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Barry,
It is simple:
1. plugin requests backfill from IB
Now IB can either respond with
2a) actual data
in that case
the plugin reads the data and feeds to AB
2b) data pacing error (162) - that means that IB rejected the request
in that case
the plugin waits FIXED amount of 180 seconds and then goes to point 1
Depending how fast IB was responding with previous 60 requests it could
take VARIABLE amount of time. Therefore, if it took LESS than 7 minutes,
the single 3 minute (180 second) wait will not be enough and another wait is needed.
The plugin will repeat wait cycle AS LONG as IB responds with pacing violation error.
Every 3 minutes it will attempt to request data from IB and IB may respond with
another pacing error or may respond with data.
IB / TWS does not offer any other mechanism to know if you are OK to get
the data, than actually REQUESTING the data and waiting for response or error.
As to second question: I don't think that plugin will ever fill any data with nulls.
Something like that does not appear anywhere in the code.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Barry Scarborough" <razzbarry@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 23, 2008 1:58 PM
Subject: [amibroker] Re: Interactive Brokers plugin 1.8.1 - a problem back filling
> 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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>> >
>> >
>> >
>>
>
>
>
> ------------------------------------
>
> **** 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:
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