Data Request Pacing violation

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ctu1121
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Data Request Pacing violation

Postby ctu1121 » 12 Aug 2013

Hi there,
while download market from Interactive Brokers, I will see "data request pacing violation" message on Quote Manager(QM) as attached file. Then I can not see market data on chart on Multicharts.

While looks into details on QM, I see K200280L2.KS is downloading, it seems like I am downloading Korea product. However, I did NOT open any workspace and chart downloading Korea product.

May I have your suggestion for this question? Thanks.

Charles
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ctu1121
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Re: Data Request Pacing violation

Postby ctu1121 » 12 Aug 2013

Please see my open WorkSpace and Chart as attached file. Thanks!
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sptrader
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Re: Data Request Pacing violation

Postby sptrader » 12 Aug 2013

The "data request pacing violation" , means that you requested too many quotes at one time.. it's an IB limitation.
To fix it , you have to shut-down TWS and re-start it, then it can request more quotes...
Sometimes you have to repeat that procedure many times to get all of the data..a real pain...
Request a minimum number of days of data , to reduce the quotes..

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Andrew MultiCharts
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Re: Data Request Pacing violation

Postby Andrew MultiCharts » 13 Aug 2013

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. Alternatively, you can restart IB TWS. All you can do to avoid this situation in the future 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.


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