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Tomasz I get the reason for throttling. What I don't get is how your
DLL manages it so we can back fill from the real time quote window.
How is backfill all rt quote window symbols supposed to work under
TWSs new guidelines?
A day or so ago you told me that I had to use the real time quote
window to back fill. That is what I was doing. Part way through it
got a throttling error. When the timeout expired your DLL started
again and it immediately get another pacing violation. Shouldn't your
DLL have continued to back filled from the point it left off to
circumvent the pacing error and complete the back fill? If so how
would it immediately get another pacing violation? IT kept doing this
over and over until I cancelled the back fill. That does not make any
sense.
This morning I tried it again. I got another error, that the ticker
is invalid. It does not tell me what ticker is invalid. How can that
be since I have been using these symbols for months and the ticker it
seems to fail on are AA and AIG or example, Dow 30 stocks. I tried
back filling the current symbol. AA in this case, and got the same
error. These are not invalid. I entered them in TWS and I show active
trading before hours, 7:30 EST, but TWS does not show this as closed.
This is happening with many Dow 30 stocks. I am not getting a TWS
error message, just symbol invalid. At least is should have backfilled
the last day. I changed the period to 5 days and got the same error.
The back fill seems to have worked for futures and such but not
symbols that are not open at this time.
There was another problem. On 10/21 I had been running since before
the market opened and was collecting data for TFZ8 all. At this time
IBs data farm was down and I could not back fill it. Later when the
data farm was "fixed" the back fill cleared out the valid data I had
collected all day. The data for 10:21 starts at 9:50 PM and goes to
midnight. Is there some way you can prevent the back fill from
deleting good data when the back fill data is not correct. When I say
not correct I mean empty. I don't expect you to know if the current
and back fill values does not match and they are a few ticks off. But
I would expect you to not delete valid data and overwrite it with
nulls. I thought there was a parameter to prevent this but I can't
find it. Maybe it was with AmiQuote.
This is all very weird.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> 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@xxx>
> 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@>
> > 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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