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Re: IB Plugin needs a fix
[Re: jcl]
#468532
10/09/17 12:45
10/09/17 12:45
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Joined: Jul 2017
Posts: 783
Zheka
OP
User
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OP
User
Joined: Jul 2017
Posts: 783
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Is 300 ticks an internal Zorro limitation (of saving to *.t8 structs) or is it specific/has grown from IB API's? MC requests data in 1-day chunks(=1440 1min ticks) - which is in line with IB APIs recommendation and works well in practice. While Zorro makes 5 requests where 1 is really needed (Zorro also requests data in "36000s" (=600 tick) chunks but only processes 300). This limitation might also be not optimal for other broker's APIs. Let's give Broker plug-in writers more freedom! What matters for speed is the total number of prices that you download, not the number of ticks per call. Say, we need to download 6 days (=8640 of 1min bars). Zorro requests 2 types of data - Ask and Trade(should be Bid - to calculate spread?). 8640/300= 29 *2 sides=58 requests - which causes(because there are also other requests) a "pacing violation" of IB API.
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Re: IB Plugin needs a fix
[Re: Zheka]
#468544
10/09/17 15:48
10/09/17 15:48
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Joined: Feb 2017
Posts: 1,718 Chicago
AndrewAMD
Serious User
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Serious User
Joined: Feb 2017
Posts: 1,718
Chicago
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But AndrewAMD - author of AllyInvest plug-in - also asked to lift the limit. I will formally request it after I run a couple of API tests. This feature would probably benefit me more than other plugin writers, though. For example, it might not benefit the IB plugin.
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