IB Data  [SOLVED]

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GTrader
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IB Data

Postby GTrader » 23 Aug 2014

I find using IB data makes MC unusable. Every data request, irregardless of the resolution, is made as a 1 minute request. Thereby almost always causing a pacing violation. I'm only working with a single ticker with 2 charts (continuous ES daily, and 30 min).

Am I doing something wrong?
Does the bundled MC.Net incorporated into TWS have the same issues?

MidKnight
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Re: IB Data

Postby MidKnight » 24 Aug 2014

Yes you must be doing something wrong. I am not using the bundled TWS version and only get pacing violations when doing daily backfill of minute data on over a dozen symbols or if I do 2+ days of 'tick' data backfill on a single ticker.

How many days back are you requesting your backfill for? A full reload of the chart will attempt to backfill the entire dataset on that chart.

GTrader
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Re: IB Data

Postby GTrader » 25 Aug 2014

a) 30 days of 30 minute bars of a custom future contract (problem is when I look at QuoteManager it seems to make a series of 1 minute bar requests instead of the 30 minute thereby causing the pacing violation).
b) 180 days of daily data for the same custom future contract

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Henry MultiСharts
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Re: IB Data  [SOLVED]

Postby Henry MultiСharts » 25 Aug 2014

GTrader, basic data resolutions in MultiCharts are 1 Tick, 1 Minute, 1 Day. If you plot a 30 minute chart then 1 minute historical data will be requested from IB servers.

Based on the configuration the realtime bars can be saved to the database or not. For more details please see the respective article: Collecting and Saving Data to MultiCharts Database

The same IB API limitations are applied to MultiCharts .Net for TWS. Here you can find how to reset it and load the data faster:Interactive Brokers Pacing Violation


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