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IB pacing violation for Forex pairs

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    IB pacing violation for Forex pairs

    Hi,
    I get IB pacing violations when connecting with NT.
    The NT database is up to date, therefore NT needs to requests data for 2 days (the remaining data from yesterday and the new data for today.
    There are 16 active workspaces. Each workspace containes 4 chart for a single currency pair. 3 charts are minute charts and 1 chart is a daily chart. Therefore 2 data requests for every pair are needed, in total 2 * 16 = 32 requests.
    I checked the NT data requests in the trace file and found that NT issues 4 requests for every pair. And that exceeds the IB limits. My question is why does NT request the data for every data type twice (minute, daily)? Is that intentionally?
    Here is an example of how NT issues the requests for AUDCHF:

    Code:
    2010-09-02 09:14:18:677 (InteractiveBrokers) Data.Bars.GetBarsNow: instrument='$AUDCHF' from='2010-09-01' to='2010-09-01' 
    2010-09-02 09:16:12:510 (InteractiveBrokers) Data.Bars.GetBarsNow: instrument='$AUDCHF' from='2010-09-02' to='2010-09-02' 
    2010-09-02 09:16:49:213 (InteractiveBrokers) Data.Bars.GetBarsNow: instrument='$AUDCHF' from='2010-09-01' to='2010-09-02'
    2010-09-02 09:17:23:482 (InteractiveBrokers) Data.Bars.GetBarsNow: instrument='$AUDCHF' from='2010-09-02' to='2010-09-02'
    Regards
    Ralph

    #2
    Hi Ralph,

    Thank you for your patience.

    I will have someone reply to you tomorrow.
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Can you please provide complete traces that are not truncated? It would be important to see the period those requests are on, whether they are minute or daily requests.
      Josh P.NinjaTrader Customer Service

      Comment


        #4
        Hello Josh,

        here is the trace file. You can find the concerning statements beginning at time 09:14:18

        Later on I disconnected from the IB server and reconnected again. This time NT only needed to request today's data and that took less data requests and did not cause a pacing violation. You can find these log statements beginning at time 16:01:36

        Regards
        Ralph
        Attached Files

        Comment


          #5
          Hello Ralph,

          Unfortunately, the additional lines in the trace file is because separate requests are made for historical & real-time data for the same date.
          JasonNinjaTrader Customer Service

          Comment

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