To this moment I've been trying to be very nice to you guys, but today MC (again) stopped receiving the data from IB TWS. This time it happened IN THE MIDDLE OF THE TRADING HRS.
It seems very much like you're not taking seriously critical bug reports. See my message here: http://forum.tssupport.com/viewtopic.php?t=6049
The same issue was reported in v2.1 ( am using 5.0.1781.202) more than one year ago: http://forum.tssupport.com/viewtopic.php?t=4211&start=0&postdays=0&postorder=asc&highlight=pacing+violation
conditions during system failure:
* Only ONE SYMBOL (!) displayed in three charts with 3 resolutions: Tick chart (2 days back) 15 min (10 days back) and Daily chart (4 yrs back)
* Only TWO SYMBOLS (!) connected in QM.
* The same symbol displayed in TWS as well as one Forex symbol.
* The total of three symbols receiving data all together (!)
* System was able to handle large volume of tick data since Exchange opening but failed to handle much less data volume during noon hours when volume is low (!)
Once MC stopped receiving any data it then had to be restarted. How come it did not recover automatically?
Interactive Brokers clearly says: Message limit per second = 50 (API interface)
Here is the TSS official response (transcript of chat with tech support):
TSS: It si workign fine as for what I can see you simply requested a large amount of data therefore it will take sometime for Interactive Brokers to deliver these amount of tick data
Pavel: The software must be able to handle large amount of data Isn't it?
TSS: the software is but Interactive Brokers has its limtiations it does not have ticksas histrory only realtime
if you request tick histroy you will jsut get seconds delivered
also they have a proction for overloading thjeri sevrer
Pavel: this is not true. I am requesting ONE SYMBOL. This is not large amount of data.
TSS: yes but in minute and day and tick resolution
Pavel: I have reported on the forum about this problem. IAnd this is not the first time.
TSS: Pacing violation isn't an error, it's a standard informational message from IB. There's a limitation to 60 requests per 10 minutes from TWS and all other programs using it.
It means you have reached the maximum level of load on servers.
At the attempt to make more than 60 requests in 10 minutes QuoteManager will have the following message in the logs:
TWS error message: Id= <transaction ID>; Code= 162; Description= Historical Market Data Service error message:Historical data request pacing violation
The next request will not be processed sooner that in 10 minutes from the moment of the first request.
The request is broken into subrequests.
The maximum length of tick subrequest is 2000 seconds = 33 minutes.
The maximum length minute subrequest is 5 days.
The maximum length of day subrequest is 60 days.
Therefore, with a normal Internet connection speed and 24 hour sessions a tick request for 1 day will take over 10 minutes (because the maximum load level has been reached)
The solution is to try making requests with a smaller interval.
Pavel: Others reported it as well.
Pavel: I repeat, until the core engine is rock solid, no other features are of any good to traders. Period. Pass it over to your team.
TSS: I give your comments to our management.
The numbers do not add-up. It does not make sense. The software must be able to handle COM FAILURES. It's should not just hang in nowhere. You need Com Failure handling. I know what I am talking about. I've developed industrial SCADA client-servers applications over WAN including high latency communications over satellite and cellular. We are talking the most fundamental things such as handling errors on the protocol level.
I'm sorry for being harsh here on the public forum, but just in case you wondering why I will not buy an upgrade: During this com failure the market just took money that would otherwise be paid to TSS for the next version.