Problems getting data from IB

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DaveAronow
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Problems getting data from IB

Postby DaveAronow » 04 May 2015

I installed a trial of Multicharts and I can connect to TWS, but I am unable to retrieve any data. What it looks like is that once it connects it seems to request data for all open positions, of which there are over 100 (over 100 distinct symbols). This pops up an error (passed through from the API) saying I've hit the limit for market data. How can I get this to not retrieve data for open positions?
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Dave

aerotrader
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Re: Problems getting data from IB

Postby aerotrader » 04 May 2015

Hi Dave,

IB basically limits you to around 2000 "bars" per symbol per request. You will need to change your instrument to only request 2000 or less bars back. If for example you are using a 5 minute chart, and request 6 months of data, you will get multiple annoying data pacing messages popup. They dont want to send you more than 2,000 bars, and you have requested more like 50,000.

I normally use 1990.

If you want more data than that, the best idea is to get a 3rd party data provider, and use a broker symbol mapping to link (map) the data provider symbol, to the IB symbol to trade. eg, your data provider may use @ESM15 as the symbo, and you would need to map this to EM15 at IB.

Cheers

At

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Henry MultiСharts
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Re: Problems getting data from IB

Postby Henry MultiСharts » 04 May 2015

How can I get this to not retrieve data for open positions?
Hello Dave,

Disconnecting IB broker profile will stop MultiCharts receiving your open positions list.

DaveAronow
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Re: Problems getting data from IB

Postby DaveAronow » 04 May 2015

I actually tested a little more and now I get a popup saying my version of TWS is old. I'm using 944.3 which is about a year old. Where can I find out what the oldest supported version is?

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Henry MultiСharts
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Re: Problems getting data from IB

Postby Henry MultiСharts » 04 May 2015

I actually tested a little more and now I get a popup saying my version of TWS is old. I'm using 944.3 which is about a year old. Where can I find out what the oldest supported version is?
Please update your Java and TWS to the latest version with API support or contact IB directly.

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Re: Problems getting data from IB

Postby DaveAronow » 04 May 2015

Sorry I meant what is the oldest version of TWS that's supported by Multicharts. I'll update tonight to the latest version, but for future reference how will I know if my version won't be supported by a MC update?

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Henry MultiСharts
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Re: Problems getting data from IB

Postby Henry MultiСharts » 05 May 2015

Sorry I meant what is the oldest version of TWS that's supported by Multicharts. I'll update tonight to the latest version, but for future reference how will I know if my version won't be supported by a MC update?
There is no specific version. The thing is that IB constantly improves the application and some critical improvements that affect functionality of both applications are introduced only in the latest builds.


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