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"JD Fagan" <jd.fagan-Re5JQEeQqe8AvxtiuMwx3w@xxxxxxxxxxxxxxxx> wrote in
message news:<loom.20060421T193104-127@xxxxxxxxxxxxxx>...
> Tomasz Janeczko <amibroker@xxx> writes:
> > Theory vs practice.
> >
> > 6 months of ONE MINUTE data - yes it is possible and I have
> > done that in my development copy of IB plugin.
> > Problem is that IB API backfills are inefficient and
> > they start throttling (disconnect you) pretty quickly after requesting
"too
> > much".
> > Gettin 6 months of 1-minute data requires you to use
> > repeated requests since in one request you can only day 5 days,
> > so you need to do 30 requests for one symbol - and it will
> > start throttling (disconnecting about 50th request)
> > - each request needing about 4-5 seconds to complete
> > gives you >2 minutes to backfill one symbol ).
> >
>
> Not sure if this is worth mentioning but I attended an API webinar
yesterday
> with Jay Bailey and asked him about this issue. He mentioned that there
is a 50
> API message per second limit. If this limit is violated by client end,
then the
> socket will disconnect.
>
> Jay highly recommended to write a loop of some sort iterating every 1000
> milliseconds and to check total API messages count and make sure to not
send
> requests to server-side if that message count exceeds 50. That would
prevent
> the disconnection. So it may be better to write your own throttling
routine
> instead of relying on the socket disconnection to throttle you as its
actually
> more overhead/expensive for OS to re-obtain the socket connection than to
just
> wait a bit on client side for the 1000 millisecond boundary to cross
again.
>
> Regards,
>
> JD
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
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