My IB Datafeed Seems to Have Stopped/Slowed Down/Been Blocked. What Is Going On?"

My IB Datafeed Seems to Have Stopped/Slowed Down/Been Blocked. What Is Going On?"

What is clear is that IB's API is throttling your PTF PRO's requests.  They do this sometimes if there are too many requests too quickly.  Then it gets stuck.


If you want to use higher volumes than their basic real-time data package, you may have to add a quote booster pack for $30/month.  They may comp you this charge, depending on your trading volume. Best is to email them, explain the situation, and sign up to a quote booster to see if resolves the issue.  


In order to reset the pacing violation, IB Trader's Workstation can be restarted or one can press Ctrl+Alt+F in the IB TWS window to force TWS to reconnect to its data servers.


Other than that, you can reduce Watchlist size, lengthen the Intraday Update Frequency (we recommend 300 seconds), and turn PTF PRO off for at least 10 minutes then restart.  Here is what IB has to say on the matter:


Historical Data Limitations

The maximum number of simultaneous open historical data requests from the API is 50. In practice, it will probably be more efficient to have a much smaller number of requests pending at a time.


Pacing Violations for Small Bars (30 secs or less)

Although Interactive Brokers offers our clients high quality market data, IB is not a specialized market data provider and as such it is forced to put in place restrictions to limit traffic which is not directly associated to trading. A Pacing Violation1 occurs whenever one or more of the following restrictions is not observed:


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.

Making more than 60 requests within any ten minute period.

Note that when BID_ASK historical data is requested, each request is counted twice. In a nutshell, the information above can simply be put as "do not request too much data too quick".


Important: the above limitations apply to all our clients and it is not possible to overcome them. If your trading strategy's market data requirements are not met by our market data services please consider contacting a specialized provider.


but importantly...


Note:


1. At this time Historical Data Limitations for barSize = "1 mins" and greater have been lifted. However, please use caution when requesting large amounts of historical data or sending historical data requests too frequently. Though IB has lifted the "hard" limit, we still implement a "soft" slow to load-balance client requests vs. server response. Requesting too much historical data can lead to throttling and eventual disconnect of the API client. If a request requires more than several minutes to return data, it would be best to cancel the request using the IBApi.EClient.cancelHistoricalData function.



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