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Re: Re[2]: [amibroker] Re: Interactive Brokers plugin 1.8.1 - a problem back filling



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Title: Re[2]: [amibroker] Re: Interactive Brokers plugin 1.8.1 - a problem back filling
Hello,
 
They did not document it however, IB streaming data are subject 0.3 second resolution
(IB sends updates at constant intervals of 0.3 seconds).
 
There is no limit on how often you can call GetRTDataForeign() however you will observe
changes in values not more often than every 0.3 sec with Interactive Brokers as data source.
 
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Herman
Sent: Thursday, October 23, 2008 11:47 AM
Subject: Re[2]: [amibroker] Re: Interactive Brokers plugin 1.8.1 - a problem back filling

anyone know the link to IB Real-Time (last Quote only, that is without backfill) download limitations?


for example, what would the max retrieval rate be using the GetRTDataForeign()


Thanks,

herman



Wednesday, October 22, 2008, 7:39:51 PM, you wrote:


>

Here is exact link from Interactive Brokers site that lists current limitations:

http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/api/historical_data_limitations.htm#HT_historicaldata

 

Note that they are adding new limitations. Previously there was only 60 request per 10 minutes limit that I mentioned below but now as you can see there are more limits.


Best regards,

Tomasz Janeczko

amibroker.com

----- Original Message ----- 

From: Tomasz Janeczko 

To: amibroker@xxxxxxxxxxxxxxx 

Sent: Thursday, October 23, 2008 1:32 AM

Subject: Re: [amibroker] Re: Interactive Brokers plugin 1.8.1 - a problem back filling


Backfill throttling is a  LIMITATION IMPLEMENTED BY INTERACTIVE BROKERS inside TWS.

=======================================================================

 

Interactive Brokers allows the following MAXIMUM amount of backfill:

Sixty 5-day segments per any 10 minutes period.

 

If you download say 30 days for every symbol it equals SIX 5-day segments

per symbol, effectivelly leading to only 10 symbols (30days each) during any 10 minute period.

 

If you reach the limit Interactive Brokers will send error 162 (MAXIMUM limit reached - Throttling),

until 10 minute segment passes without allowing any subsequent backfill.

 

Only AFTER 10 minutes you will be allowed to backfill again.

 

It is really NOT mine invention - it is Interactive Brokers policy - please complain to them.

There are zillions of 


Best regards,

Tomasz Janeczko

amibroker.com

----- Original Message ----- 

From: "Barry Scarborough" <razzbarry@xxxxxxxxxxxx>

To: <amibroker@xxxxxxxxxxxxxxx>

Sent: Thursday, October 23, 2008 1:23 AM

Subject: [amibroker] Re: Interactive Brokers plugin 1.8.1 - a problem back filling


>I use the real time quote window and I have 60 symbols in it. When I 

> back fill I get through a number of then and get a throttling error. 

> When the timeout completes I get a window to start receiving data and 

> immediately get the throttling error again and the time out starts 

> again. Is this what I should expect or is there another problem?

> Thanks,

> Barry

> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 

> wrote:

>>

>> Hello,

>> 

>> New version of Interactive Brokers plugin is released now:

>> http://www.amibroker.com/devlog/2008/10/22/interactive-brokers-tws-

> plugin-version-181/

>> 

>> This is recommended upgrade for anyone using any earlier version.

>> 

>> Best regards,

>> Tomasz Janeczko

>> amibroker.com

>>

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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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