QuoteTracker To Be Finished End of 2011
- Thread starter garbar
- Start date
I have used IB and QT for a very long time. I set up 60 day intraday data.
If I started with a new symbol I can only get a week data at first and then add up day by day until total 60 day's.
However, If I use Ninja Trader instead of NT I can get 60 day or even more intraday data at first place.
Can anybody tell me why?
If I started with a new symbol I can only get a week data at first and then add up day by day until total 60 day's.
However, If I use Ninja Trader instead of NT I can get 60 day or even more intraday data at first place.
Can anybody tell me why?
IB only lets you get 5 days of 1 minute data per request. You can make 12 requests to get 60 days. However, IB also limits you to 60 historical data requests in any ten-minute period. Even at 1 request per backfill, that is somewhat restrictive if you are backfilling multiple symbols. If you are doing 12 requests for each backfill, you will be sitting there, twiddling your thumbs waiting for the 10 minute restriction to to end.
Not sure if IB has changed the restrictions recently, but their documentation still has that posted
EDIT - seems that they changed it to 10 days per request. MT will support that. As for QT, nobody there to make the change
Not sure if IB has changed the restrictions recently, but their documentation still has that posted
EDIT - seems that they changed it to 10 days per request. MT will support that. As for QT, nobody there to make the change
Thank you Jeff.
Sorry I am very foolish. I don't understand what you are talking about at all.
For me, if I open an intraday chart (1m, 10m, 1h, 10h, tick, renge, volume, ... whatever) of a symbol that I never opened an intraday chart before, I can only get total 5 day's data. No matter how many times I hit 'backfiil chart for...' still only 5 day's data.
Sorry I am very foolish. I don't understand what you are talking about at all.
For me, if I open an intraday chart (1m, 10m, 1h, 10h, tick, renge, volume, ... whatever) of a symbol that I never opened an intraday chart before, I can only get total 5 day's data. No matter how many times I hit 'backfiil chart for...' still only 5 day's data.
whenever you open a chart that you do not have data for already, QT sends 1 request to the IB servers to get the data to show on the chart.
it used to be that the max that could be requested was 5 days of data. (now it is 10). To get more than that, the program would have to make multiple requests (like - give me data from 10 days back to 5 days back, then another request for 5 days back to now).
But QT is designed to work with many symbols and many charts, and doing multiple requests like that would cause it ti quickly hit a limit that IB set on the number of requests that can be made in a 10 minute period
it used to be that the max that could be requested was 5 days of data. (now it is 10). To get more than that, the program would have to make multiple requests (like - give me data from 10 days back to 5 days back, then another request for 5 days back to now).
But QT is designed to work with many symbols and many charts, and doing multiple requests like that would cause it ti quickly hit a limit that IB set on the number of requests that can be made in a 10 minute period