Hello,

I knew that 2 years ago (because I spent 2 days experimenting to find out when 
TWS starts to throttle
- since it is of course NOT documented) and implemented "recovery" by means of 
closing HDMS socket
connection and opening new one. It was working perfectly for a couple of months.
 Unfortunatelly IB staff has nasty habit of breaking things that worked
before with each and every release. They change time outs, error codes, 
sequence in which given errors occur, etc, etc.
As soon as I adjust the plugin to their changes they will break it in next 
version. 
Usually each next TWS version is worse. This is also the case for the backfill. 
Previous limit was 60 requests,
now they lowered to half of that. Therefore it is advised NOT to upgrade TWS 
unless you really must.

Best regards,
Tomasz Janeczko
amibroker.com
  ----- Original Message ----- 
  From: ninja 600 
  To: [email protected] 
  Sent: Saturday, February 09, 2008 6:10 AM
  Subject: Re: [amibroker] IB Backfills, what's the hot tip


  In my experience, the AB IB plugin does not recover properly from pacing 
violations.

  I haven't coded for the IB API in a while, but there are various thread on 
how to avoid and recover from pacing violations. Maybe TJ can improve the IB 
plugin using those ideas:

  
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1201734610&file=/2/39944.html

  In the mean time, you can reduce the amount of data you are trying to 
backfill, or and use third party programs to download
  the IB data and import it into amibroker to seed the DB.



  On Feb 8, 2008 2:13 PM, Barry Scarborough <[EMAIL PROTECTED]> wrote:

    I set up a database with the IB plug-in and imported 68 symbols. I 
    tried backfilling and after two hours it got to symbol 26. I killed it 
    and tried it again and it keeps timing out before it gets to the new 
    symbols. I tried putting all the symbols in the real-time quote window. 
    That didn't help. Then I tried putting 20 in each tab and highlighting 
    the list I wanted to backfill but AB starts always starts with the 
    first one in the database even though I removed the first 20 symbols 
    from the quote window. What do you have to do to backfill the database? 
    One at a time. That would suck. IB data feed sucks anyway but it is all 
    I can afford now. If AB is supposed to download to the pacing error and 
    start with the next symbol after the timeout it doesn't. It always 
    starts with the first symbol in the database. I am using a paper 
    trading account if that makes any difference. I have not tried a real 
    account. I don't know why it would make a difference. 

    Any tips would be appreciated,
    Barry




   

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