Avoiding IB pacing violations

[StockStalker]

Currently IB allows streaming of real-time data for 100 stocks in the MA-window.

Fair enough, but in the same MA-window I also have some indicators which rely on data from 1, 2, 5 and 6 hours back. These indicators need to request hourly historical data from IB, which produce pacing violations. I read up on the IB-limitations, and this is what it says on IBs site:

The following conditions can cause a pacing violation:
· Making identical historical data requests within 15 seconds;
· Making six or more historical data requests for the same Contract, Exchange and Tick Type within two seconds.

Also, observe the following limitation when requesting historical data:
· Do not make more than 60 historical data requests in any ten-minute period.

Any way to make NT7 abide by these rules so I avoid the violations?

Or perhaps a way to make NT save real-time data from the IB feed for a day, so that the indicators which look back can operate on my local database instead?

[Shansen]

NT Team,

Along the same lines as StockStalker, I'm dumbstruck as to why a workspace with four charts two ES and two SP500 all 15 min or 5min with 100day history occassionally triggers the pacing violation issue. Any advise would be appreciated.

Regards
Shannon

[NinjaTrader_Chip]

Hello

Unfortunately this error message comes from IB and informs you that you requested too much historical data. This is a limitation of IB and there is no workaround.

You could connect NinjaTrader to a supported data provider to avoid these violations. Please see this link/table that details the NinjaTrader supported data providers & their levels of available service:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

[StockStalker]

I see, but is there any way to log the incoming real-time data so that it's saved in the database locally on my computer? This way the indicators that go back 1,2+ hrs can just run of this data instead..

[NinjaTrader_Brett]

Hello,

NinjaTrader does this by default. However any action that then uses these below rules on when NinjaTrader loads historical data then a full request for historical data will occur when NinjaTrader determains that it may not have all the historical data it needs.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

When does NinjaTrader load historical data?

Let me know if I can be of further assistance.

[StockStalker]

Alright that sounds good, so if I maintain the stocks in the MA with an indicator column, it will log the incoming data?

It also says "The Market Analyzer option is not as viable since it only maintains a 100 bar cache as a default setting that can be changed. Since 99% of all charting requests consist of much more than 100 bars, they will most likely incur a data load."

What exactly is 100 bar? If I have an indicator column which uses an hourly indicator, that means it will maintain the cache for 100 bars back, right? (100 hours)

[NinjaTrader_Brett]

Hello,

This is correct. This is changable under RIght click properties for the MA.

Let me know if I can be of further assistance.

[StockStalker]

Sounds good, thanks for the help