No data from IB hangs strategy analyzer

[Pete S]

Seeing something for the first time this morning. I am running optimizer against an instrument list. When it gets to ASML, it hangs on 9/29. I have to abort, it will go no further. I see the following message in the NT log (see attachment):

Is it possible to just ignore this so the run can continue?

[NinjaTrader_Dierk]

We'll look into.

However, you still would have a problem due to IB throttling the data requests (which could not be overcome by NT).

[NinjaTrader_Dierk]

I just checked the code, it's like I suspected: You hit the wall on some IB internal throttling (log in green) and any further request for historical data was rejected by the log messages in yellow.

Just just need to wait I guess 5 minutes until the IB server allows you to process more data requests.

[Pete S]

Hi Dierk, thanks for your response. First of all: this is not a critical issue for me, for the time being I am just not using that symbol & that is fine, so I am not asking to have any time spent working on this.

I will say, however, that I am (unfortunately) very familiar with the IB pacing error and this is a different case. In this particular case, the request was accepted by IB, but IB itself responded there was no data for that day. Normally during a backtest run the error will be ignored and the run will continue.

[NinjaTrader_Dierk]

Thanks for clarification. However, what's the trouble you experienced?

[Pete S]

The backtest run hung at that point. I had to abort out of it. Like I said, normally it will just go ahead and finish up, and if there is data for the following symbols, they will finish fine.

[NinjaTrader_Dierk]

To double check: you ran a backtest for a symbol where there's no data on the IB servers, no?

- what symbol was that?
- what interval (1 minute ? else?) did you backtest?

[Pete S]

ASML, would have been either 15 minute or 60 minute.

[NinjaTrader_Dierk]

Sorry, there is data for ASML on IB's server (I just tested).

[NinjaTrader_Dierk]

Please make sure you have set up ASML with Default *and* Nasdaq exchange (see instrument manager).

[Pete S]

To reproduce, reload historical data with these exact settings (see attachment), happens even with Nasdaq selected.

[NinjaTrader_Dierk]

This will not work. You would need to add the stock in the instrument manager as pointed out below (this is an IB limitation).

[Pete S]

Sorry, I should have mentioned I had already done that, even prior to your instructions.

[NinjaTraderEcosystem_Ryan]

Hi Pete:

Thank you for posting.

I will work with Dierk and we will try to re-produce and report back to you.

Enjoy your day.

[Pete S]

I just want to reiterate this is not a big deal for me; please prioritize accordingly.