Backfill data from IB is very slow.

Questions about MultiCharts and user contributed studies.
Posts: 29
Joined: 14 Dec 2009
Has thanked: 4 times

Backfill data from IB is very slow.

Postby TW » 29 Oct 2012

It always spends about 30 minutes to backfill SGX XINA50 of 1 tick resolution for one day back.
Is there any way to make it be faster? I use MC8x64.

User avatar
Andrew MultiCharts
Posts: 1587
Joined: 11 Oct 2011
Has thanked: 931 times
Been thanked: 557 times

Re: Backfill data from IB is very slow.

Postby Andrew MultiCharts » 29 Oct 2012

Hello TW,

Most likely you face the "pacing violation" case. Let me explain this in details.
IB has some data request limitations. Firstly, it does not allow to ask for more than 2000 seconds in one request (if talking about tick or seconds charts) and secondly, it processes only 60 requests per 10 minutes. If you request a lot of data at once, then in QuoteManager –> Event Log you will see a "pacing violation" message . It means that the amount of the requests for data exceeds the limitation set by IB. When you get it, the best thing you can do is not to request more data in MultiCharts and not to change data range for existing charts for at least 10 minutes. After that you can start to request data again. All you can do to avoid this situation is to request less data. We do not recommend you to request more than 1 day of tick data at once from IB in order to avoid this problem in the future.
These users thanked the author Andrew MultiCharts for the post (total 4):

Return to “MultiCharts”