Issue w/ "dropping" of stocks from real-time feed intraday

Discussion in 'Automated Trading' started by Stckhous43, Feb 16, 2015.

  1. I am requesting realtimebars for IWM, SPY, and AAPL using IB API. There are days where AAPL seems to stop receiving realtimebars. I do not receive an error but it just simply stop coming in. Is there a limitation on how man I can request? Or does that mean I am taking to long to log the data? Any help would be warranted, thx.

    AAPL open: 124.780000 high: 124.800000 low: 124.760000 close: 124.780000 volume: 801
    reqid=1 time=1423687135 open=119.580000 high=119.580000 low=119.580000 close=119.580000 volume=29 wap=119.580000 count=23
    IWM open: 119.560000 high: 119.590000 low: 119.560000 close: 119.580000 volume: 778
    reqid=1 time=1423687140 open=119.580000 high=119.580000 low=119.580000 close=119.580000 volume=0 wap=119.580000 count=0
    reqid=0 time=1423687140 open=124.780000 high=124.800000 low=124.780000 close=124.790000 volume=114 wap=124.800000 count=50
    reqid=0 time=1423687145 open=124.800000 high=124.800000 low=124.790000 close=124.790000 volume=125 wap=124.790000 count=24
    reqid=1 time=1423687145 open=119.570000 high=119.570000 low=119.560000 close=119.560000 volume=2 wap=119.570000 count=2
    reqid=0 time=1423687150 open=124.790000 high=124.800000 low=124.790000 close=124.790000 volume=39 wap=124.790000 count=28
    reqid=1 time=1423687150 open=119.570000 high=119.580000 low=119.560000 close=119.580000 volume=252 wap=119.580000 count=89
    reqid=0 time=1423687155 open=124.790000 high=124.800000 low=124.790000 close=124.800000 volume=67 wap=124.800000 count=33
    reqid=1 time=1423687155 open=119.580000 high=119.580000 low=119.580000 close=119.580000 volume=0 wap=119.580000 count=0
    reqid=1 time=1423687160 open=119.580000 high=119.580000 low=119.560000 close=119.570000 volume=137 wap=119.580000 count=47
    reqid=0 time=1423687160 open=124.800000 high=124.800000 low=124.790000 close=124.800000 volume=77 wap=124.800000 count=54
    reqid=0 time=1423687165 open=124.790000 high=124.820000 low=124.790000 close=124.820000 volume=120 wap=124.800000 count=45
    reqid=1 time=1423687165 open=119.570000 high=119.590000 low=119.560000 close=119.580000 volume=202 wap=119.580000 count=82
    reqid=0 time=1423687170 open=124.820000 high=124.820000 low=124.800000 close=124.810000 volume=110 wap=124.810000 count=67
    reqid=1 time=1423687170 open=119.580000 high=119.590000 low=119.580000 close=119.580000 volume=39 wap=119.580000 count=18
    reqid=0 time=1423687175 open=124.800000 high=124.820000 low=124.800000 close=124.810000 volume=76 wap=124.810000 count=44
    reqid=1 time=1423687175 open=119.580000 high=119.590000 low=119.580000 close=119.580000 volume=71 wap=119.580000 count=17
    reqid=0 time=1423687180 open=124.810000 high=124.820000 low=124.810000 close=124.810000 volume=40 wap=124.810000 count=14
    reqid=1 time=1423687180 open=119.590000 high=119.600000 low=119.580000 close=119.590000 volume=274 wap=119.590000 count=115
    reqid=0 time=1423687185 open=124.820000 high=124.820000 low=124.810000 close=124.820000 volume=14 wap=124.820000 count=10
    reqid=1 time=1423687185 open=119.590000 high=119.590000 low=119.580000 close=119.590000 volume=120 wap=119.590000 count=40
    reqid=0 time=1423687190 open=124.810000 high=124.820000 low=124.810000 close=124.810000 volume=52 wap=124.820000 count=14
