id imagine IB throttles their backfill bandwidth based on total usage to minimize the average bandwidth requirements => minimizing network costs.
Yes, you're right, I didn't read the OP's quesion properly and apologize.Quote from stock777:
Hard to imagine the 'slowness' of the backfill has anything to do with Java at all.
Has anyone done a test using the api, to see how fast the data actually gets delivered after a request?
I've noticed the futures backfilling seems faster , but I have no hard proof at this time.
That is very well possible with QT but not in my setup; I use IB only, for everything. THe timmings I refer to come from the IB data as requested by QT.Quote from whitster:
a historical backfill also generally uses a completely different datafeed than IB
1. Not really. Afaik they send consolidated 'ticks-frames' in a constant rate, with volume. The constant rate is somewhere between 3-5 times per second, I forget. One of these frames can contain data about 1 or more actual ticks. The advantage is that during market panics they can maintain this rate and thus keep you informed, whilest other providers, so I heard, cannot keep up with the sudden increase in ticks for many stocks for all their users at the same time. This can give serious delays at a time when you just don't need it.Quote from doli:
Couple questions:
1. Is IB's data tick-by-tick?
2. Does IB make the source code of their charting software available? (It is derived from jfreechart, if I remember correctly, which is "open" source.)