If I'm retrieving a bunch of stuff, I often get disconnected from gateway due to pacing violations. Turns out, avoiding this is easy to do with ib_insync: Code: ib.client.setConnectionOptions('+PACEAPI') I couldn't find any documentation on this, but there you go.
'Pacing violations' due to what? Too many historical data request within a certain period? Or is it something else? Thanks.
There are two separate things that I'm aware of: too many historical requests and too many messages/second.
Not sure what exactly you're referring to Matt, but lat time I checked, Rithmic API throttles historical data requests too...but in a very reasonable matter. It might also be a #bars/request throttle too, and not an absolute throttle on requests/second.
I’m sure that you’re aware of it, this +PACEAPI setting is talked about in the TWS API group. I believe you are subscribed to this group as well?
I am subscribed, but never heard of it till I hit upon the magic keywords today. I should probably read it
As you mentioned, Rithmic may have some sort of throttling algorithm for historical market data but it is likely to be reasonable. I can see that they might need some sort of throttling otherwise someone could ask for all ticks for 10 years and affect the performance experienced by all other users.