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Tomasz your wrote: 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.
Let me explain this another way. I had data for TFZ8 starting about 7
AM EST. IB was not back filling that symbol due to some error. When
they finally fixed the back fill problem and I back filled all the
data that was there disappeared. How can that happen? I thought you
only wrote data in the file if you received data. Is it that IB has
bad data, or no date, for the day session and when they back filled
the trading hours were blank so that is what you wrote? If IB had not
had blanks in the bars you would not have overwritten the data. Is
that what happens? If so then IB has invalid data. Not much you can
do about that.
Thanks,
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> 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@xxx>
> 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@>
> > 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@>
> >> 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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> >
> >
> >
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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
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