Excel RTD Data Limits

Discussion in 'IB Technical Issues' started by amygdala17, Mar 11, 2019.

  1. I am trying to pull in options market data for a number of different products. Based
    on the number of strikes I'm pulling in, if I open the sheet at the beginning of the
    day, I blow through IB's 50 subscriptions per second limit, and break my market data.
    I've tried using VBA code to "turn-on" each strike one by one, but the problem is it
    doesn't actually update the quote until the macros exits, hitting the same issue.

    How are people handling more than 50 RTD links in their Excel code?

  2. ZBZB


  3. I fear that you are mixing up two different limitations.
    Limit one: you can send up to 50 messages per second to IB. Suppose you want to subscribe to streaming market data of 65 tickers. This means that in the first second you can subscribe to 50 of those tickers, and add the remaining 15 subscriptions during the next second. This results in you having a subscription to 65 tickers after the second second.
    Limit two: you can have up to 100 market data subscriptions active at any one time. Unless your account value is (very) large or if you buy additional quota. In case you need streaming market data for more than 100 tickers you would need to poll them. First subscribe to 100 tickers and get their data. Then unsubscribe from these and subscribe to the next 100 tickers on your list. And so on.