Interactive Brokers real time feed

[the blades]

IB ,

I'm currently trying to use IB's free real time feed for US stocks. I'm tracking almost the full ammount (100 stocks) and I'm having problems. IB seems to throttle back the feed when "too many" requests are made. Also, I'm having issues referencing the previous days close in my intra day scans. I'm feeding the data into Amibroker.

My question is this;

Does anyone use IB fro ther real time feed and if so, how many stocks do you track simultaneously? Can you reliably backfill without issue?

Thanks in advance for any feedback.

Cheers,
UTB

 

[dcraig1]

I use it with my own Java code. Pretty reliable. Never seen a problem with previous day close. Usually fewer than 50 instruments - I also have Open tick which is good for several hundred at least.

The backfill is reliable but ..... you are limited to 60 download requests per 10 minutes. If you exceed this you get a pacing violation. One request == 1 day of one minute data or 5 days of 5 min data etc. Overall I dislike the historical data API and think it is a good example of how not to do this sort of thing, but it is reliable within the pacing limitations.

I think there is some constraints on the total number of messages per second so it may be a little less responsive for large numbers of instruments. I don't know the details.

 

[Glenn]

Have you tried using the TWS Simulator as a separate IB feed driving a separate (duplicate) charting prog ?
Glenn

 

[the blades]

thanks for the replies fellas.

I think I've sorted my problem - linked to too many symbols I suspect.

I just download the daily data for the database, then the intra day data AFTER the stock hits my radar. Seems to work ok now.

Cheers,
UTB