Currently I am using IB and the violation of requests for historical data is killing me. How can I overcome this?
i'm using IB's generic TWS. If there is a better suggestion out there I am more than willing to take it. Generally I have been a "watch the tape" kind of trader, but I am trying to get into charting, however after a couple of different refreshes, IB gives me the violation and I need to figure out what I can do about it.
Though QuoteTracker is certainly altogether ok it has several major issues with IB backfill: - backfill only for 5 days (for intraday data) - requests data only in 15 second chunks (bad if you want to use volume or tick charts) - a well-known bug that kicks in when trying to backfill several symbols at the same time For the bug just try to backfill several symbols in parallel. You will for sure get erroneous trade sizes which will mess up your charts if you care for correct volume data. Unfortunately they refuse to fix these things. But .. I cannot recommend an alternative for the price (7$/mo if you want to get rid of ads and use max. intraday display interval).