    reqid=1 time=1423687190 open=119.590000 high=119.620000 low=119.590000 close=119.610000 volume=186 wap=119.610000 count=88
    reqid=1 time=1423687195 open=119.610000 high=119.630000 low=119.600000 close=119.630000 volume=22 wap=119.620000 count=19
    IWM open: 119.580000 high: 119.630000 low: 119.560000 close: 119.630000 volume: 1027
    reqid=1 time=1423687200 open=119.630000 high=119.640000 low=119.630000 close=119.630000 volume=16 wap=119.630000 count=10
    reqid=1 time=1423687205 open=119.630000 high=119.640000 low=119.630000 close=119.630000 volume=9 wap=119.630000 count=8
    reqid=1 time=1423687210 open=119.630000 high=119.630000 low=119.620000 close=119.630000 volume=128 wap=119.630000 count=64
    reqid=1 time=1423687215 open=119.630000 high=119.660000 low=119.630000 close=119.660000 volume=24 wap=119.650000 count=17
    reqid=1 time=1423687220 open=119.670000 high=119.670000 low=119.670000 close=119.670000 volume=2 wap=119.670000 count=2
    reqid=1 time=1423687225 open=119.670000 high=119.680000 low=119.670000 close=119.670000 volume=52 wap=119.670000 count=32
    reqid=1 time=1423687230 open=119.670000 high=119.670000 low=119.660000 close=119.660000 volume=7 wap=119.670000 count=5
    reqid=1 time=1423687235 open=119.660000 high=119.690000 low=119.660000 close=119.690000 volume=145 wap=119.680000 count=96
    reqid=1 time=1423687240 open=119.680000 high=119.680000 low=119.660000 close=119.660000 volume=15 wap=119.670000 count=14
    reqid=1 time=1423687245 open=119.660000 high=119.670000 low=119.660000 close=119.660000 volume=19 wap=119.660000 count=13
    reqid=1 time=1423687250 open=119.670000 high=119.690000 low=119.670000 close=119.690000 volume=41 wap=119.680000 count=29
    reqid=1 time=1423687255 open=119.690000 high=119.690000 low=119.660000 close=119.690000 volume=129 wap=119.680000 count=88
    IWM open: 119.630000 high: 119.690000 low: 119.620000 close: 119.690000 volume: 587
    reqid=1 time=1423687260 open=119.690000 high=119.720000 low=119.690000 close=119.700000 volume=615 wap=119.710000 count=250
    reqid=1 time=1423687265 open=119.690000 high=119.700000 low=119.680000 close=119.700000 volume=124 wap=119.690000 count=56
    reqid=1 time=1423687270 open=119.700000 high=119.700000 low=119.690000 close=119.690000 volume=646 wap=119.700000 count=191
    reqid=1 time=1423687275 open=119.700000 high=119.700000 low=119.670000 close=119.690000 volume=1015 wap=119.680000 count=311
    reqid=1 time=1423687280 open=119.680000 high=119.690000 low=119.670000 close=119.690000 volume=33 wap=119.680000 count=20
    reqid=1 time=1423687285 open=119.690000 high=119.690000 low=119.630000 close=119.630000 volume=500 wap=119.660000 count=242
    reqid=1 time=1423687290 open=119.640000 high=119.650000 low=119.610000 close=119.610000 volume=357 wap=119.630000 count=177
    reqid=1 time=1423687295 open=119.620000 high=119.660000 low=119.620000 close=119.640000 volume=526 wap=119.640000 count=257
    reqid=1 time=1423687300 open=119.630000 high=119.650000 low=119.630000 close=119.640000 volume=113 wap=119.640000 count=48
    reqid=1 time=1423687305 open=119.640000 high=119.650000 low=119.620000 close=119.630000 volume=9 wap=119.630000 count=7
    reqid=1 time=1423687310 open=119.620000 high=119.620000 low=119.610000 close=119.610000 volume=89 wap=119.610000 count=28
    reqid=1 time=1423687315 open=119.610000 high=119.610000 low=119.590000 close=119.590000 volume=104 wap=119.600000 count=53
