Jerry, It sounds like the bottleneck in handling a large number of stocks, such as 400 I mentioned earlier, is the speed of the computer. What about the speed of transmission that the ISP provides? I assume broadband DSL is OK? Richard
j_medved, I am not picking on you but you are wrong about my computers not being able to keep up. I worked with IB's Techs during march of 2002 trying to solve the lagging IB's quotes during fast markets at that time and IB could also see there own lagging quotes at that time. However, I have not experienced the IB quotes lagging in a long time. I would think that IB's attempts at this time to limit the number of our quote request is to prevent IB's quote servers from being loaded down with unnecessary data request and I fully support IB's position. I consider IB's TWS to be a trading platform (the best) and I do not use TWS for data to monitor the markets. I find RealTick to be much better for the data and information and use TWS to place orders. Catoosa
Catoosa, noted. I just have not seen any lag in TWS recently, so if its something where the quotes are lagging for only one person, the PC not keeping up was the most likely culprit I thought of.
As a career programmer, it never would have occurred to me to request a page, then another page, etc. in a loop. Jerry's right - that's a hack, and could easily be expected to result in IB's action, which affected other people too. I ran into the limit on Tuesday, too, but by switching back and forth (manually) between the pending page and various stock pages with a bunch (hundreds) of orders pending. Every time you switch to a new page, it unsubscribes the quotes you were watching and subscribes those on the new page. If that's the pending page, and you have lots of orders open, you quickly hit the limit. So, does anyone have a source of reliable inside-market ECN quotes via API? In particular, INCA has always been difficult/impossible to get elsewhere, and nobody except IB (lately) seems to be able to get ARCA quotes reliably. I need to watch a few hundred low-volume stocks. If not, how much interest is there? I wouldn't mind putting together a ticker plant if there is enough interest.
IQFeed, myTrack and eSignal should all be able to handle what you need, though as you may have noticed from the discussion, there are various fees associated with accessing the APIs for a retail investor.
Is this limitation only on API-requested market data? I don't use the API at all, but I do have 15 pages, each with 20-30 symbols on them (lots of option quotes), and it'd suck if I could only flip through them 30 times a day - on a fast day like today, I may exceed that. At least they should display how many quote requests are left, in the account window or something, so we know when we're getting near the limit.
If you change page on TWS then it is the same. The TWS cancels all data from this page and make a new request on the other page. So you can calculate how often you can do it. Try this on a quite trading day for yourself (to the day-end) . Your TWS will be locked, but in the next morning everything is ok. (I got this infos from a technician from IB)