- ago
No matter what I do it will not retrieve all IB data requested. It worked fine with older IB provider builds.

Example: start a new C# strategy. In Strategy settings - select 1-min and 7 years back and spxu. Oldest data: 2/4/22. Also tried via data manager.

WL Build 22, IB provider - latest.
0
102
Solved
4 Replies

Reply

Bookmark

Sort
Cone7
 ( 43.16% )
- ago
#1
No change that could have affected that function in Build 20.

Getting a lot of data from IB is problematic, and there's a reference in the User Guide with a link to their API page that tells you if you request too much data too quickly, they may cut you off. It's not a bug. If you need a lot of intraday data, look elsewhere.

That said, I requested 1-minute bars for SPXU when I started replying here.. it's on batch 57 now, still downloading. To get 7 years of 1-minute data from IB, 1 or 2 days at a time (because that's the limit) could take about 8 or 10 hours. That's the reality.

Edit -
If the problem is only 1 symbol, there could be an issue with the cached file. You could try deleting it, or truncating bars to see it if helps. (My SPXU download is on batch 108 now.)
0
Best Answer
- ago
#2
Hello Cone,

Yap, I'm very familiar with IB's limitations and have been patient, especially with 1-minute.
I gave spxu just as an example. It happens with others.
I also tried to delete the .QX files in hopes that it will start fresh.

It worked with older builds - have a few tickers with 1-min that go back 7 years, using IB with older builds. Would appreciate taking a closer look or suggesting possible fixes to try.
0
Cone7
 ( 43.16% )
- ago
#3
I don't know what to tell you if I can't see the problem. Here's my result from just now -

0
Cone7
 ( 43.16% )
- ago
#4
Basically, we keep requesting data until:
1. The starting date is returned, or,
2. no bars are returned for the most recent request, or,
3. error

Any clues in the Log Viewer when it stops early for you?
0

Reply

Bookmark

Sort