My TDAmeritrade data request limit is being exceeded, presumably partly due to Wealth-Lab running GetHistories too many times. My data set has 30 symbols.
8/12/2021 07:00:04: Pass 1 - GetHistories returned 29 symbols
8/12/2021 07:00:04: Status = Processing
8/12/2021 07:00:06: Ran Strategy on MRNA,DHR,NKE,ASML,MPWR,FTNT,MARA,AMD,EXPI,BNTX,UMC: 3 Signals, Run Time=2.65sec
8/12/2021 07:00:17: Pass 2 - GetHistories returned 18 symbols
8/12/2021 07:00:18: Ran Strategy on AMKR,KLIC,EVC,CROX,FLGT,CTSDF: 0 Signals, Run Time=1.27sec
8/12/2021 07:00:19: Pass 1 - GetHistories returned 29 symbols
8/12/2021 07:00:21: Ran Strategy on CROX,MPWR,ASML,CTSDF,DHR,KLIC,UMC,AMKR,EVC,MRNA,FLGT,AMD,EXPI,FTNT,MARA,NKE,BNTX: 3 Signals, Run Time=1.42sec
8/12/2021 07:00:33: Pass 2 - GetHistories returned 12 symbols
8/12/2021 07:00:34: Ran Strategy on DECK,SKY,TX: 0 Signals, Run Time=1.18sec
8/12/2021 07:00:35: Pass 1 - GetHistories returned 29 symbols
8/12/2021 07:00:36: Ran Strategy on KLIC,ASML,NKE,SKY,UMC,FTNT,EXPI,EVC,MPWR,CTSDF,TX,MRNA,MARA,BNTX,AMD,CROX,DECK,FLGT,AMKR,DHR: 3 Signals, Run Time=1.46sec
8/12/2021 07:01:01: Pass 2 - GetHistories returned 9 symbols
8/12/2021 07:01:01: Ran Strategy on : 0 Signals, Run Time=0ms
8/12/2021 07:01:01: NextRun set to 8/12/2021 7:30 AM
8/12/2021 07:01:01: Status = Incomplete
8/12/2021 07:01:01: 9 Symbols not Processed: IDT,WST,BXC,PKI,ACLS,MXL,BYDDF,PRFT,SIMO
May also be a reason I sometimes get duplicate signals?
8/12/2021 07:00:04: Pass 1 - GetHistories returned 29 symbols
8/12/2021 07:00:04: Status = Processing
8/12/2021 07:00:06: Ran Strategy on MRNA,DHR,NKE,ASML,MPWR,FTNT,MARA,AMD,EXPI,BNTX,UMC: 3 Signals, Run Time=2.65sec
8/12/2021 07:00:17: Pass 2 - GetHistories returned 18 symbols
8/12/2021 07:00:18: Ran Strategy on AMKR,KLIC,EVC,CROX,FLGT,CTSDF: 0 Signals, Run Time=1.27sec
8/12/2021 07:00:19: Pass 1 - GetHistories returned 29 symbols
8/12/2021 07:00:21: Ran Strategy on CROX,MPWR,ASML,CTSDF,DHR,KLIC,UMC,AMKR,EVC,MRNA,FLGT,AMD,EXPI,FTNT,MARA,NKE,BNTX: 3 Signals, Run Time=1.42sec
8/12/2021 07:00:33: Pass 2 - GetHistories returned 12 symbols
8/12/2021 07:00:34: Ran Strategy on DECK,SKY,TX: 0 Signals, Run Time=1.18sec
8/12/2021 07:00:35: Pass 1 - GetHistories returned 29 symbols
8/12/2021 07:00:36: Ran Strategy on KLIC,ASML,NKE,SKY,UMC,FTNT,EXPI,EVC,MPWR,CTSDF,TX,MRNA,MARA,BNTX,AMD,CROX,DECK,FLGT,AMKR,DHR: 3 Signals, Run Time=1.46sec
8/12/2021 07:01:01: Pass 2 - GetHistories returned 9 symbols
8/12/2021 07:01:01: Ran Strategy on : 0 Signals, Run Time=0ms
8/12/2021 07:01:01: NextRun set to 8/12/2021 7:30 AM
8/12/2021 07:01:01: Status = Incomplete
8/12/2021 07:01:01: 9 Symbols not Processed: IDT,WST,BXC,PKI,ACLS,MXL,BYDDF,PRFT,SIMO
May also be a reason I sometimes get duplicate signals?
Rename
Nothing can be done about that - a provider limitation.
The thing about data from brokers is that they're not in business for that - they give you just enough data that you need to make trades. If you trade just a few contracts, limited broker data may be sufficient. But for dozens or hundreds of real time connections and history requests, a paid provider like IQFeed or the paid service by AlphaVantage is required.
The thing about data from brokers is that they're not in business for that - they give you just enough data that you need to make trades. If you trade just a few contracts, limited broker data may be sufficient. But for dozens or hundreds of real time connections and history requests, a paid provider like IQFeed or the paid service by AlphaVantage is required.
So are you saying if the internet connection is slow or interrupted, duplicate signals can be generated, no matter what data provider is used ?
No, signals are sometimes duplicated in the bottom pane due to a bug introduced recently. It has nothing to do with internet speed.
I ran into the same problem with tdAmerittade being limited/throttled to 250 calls/minute. I subscribed to alpaca for $9/mo being the the cheapest option but does not have the most historical data or fastest one like IQFEED, but has worked well for me so far until I need the speed of IQFEED for super fast trading.
Can you explain why duplicates are generated when using TDAmeritrade, but none are when using IQFeed ?
I see "GetHistories" when using TDAmeritrade, but I don't when using IQFeed.
There are multiple GetHistories calls for each bar, and after each one there is a "Ran Strategy" call for multiple symbols, thus one can see how multiple signals could be generated.
I see "GetHistories" when using TDAmeritrade, but I don't when using IQFeed.
There are multiple GetHistories calls for each bar, and after each one there is a "Ran Strategy" call for multiple symbols, thus one can see how multiple signals could be generated.
It has nothing to do with the provider. Duplicates are generated when you select one or more Strategies in the SM, especially when you multiselect Strategies. The issue was the Signals was not properly clearing out before adding the newly selected Signals. It's already fixed for the upcoming Build 16. Again, apologies for the inconvenience.
Just for reference, I only have one strategy running in Strategy Monitor.
The duplicate signals seem to appear when the data feed is slow.
The duplicate signals seem to appear when the data feed is slow.
The duplicate signals issue is fixed for Build 16 but thanks for the additional report.
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