hi all, when i try to download the historical data from ib, the download time is exceptionally long.
when i check the log in quote manager, it keep on showing
historical market data service error message: historical data request pacing violation.
if i restart the tws, sometimes it works again, but the fail rate is very high.
any suggestion for me? or maybe i've got some setting error?
thanks a lot.
about downloading historical data from IB
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Re: about downloading historical data from IB
Unfortunately that is how IB handles excessive quote requests..."pacing error" means that you exceeded the allowed number of quotes. The ONLY solution is to re-start TWS.. (leave MC running)..
You can also request fewer days or higher time frame,(60 min vs 1 min data).
You can also request fewer days or higher time frame,(60 min vs 1 min data).
- TJ
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Re: about downloading historical data from IB
Bear in mind, IB is a broker, not a full service dataprovider.
IB provides quotes to facilitate its broker business, people use the quotes to make charts.
If you trade a handful of instrument, IB's quotes can fill the purpose.
If you need to look at a lot of historical charts, especially if you need intraday charts, IB will hang on you.
IB provides quotes to facilitate its broker business, people use the quotes to make charts.
If you trade a handful of instrument, IB's quotes can fill the purpose.
If you need to look at a lot of historical charts, especially if you need intraday charts, IB will hang on you.
Re: about downloading historical data from IB
i see, so, would e-signal be a good solution? any other good data provider with products in a competitive price?
and i find that e-signal on demand version also give intraday historical data, would that be a good choice for backtesting purpose?
thanks~!
and i find that e-signal on demand version also give intraday historical data, would that be a good choice for backtesting purpose?
thanks~!
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Re: about downloading historical data from IB
********************************************************i see, so, would e-signal be a good solution? any other good data provider with products in a competitive price?
and i find that e-signal on demand version also give intraday historical data, would that be a good choice for backtesting purpose?
thanks~!
** I've heard good things about IQfeed, reasonable cost too.
- JoshM
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Re: about downloading historical data from IB
Also see this thread: Anybody use IQFeed.net? regarding a 30 day trail for MC users and the apparently VAT benefit for European customers.i see, so, would e-signal be a good solution? any other good data provider with products in a competitive price?
Regards,
Josh