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[amibroker] Re: Why is NinjaTrader Better at Backfilling IB Data?


  • Date: Wed, 30 Dec 2009 13:37:05 -0000
  • From: "cvanhaesendonck" <carl.van@xxxxxxxxxx>
  • Subject: [amibroker] Re: Why is NinjaTrader Better at Backfilling IB Data?

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Hi all,

To contribute to this topic I have to say that "my AB" is working fine with IB: I have 55 IB symbols in my database (futures, cash, stocks and index), time frame set to 1 minute and backfill set to 30 days and, although I have from time to time the "throttling" message from IB, it works just fine. 
I observed however that even if having 55 symbols is ok, you need to make sure to not have more than 6 to 10 symbols charted at the same time, precisely to prevent this "throttling message" to pop up and slowdown the entire process.
So due to this IB (and not AB) limitation I would suggest you create layout with no more than 10 symbols, ideally 5 or 6, and you will see it will work fine.

Hope this helps,

Carl




--- In amibroker@xxxxxxxxxxxxxxx, "ganamide" <ganamide@xxx> wrote:
>
> Hi Tomasz,
> 
> You were right about the plugin backfill being the problem. I had previously set it to 180 days many months ago and I did not see the setting. Actually, I assumed that the plugin would use my database setting to limit this value. Why should the plugin download 180 days of data when my database is only configured to store 5 days?
> 
> Anyway, I can see how using NinjaTrader to display 15 days of 20 symbols was just working out for me (3 sets of 5 days X 20 = 60 requests.) Is it possible to change your client ID after the first 60 requests to get around the throttling? Or is this throttling per TWS instance?
> 
> Thanks,
> Chris
> 
> --- In amibroker@xxxxxxxxxxxxxxx, Tomasz Janeczko <groups@> wrote:
> >
> > Hello,
> > 
> > Not true. You guys fail to read the instructions.
> > Backfill works the same because it is limited by IB to 5-days per request.
> > But if you compare 30days backfill (AB default) to 5-days backfill then
> > obviously 30-days will take 6 times more.
> > 
> > You need to CHANGE default backfill length to 5-days in PLUGIN STATUS
> > menu, then you can compare, otherwise you are comparing
> > 5-day backfill with 30-day backfill.
> > 
> > http://www.amibroker.com/ib.html
> > 
> > There is PLUGIN STATUS MENU - you need to click WITH RIGHT MOUSE BUTTON
> > on it and select "Backfill length" - > 5 days .
> > 
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
>




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