- ago
For example, I try to get one minute data and five minute data for the Russel 1000 through Data Manager/Historical Providers/Update Interactive Brokers Data .
This works for a while, then the data query "hangs". This means that there are no data for additional symbols in the update log for a long time (sometimes forever).
But in the API/Protocol Log of the IB Gateway (9.81) I see that large amounts of data are still transferred.
If I start Update Interactive Brokers Data again in the Data Manager under Historical Providers, the update continues again, but fails at another place.
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- ago
#1
Perhaps 1000 symbols of 1-min data is too much data to squeeze out of IB, it's not a data vendor. You might rather want to use IQFeed for this purpose.
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- ago
#2
But I see no error from IB in the logs. For me it looks more like a problem in the WL-Extension. If I cancel the "data update request", I get a lot of data, like:

CODE:
RNST      8.231   27.05.2022   16:02   3.045 bars added, 3.045 bars added, 2.401 bars added, 1.858 bars added, 1.172 bars added, 516 bars added RNWK      757.493   27.05.2022   18:57   757.237 bars added, 756.520 bars added, 755.552 bars added, 754.682 bars added, 753.904 bars added, 753.110 bars added, 752.303 bars added, 751.467 bars added, 750.554 bars added, 749.641 bars added, 748.706 bars added, 747.883 bars added, 747.148 bars added, 746.272 bars added, 745.669 bars added, 744.823 bars added, 744.014 bars added, 743.275 bars added, 742.507 bars added, 741.605 bars added, 740.819 bars added, 740.065 bars added, 739.293 bars added, 738.608 bars added, 738.126 bars added, 737.396 bars added, 736.673 bars added, 736.041 bars added, 735.503 bars added, 734.659 bars added, 733.941 bars added, 733.011 bars added, 732.156 bars added, 731.427 bars added, 730.599 bars added, 729.880 bars added, 729.158 bars added, 728.243 bars added, 727.420 bars added, 726.637 bars added, 725.910 bars added, 725.391 bars added, 724.755 bars added, 724.149 bars added, 723.337 bars added, 722.674 bars

.... and many more, but the Data files are not updated any more. It looks to me, like the file handles are empty or something like that

Historical Provider Update canceled
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Cone7
- ago
#3
It's expected and documented in the help:

Generally speaking, IB will provide the data you need for trading. There are limits on the amount of data that you can download, and IB severely throttles requests for long intraday data histories. It can take dozens of minutes to retrieve a year of 1-minute data from IB. Per IB API documentation: Requesting too much historical data can lead to throttling and eventual disconnect of the API client, i.e., Wealth-Lab.

You don't have to believe us - here what you have to work with:
https://interactivebrokers.github.io/tws-api/historical_limitations.html
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Best Answer
- ago
#4
Thank you for your patience.
My experience so far has been that IB slows down the data delivery but does not stop without an error message.
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