    IWM open: 119.690000 high: 119.720000 low: 119.590000 close: 119.590000 volume: 735
    reqid=1 time=1423687320 open=119.590000 high=119.620000 low=119.590000 close=119.610000 volume=175 wap=119.600000 count=78
    reqid=1 time=1423687325 open=119.610000 high=119.610000 low=119.580000 close=119.580000 volume=11 wap=119.590000 count=8
    reqid=1 time=1423687330 open=119.590000 high=119.590000 low=119.550000 close=119.560000 volume=140 wap=119.570000 count=70
    reqid=1 time=1423687335 open=119.550000 high=119.550000 low=119.540000 close=119.540000 volume=68 wap=119.550000 count=32
    reqid=1 time=1423687340 open=119.550000 high=119.550000 low=119.540000 close=119.540000 volume=71 wap=119.550000 count=29
    reqid=1 time=1423687345 open=119.550000 high=119.560000 low=119.540000 close=119.560000 volume=158 wap=119.550000 count=61
    reqid=1 time=1423687350 open=119.560000 high=119.560000 low=119.560000 close=119.560000 volume=6 wap=119.560000 count=2
    reqid=1 time=1423687355 open=119.560000 high=119.600000 low=119.550000 close=119.590000 volume=310 wap=119.580000 count=161
    reqid=1 time=1423687360 open=119.590000 high=119.590000 low=119.580000 close=119.590000 volume=119 wap=119.580000 count=53
    reqid=1 time=1423687365 open=119.590000 high=119.590000 low=119.570000 close=119.580000 volume=66 wap=119.580000 count=37
    reqid=1 time=1423687370 open=119.590000 high=119.600000 low=119.570000 close=119.580000 volume=102 wap=119.590000 count=54
    reqid=1 time=1423687375 open=119.580000 high=119.580000 low=119.570000 close=119.580000 volume=66 wap=119.570000 count=16
    IWM open: 119.590000 high: 119.620000 low: 119.540000 close: 119.580000 volume: -84
    reqid=1 time=1423687380 open=119.580000 high=119.590000 low=119.570000 close=119.580000 volume=83 wap=119.580000 count=21
    reqid=1 time=1423687385 open=119.580000 high=119.590000 low=119.580000 close=119.590000 volume=4 wap=119.580000 count=4
    reqid=1 time=1423687390 open=119.590000 high=119.590000 low=119.580000 close=119.590000 volume=2 wap=119.590000 count=2
    reqid=1 time=1423687395 open=119.580000 high=119.580000 low=119.570000 close=119.580000 volume=25 wap=119.580000 count=19
    reqid=1 time=1423687400 open=119.580000 high=119.590000 low=119.580000 close=119.590000 volume=36 wap=119.580000 count=28
    reqid=1 time=1423687405 open=119.600000 high=119.600000 low=119.590000 close=119.600000 volume=13 wap=119.600000 count=9
    reqid=1 time=1423687410 open=119.590000 high=119.590000 low=119.590000 close=119.590000 volume=11 wap=119.590000 count=7
    reqid=1 time=1423687415 open=119.590000 high=119.590000 low=119.590000 close=119.590000 volume=1 wap=119.590000 count=1
    reqid=1 time=1423687420 open=119.590000 high=119.600000 low=119.590000 close=119.600000 volume=30 wap=119.590000 count=22
    reqid=1 time=1423687425 open=119.600000 high=119.600000 low=119.600000 close=119.600000 volume=0 wap=119.600000 count=0
    reqid=1 time=1423687430 open=119.600000 high=119.610000 low=119.600000 close=119.610000 volume=39 wap=119.610000 count=23
    reqid=1 time=1423687435 open=119.610000 high=119.610000 low=119.600000 close=119.610000 volume=13 wap=119.610000 count=5
    IWM open: 119.580000 high: 119.610000 low: 119.570000 close: 119.610000 volume: 257
    reqid=1 time=1423687440 open=119.600000 high=119.600000 low=119.600000 close=119.600000 volume=0 wap=119.600000 count=0
     
  2. jharmon

    jharmon

    What did IB say when you reported it?