Hello, just try Ninjatrader or Sierra-Charts with IB-Data and compare it with Amibroker. You'll see there's a big difference with IB-Data. I love Amibroker, it has the fastest backtester, but I do not like the IB-Plugin.
Am 29.12.2009 um 21:40 schrieb Tomasz Janeczko: > Hello, > > "Losing connection" is not really losing connection but IB TWS imposing their > throttling on historical data. > It is not my imagination but well described limitation of TWS IB: > http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/api/historical_data_limitations.htm#XREF_93621_Historical_Data > > Here is verbatim copy of IB own documentation: > > "Historical data requests are subject to the following limitations: > > Historical data requests can go back one full calendar year. > > Each request is restricted to duration and bar size values that return no > more than 2000 bars (2000 bars per request). > > All of the API technologies support historical data requests. However, > requesting the same historical data in a short period of time can cause extra > load on the backend and subsequently cause pacing violations. The error code > and message that indicates a pacing violation is: > > 162 - Historical Market Data Service error message: Historical data request > pacing violation > > The following conditions can cause a pacing violation: > > Making identical historical data requests within 15 seconds; > > Making six or more historical data requests for the same Contract, Exchange > and Tick Type within two seconds. > > Also, observe the following limitation when requesting historical data: > > Do not make more than 60 historical data requests in any ten-minute period." > > > All applications using IB / TWS are subject to these limitations. The fact > that as you say "other just works" > is caused by the fact that they never allow you to make more than one request > per 10 seconds. > AmiBroker on the other hand allows to send more than one request in 10 > second. Advantage is that > you can get data quicker (for first 60 requests). Disadvantage is that IB > will send you throttling error > after doing 60 requests. > >>From my point of view it is more important to get first 60 request quicker. > But if you only care about "just works" I can add a special mode that will > prohibit doing more than > one request within 10 seconds. This will slow down backfill to the level of > "other" applications but > will prevent from getting throttling error. > > Best regards, > Tomasz Janeczko > amibroker.com > > On 2009-12-29 21:18, Wolfgang Hader wrote: > >> Sorry, but Amibroker is not very reliable with IB-Data. >> Sometimes it works, but most times there are a lot of problems with it. >> If you open different Charts (different Symbols), Amibroker always stops >> getting Data from IB. >> In the right bottom corner, says connected, but you do not get new data. >> You always have to reconnect. >> >> Sorry, but I read the instructions. I tested it a long time. >> Compare it with other software. You will see, with Ninjatrader, Sierra >> Charts ... you do not have to care about any settings, it just works. >> Amibroker looses connection from time to time. >> >> >> Am 29.12.2009 um 21:06 schrieb Tomasz Janeczko: >> >>> >>> Hello, >>> >>> Also read this (to the VERY END of document): >>> http://www.amibroker.com/ib.html >>> >>> With default settings AmiBroker attempts to backfill not 5 days but *30* >>> (THIRTY) days >>> and that is 6 times more than IB capability per single request (IB allows >>> only 5 days in one request). >>> To get 30 days program needs to split it into 6 requests. >>> So if you are comparing to 5-day only backfill you are comparing apples to >>> oranges. >>> So you would need to change backfill length to 5 days in the plugin status >>> menu >>> as explained in the document referenced above. >>> >>> Best regards, >>> Tomasz Janeczko >>> amibroker.com >>> >>> On 2009-12-29 21:03, Tomasz Janeczko wrote: >>> >>>> Hello, >>>> >>>> It works just fine with AmiBroker and exactly same speed (or better). >>>> Something is wrong with your setup (probably incorrect database settings). >>>> You need to configure database exactly as shown in the video: >>>> http://www.amibroker.com/video/ib.html >>>> >>>> Best regards, >>>> Tomasz Janeczko >>>> amibroker.com >>>> >>>> On 2009-12-29 20:50, ganamide wrote: >>>>> >>>>> I always had problems backfilling data from Interactive Brokers into >>>>> AmiBroker, but then I started using NinjaTrader and I haven't had much >>>>> problem with it. In NT, I am able to load up to 20 different futures >>>>> charts with 15 days of 5 minute bars without a problem, and it only takes >>>>> about 1 minute to do so. I just tested it with AmiBroker using only 1000 >>>>> 5 minute bars and it keeps choking on a single symbol. This makes me >>>>> think that either something is wrong with the IB plugin for AmiBroker, or >>>>> NT figured out a clever way around the throttling issue. Is there anyway >>>>> we can look into the IB plugin to make it work better? I really want to >>>>> use AmiBroker with my IB datafeed. >>>>> >>>>> Thanks, >>>>> Chris >>>>> >>>>> >>>>> >>>>> ------------------------------------ >>>>> >>>>> **** IMPORTANT PLEASE READ **** >>>>> This group is for the discussion between users only. >>>>> This is *NOT* technical support channel. >>>>> >>>>> TO GET TECHNICAL SUPPORT send an e-mail directly to >>>>> SUPPORT {at} amibroker.com >>>>> >>>>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at >>>>> http://www.amibroker.com/feedback/ >>>>> (submissions sent via other channels won't be considered) >>>>> >>>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >>>>> http://www.amibroker.com/devlog/ >>>>> >>>>> Yahoo! Groups Links >>>>> >>>>> >>>>> >>>>> >>>>> >>> >> > >
