
>> But new TWS simply rejects it with error code.
>> So new (1.8.0) uses continuously increasing requests IDs for
>> each subsequent backfill request and this is actually the only
>> way to get backfill longer than 5 days working with newest TWS.
>> It works fine on my end and from the feedback I received in a
> couple of days,
>> it works for others too better than 1.7.0
>>
>> Error 162 is "Historical market Data Service error message."
>>
>> It means that something is wrong on TWS/IB end (i.e. with their
> historical server).
>> You may be not connected or you may be facing IB throttling.
>>
>> As I wrote many times on this list TWS has *fixed* limit of 1
> backfill at a time.
>> It can not be worked around. This is hardcoded in TWS.
>>
>> Therefore you need to ask for data once at a time.
>>
>> Best procedure is as to run AB before market open, put the symbols
> you need
>> into Real-time QUote window, click with RIGHT mouse button over
> plugin status
>> window and select "Backfill All RTQ symbols", this will step
> through all
>> rt quote window symbols once at a time at backfill them all.
>> If you experience problems with pacing violation you may also go to
> File->Database Settings,
>> click "Configure" and turn OFF "automatic backfill on first data
> access".
>>
>> As written here:
>> http://www.amibroker.com/ib.html
>>
>> If you switch "automatic backfill on first data access" option off,
> you will still be able to backfill data for current symbol or all
> symbols in real-time quote window list usign appropriate menu options
> from plugin status menu.
>>
>> Backfill Current option allows to force backfill of currently
> selected symbol, while Backfill All RTQ symbols allow to force
> backfill of all symbols listed in Real-Time Quote window. Backfill of
> multiple symbols is performed sequentially (one at a time) due to
> limitations of TWS.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Barry Scarborough" <razzbarry@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Friday, October 17, 2008 5:30 AM
>> Subject: [amibroker] Re: IB plugin 1.8.0 released - This is a fix?
> I don't think so!
>>
>>
>> > Tomasz I think there is a problem.
>> >
>> > I added this dll and it hung up on the first symbol it tried to
> back
>> > fill, AA. I tried to cancel back fill and I got a 162 error
> message
>> > and that would not go away. After about 3 minutes I shutdown and
>> > reconnected IB. The 162 message went away and AB went to the next
>> > symbol to download, AIG. That says backfilling(#4) AIG (1/1) and
> that
>> > keeps flashing about once a second but never back fills the
> symbol
>> > and never advances to the next symbol in the list. AIG is the
> second
>> > symbol in the list. After a while I get an error from TWS that I
> had
>> > reached the throttling error on attempting to back fill AIG. Well
>> > when it started up it started backfilling the symbol displayed on
> the
>> > chart, TFZ8 and says it is #6 and flashed at one second
> intervals,
>> > never backfills as the status continually says Connected OK.
>> >
>> > I have a formula that uses foreign to plot all the symbols in my
> data
>> > base so I don't have to worry about back filling except on
> startup. I
>> > stopped that, shut AB down and restarted it and it now says
>> > Backfilling(#1) AIG (1/1) with the one second flash telling me it
>> > connected OK.
>> >
>> > I installed the plugin with TWS running. So I shut AB down, and
>> > started again this time with the old DLL, 1.6.8.0. Same thing. So
> I
>> > shut AB and TWS down and replaced the old with the new DLL and
> stated
>> > it up again. All worked well until I stared the formula above. It
>> > hung on the symbol it was downloading and kept flashing until the
>> > throttling error. At this point I shut AB down and started it
> again
>> > and not it is hung backfilling the chart symbol. I shut down TWS
> and
>> > restarted it and it did the same thing.
>> >
>> > OK Now I am back to where I started. 1.6.8.0 installed and TWS
>> > restarted. Guess what. As long as I don't start my formula to
> plot
>> > all the symbols it will back fill as I click on the symbol. But
> when
>> > I start my formula it hangs. What was working before I tried to
> use
>> > DLL 1.8.0 no longer works. I would think getting it back to where
> it
>> > was before using the new DLL would fix the problem but it seems
> like
>> > that isn't the case. I can back fill some tickers but when I hit
> the
>> > more complex ones, like COMP-NASDAQ-IND it starts with the one
> minute
>> > flashing.
>> >
>> > What is going on? Me thinks there is a bug somewhere. Do you have
> any
>> > idea where? I am using AB 4.90.5. TWS 887.2 and JAVA 1.6.0_07. It
>> > worked all day and not it is broke. I guess the old adage
> applies, if
>> > it ain't broke don't fix it.
>> >
>> > HELP,
>> > Barry
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
>> > wrote:
>> >>
>> >> Hello,
>> >>
>> >> http://www.amibroker.com/devlog/2008/10/15/interactive-brokers-
> tws-
>> > plugin-version-180/
>> >>
>> >> A new Interactive Brokers TWS data plugin version 1.8.0 is
> released
>> > now.
>> >>
>> >> This version fixes "Duplicate ticker ID for API historical Data
>> > query" error that occurred sometimes with newest TWS version.
>> >>
>> >> It is available for download from:
>> >> http://www.amibroker.com/bin/ib180/IB.dll
>> >>
>> >> (to be copied to Plugins subfolder, replacing old version)
>> >>
>> >> Installation instructions can be found here:
>> >> http://www.amibroker.com/ib.html
>> >>
>> >> Best regards,
>> >> Tomasz Janeczko
>> >> amibroker.com
>> >>
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > **** IMPORTANT ****
>> > This group is for the discussion between users only.
>> > This is *NOT* technical support channel.
>> >
>> > *********************
>> > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
> directly to
>> > SUPPORT {at} amibroker.com
>> > *********************
>> >
>> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> >
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> >
>> > *********************************
>> > Yahoo! Groups Links
>> >
>> >
>> >
>>
>
>
>
> ------------------------------------
>
> **** IMPORTANT ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> *********************
> TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
> *********************
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> *********************************
> Yahoo! Groups Links
>
>
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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