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IB/NT DATA REQUEST ERRORS


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IB/NT DATA REQUEST ERRORS

  #1 (permalink)
 
ShruggedAtlas's Avatar
 ShruggedAtlas 
Bloomington
 
Experience: Beginner
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I have finally got my IB connection setup and now I have the following issue. I'm getting an TWS window pop up that says:

"The maximum number of tickers has been exceeded. there are some tickers for which market data will not be displayed."

At the same time, NT pops up hundreds of message windows that says:

"Error on loading chart data for '*ticker* Default': IB: Ninja Trader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message: Historical data request pacing violation"

I've included pics of these windows.

NT pulls up a message for literally every single stock in the S&P500 if not more. It takes about 20 minutes for it to resolve itself and the machine is essentially frozen during that time while it processes each and every one.

Does anyone know what is happening and how i can stop it? What IB data limitations are the messages referring to?

Thanks to anyone that can help.

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
- Michael Jordan, 5-Time NBA Most Valuable Player, 6-Time NBA Champion
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Name:	IB DATA REQUEST LIMITATION REACHED ERROR.JPG
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ID:	48184  
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  #3 (permalink)
 
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 wldman 
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  #4 (permalink)
 terratec 
Zurich Switzerland
 
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I think the NT popup can be turned off. But not sure as I need it.

That's what you are looking for (from IB web site):
  • All customers initially receive 100 concurrent lines of real-time market data (which can be displayed in TWS or via the API) and always have a minimum of 100 lines of data. After the first month of trading, the quantity of market data is allocated using the greater value of:
    1. USD monthly commissions divided by 8
    2. USD equity multiplied by 100 divided by $1,000,000 (rounded down to the nearest integer)
    3. 100
    Example 1:
    In month two, your account shows the following values:
    USD Monthly Commissions: $16
    USD Equity: $950,000

    Using the calculations above, you would still receive the minimum 100 lines of data, since:
    $16/8 = 2
    $950,000 x 100 / $1,000,000 = 95

    Example 2:
    In month three, your account shows the following values:
    USD Monthly Commissions: $500
    USD Equity: $1,245,000

    Using the calculations above, you would receive 124 lines of data, since:
    $500/8 = 62.5
    $1,245,000 x 100 / $1,000,000 = 124.5, rounded down to 124.

  • The number of symbols that can be viewed simultaneously via the TWS deep book windows (including BookTrader, Market Depth and ISW) is now determined as follows: one unique symbol for every 100 allowed lines of market data, with a minimum of three and a maximum of 30. For example, a customer with the default allowance of 100 tickers will be able to simultaneously view three deep book windows. A customer who, based on commissions, equity or other criteria, is allowed 500 tickers will be able to simultaneously view five deep book windows. Note that this number may change month to month if the number of allowed tickers for your account changes.

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  #5 (permalink)
 
ShruggedAtlas's Avatar
 ShruggedAtlas 
Bloomington
 
Experience: Beginner
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Trading: Stocks
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terratec View Post
I think the NT popup can be turned off. But not sure as I need it.

That's what you are looking for (from IB web site):
  • All customers initially receive 100 concurrent lines of real-time market data (which can be displayed in TWS or via the API) and always have a minimum of 100 lines of data. After the first month of trading, the quantity of market data is allocated using the greater value of:
    1. USD monthly commissions divided by 8
    2. USD equity multiplied by 100 divided by $1,000,000 (rounded down to the nearest integer)
    3. 100
    Example 1:
    In month two, your account shows the following values:
    USD Monthly Commissions: $16
    USD Equity: $950,000

    Using the calculations above, you would still receive the minimum 100 lines of data, since:
    $16/8 = 2
    $950,000 x 100 / $1,000,000 = 95

    Example 2:
    In month three, your account shows the following values:
    USD Monthly Commissions: $500
    USD Equity: $1,245,000

    Using the calculations above, you would receive 124 lines of data, since:
    $500/8 = 62.5
    $1,245,000 x 100 / $1,000,000 = 124.5, rounded down to 124.

