Strategy Analyzer Pacer Violation

[sporopat]

Hello,

I'm currently using version 6.5.1000.14 and Interactive Brokers provides my data.

I am trying to backtest a strategy using VXX but I keep getting a pacing violation after about 1 month's worth of data is loaded.

The log states the following:
1. Default: The requested market data is not subscribed. 354
2. Connection: Ninjatrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next 5 min. Historical market data Service error message. Historical data request pacing violation.
3. Line #2 is repeated.

So my first question is about line #1. VXX is listed on NYSE Arca and I do subscribe to the data ($10/month). I can access and backtest other tickers such as FAS and SRS that are also listed on the same with no pacing violations.

My 2nd question is why line #2 is repeated twice every time I attempt to backtest. Is the request somehow being sent twice, hence the two error messages, one right after the other, which is why the pacing violation is occurring?

Any help and knowledge would be so appreciated.

Thanks.

Sonia

[NinjaTrader_Bertrand]

Sonia, welcome to the forums - the first appears because there's some instrument try to access data for what you're not subscribed, please check all data requesting windows, such as Market Analyzer, DOM's and the charts.

For the second one - the pacing violation occurs after you requested too much data at a time from IB, you would need disconnect what for about 10mins for your data status with them to change and then you could reconnect fresh to complete the data download. If you run into this frequently please remove any unneeded tickers from the TWS, too as those would count as well in reaching this 'violation state'.

NinjaTrader would download data in those cases listed here -

http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html

To not run into this 'stuck' state as you're experienced, we normally suggest to backtest offline with the Strategy Analyzer.