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antequant / blotter

Microservice to connect to Interactive Brokers and stream market data into Google BigQuery
MIT License
1 stars 4 forks source link

Snapshot requests limitation exceeded #51

Open jspahrsummers opened 4 years ago

jspahrsummers commented 4 years ago

blotter.ib_helpers.IBError: <class 'blotter.ib_helpers.IBError'>: 321 concerning request 13655: Error validating request:-'bW' : cause - Snapshot requests limitation exceeded:100 per 1 second(s) (contract: FuturesOption(conId=393791816, symbol='ES', lastTradeDateOrContractMonth='20191224', strike=2980.0, right='P', multiplier='50', exchange='GLOBEX', currency='USD', localSymbol='E4CZ9 P2980', tradingClass='E4C'))

Maybe this ticker-loading strategy is not valid after all. 😟

jspahrsummers commented 4 years ago

Apparently I received this error mixed in as well:

<class 'blotter.ib_helpers.IBError'>: 10197 concerning request 13375: No market data during competing live session (contract: FuturesOption(conId=381857397, symbol='ES', lastTradeDateOrContractMonth='20200228', strike=3350.0, right='P', multiplier='50', exchange='GLOBEX', currency='USD', localSymbol='EWG0 P3350', tradingClass='EW'))

I wasn't intentionally running a separate live session, but maybe there were two clients connected somehow.

jspahrsummers commented 4 years ago

Oh, it does also say "100 per 1 second(s)." Maybe ib_insync doesn't batch at that interval--could try implementing that.