Backtesting time limit

[nlaporte]

Dear all,

I use an IB connection.
I wish to run a backtest for the last 10 years using 15mins timeseries but the backtest crashes telling me IB doesnt allow the data to be transfered.
Do you confirm this limitation?

Thank you,
Best

Nicolas

[NinjaTrader_CalH]

Hi Nlaporte,

Thank you for your post.

You are more than likely hitting a pacing violation on the connection with the large data request.

What is the exact error you are receiving?

[GKonheiser]

Be aware that IB filters its tick data which could effect your back test depending on your strategy.