  • The number of symbols that can be viewed simultaneously via the TWS deep book windows (including BookTrader, Market Depth and ISW) is now determined as follows: one unique symbol for every 100 allowed lines of market data, with a minimum of three and a maximum of 30. For example, a customer with the default allowance of 100 tickers will be able to simultaneously view three deep book windows. A customer who, based on commissions, equity or other criteria, is allowed 500 tickers will be able to simultaneously view five deep book windows. Note that this number may change month to month if the number of allowed tickers for your account changes.

This is all well and good but, why is NT requesting data for all these instruments when I only have one chart open? I'll never need more than 100 concurrent lines of real time market data. Apparently then, NT is requesting this data somewhere in the background. Now the question is....how do I stop those requests for data?

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
- Michael Jordan, 5-Time NBA Most Valuable Player, 6-Time NBA Champion
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  #6 (permalink)
 
ShruggedAtlas's Avatar
 ShruggedAtlas 
Bloomington
 
Experience: Beginner
Platform: NinjaTrader
Broker: Interactive Brokers
Trading: Stocks
Posts: 191 since Apr 2011
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Does it have something to do with the "database" that NT keeps of past data?

Perhaps that needs some sort of adjusting or configuration. I've looked through the NT help on that topic and there is nothing there that gives me a clue as to how it can be the source of the problem. I just don't know enough about the inner workings of NT to know for sure.

I've included a picture of my data series window showing that I only have on instrument.

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
- Michael Jordan, 5-Time NBA Most Valuable Player, 6-Time NBA Champion
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  #7 (permalink)
 terratec 
Zurich Switzerland
 
Experience: Intermediate
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Broker: IB
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Perhaps you have Market Analyser open with all S&P 500 in there.
Don't know. Never had that.
Close every thing except Control Center and one chart. If still... ask support.

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  #8 (permalink)
 
ShruggedAtlas's Avatar
 ShruggedAtlas 
Bloomington
 
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Broker: Interactive Brokers
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terratec View Post
Perhaps you have Market Analyser open with all S&P 500 in there.
Don't know. Never had that.
Close every thing except Control Center and one chart. If still... ask support.

The only windows I have open other than the main application window is two charts. 30 minute MSFT and 5 minute MSFT. There are no other windows open that would be requesting data. I had included also a picture of my data series window showing only the one MSFT instrument.

The idea that NT is somehow requesting data on hundreds of other instruments seems inconceivable to me.

I put this question to NT support forum as well and got a workaround which was to find a different data provider. There was also the suggestion that the problem was with IB; that I should ask their support. I think that I should explore all options with the NT side of things first.

If I can't find anyone who is knowledgeable about this issue it looks like I might have to pay for a separate data provider or leave IB altogether and find a broker that interfaces with NT a bit better.

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
- Michael Jordan, 5-Time NBA Most Valuable Player, 6-Time NBA Champion
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  #9 (permalink)
 terratec 
Zurich Switzerland
 
Experience: Intermediate
Platform: NinjaTrader
Broker: IB
Trading: ES, 6E, CL
Posts: 403 since Sep 2009
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When connecting for the first day to a broker, I would think the problem could be in misconfiguration or something like that, as it happens when someone is new to something.

Your pic with your data series does tell me that in this chart is only one instrument. That's all and does not mean anything.

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  #10 (permalink)
 
ShruggedAtlas's Avatar
 ShruggedAtlas 
Bloomington
 
Experience: Beginner
Platform: NinjaTrader
Broker: Interactive Brokers
Trading: Stocks
Posts: 191 since Apr 2011
Thanks Given: 78
Thanks Received: 75



terratec View Post
When connecting for the first day to a broker, I would think the problem could be in misconfiguration or something like that, as it happens when someone is new to something.

Your pic with your data series does tell me that in this chart is only one instrument. That's all and does not mean anything.

Thx Terratec, I read more and discovered that the data series window only shows the data for that particular chart. So you are definitely right, the pic I provided doesn't really show the full picture of what is going on.

Someone from NT support forum suggested I check my other workspaces. There was the thought that maybe NT was somehow submitting query for data based on other workspaces. I do indeed have a workspace with a market analyzer which contains all 500 S&P stocks. It seems unlikely to be the cause but it's worth checking out.

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
- Michael Jordan, 5-Time NBA Most Valuable Player, 6-Time NBA Champion
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Last Updated on September 3, 2011


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