Description of the problem
What has happened?
- AgenaTrader issues a warning via a popup:
- Charts are depicted partially incorrectly and contain erroneous data
- Histories are missing and charts do not tick
What does this mean?
You should take care that you have a much smaller number of requests pending at a time.
Pacing Violations for Small Bars (30 secs or less)
A Pacing Violation occurs whenever you do not observe one or more of the following restriction:
-> Making identical historical data requests within 15 seconds.
-> Making six or more historical data requests for the same Contract, Exchange and Tick Type within two seconds.
-> Making more than 60 requests within any ten minute period.
However, be careful when requesting large amounts of historical data or sending historical data requests as "soft limit' is still implemented. If you request too much of historical data you will get disconnected from API client. You can find further information about the pacing violations for small bars in this IB article.
Please note:
1 instrument in 3 timeframes = 3 histories
1 Analyzer Escort column = 1 history
Watch lists, backtest lists, indicators and alerts also require histories.
Possible solutions
Reduce your instruments and historical requests with the Interactive Brokers server. In doing so, pay attention to the green connection bar at the bottom left of your AgenaTrader:
After the initial connection, further histories can be requested every 10 minutes. However, please note: reloading data would then lead to a renewed histories overflow once again.
Alternatively, an external data feed - in most cases, however, this is subject to a charge - is also recommended.
This takes you to the data feed overview.
This also applies to CapTrader, Banx, Lynx and other brokers that connect to the API interfaces of the TWS.