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Snapshot requests limitation exceeded #51

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jspahrsummers opened this issue Dec 18, 2019 · 2 comments
Open

Snapshot requests limitation exceeded #51

jspahrsummers opened this issue Dec 18, 2019 · 2 comments
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@jspahrsummers
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jspahrsummers commented Dec 18, 2019

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 jspahrsummers added the bug Something isn't working label Dec 18, 2019
@jspahrsummers
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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
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Oh, it does also say "100 per 1 second(s)." Maybe ib_insync doesn't batch at that interval--could try implementing that.

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