Method to fill IB data gaps  [SOLVED]

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wismc848
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Method to fill IB data gaps  [SOLVED]

Postby wismc848 » 08 Nov 2015

I have had an ongoing problem with various days of data disappearing. Anyone who uses IB knows downloading historical data is difficult because of the pacing violations. I finally figured out a faster way to replace those gaps.

Open a new window and enter the instrument and date range that is missing. Select RELOAD ALL from the VIEW drop down. This will force reload of just the missing portion of data. It still takes awhile , but much faster than reloading the entire data string. You can get past the pacing violations with CTL+ALT+F. Getting the data real time is much easier, but you do what you have to do.

There is my pay forward for the week, now if someone knows the answer to my question about tied buy/sell orders from Nov 2 that would be awesome!

evdl
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Re: Method to fill IB data gaps

Postby evdl » 09 Nov 2015

If I'm not mistaken, the Ctrl+alt+F is only cancelling current and pending data requests. It is a simple reset of TWS.

So it is not resetting the pacing violation, but cancells all request, resulting in not backfilling what you have requested earlier. You have to request these cancelled periods again. Resulting in pacing violations. In my experience you can use this to stop TWS from finishing earlier requests and avoid backfilling for longer periods. For example if you made a mistake with the requested period.

wismc848
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Re: Method to fill IB data gaps

Postby wismc848 » 09 Nov 2015

I am green enough at this that I wouldn't claim to have all my facts straight. But while I was typing the first post last night I did download 8 days of data missing from several weeks ago using the described method. My chart backtested the replaced data and appeared functional. I shut down and reopened this morning, and the data appears to be there, but won't execute trades in backtest. Whether my recovery method has anything to do with this morning's problem I don't know. I have had this problem before and fixed it by rebuilding a new chart.

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Henry MultiСharts
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Re: Method to fill IB data gaps

Postby Henry MultiСharts » 16 Nov 2015

Pressing Ctrl+Alt+F in the IB TWS window forces TWS to disconnect from all market data farms and then reconnect, which resets the Pacing Violation.


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