- ago
Timestamp Source Message Exception
"3/25/2021 5:19 PM" "TD Ameritrade" "Too many requests, try using fewer symbols in TD data requests."

Does anyone see above message too? I only have several DTA datasets with less than 200 symbols . This message can be seen during strategy monitoring and when update all data providers.
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- ago
#1
Yes. I get it when updating datasets.
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Cone7
- ago
#2
We can look into it, but generally you're not going to be able to get googly gobs of data for backtesting from brokers. Brokers provide the data you need for trading - dozens of symbols, 100 maybe. These limitations are imposed by the broker feeds and we can only try to adapt by throttling.

For "tons" of data, IQFeed is the way to go.
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- ago
#3
Best broker for data is likely TradeStation. Any plans for an extension as a brokerage, with or without data?
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- ago
#4
We already throttle the TD requests per their spec. We may need to tighten the throttling even more. But yeah, TD data does have its limitations.
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- ago
#5
Since WLP was able to create unlimited datasets using Fidelity data, does Interactive Brokers has symbols number or bits restriction?
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