IB Errors while running example.

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Brian Sherman

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Jul 25, 2013, 9:09:25 PM7/25/13
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Hi,

I was trying to run the IBFutures.java example with a paper trading account.  It connects and gets several ticks but it also outputs quite a bit of errors.  I was wondering if you could provide any insight into what I'm seeing and how to mitigate them.

Specifically the Snapshot requests limitation exceeded:100 per 1 second(s) error and the 2381 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Market data farm connection is OK:cashfarm errors.

Thanks.

-Brian

run:
0 [main] INFO com.tbg.core.model.strategy.StrategyBase  - -------------------------------------------------------------------------
2 [main] INFO com.tbg.core.model.strategy.StrategyBase  - tbg-Quant core version 1.1beta6      -      (c) www.thebonnotgang.com
2 [main] INFO com.tbg.core.model.strategy.StrategyBase  - -------------------------------------------------------------------------
3 [main] WARN com.tbg.core.util.Config  - ../config/tbg-Quant.properties not found, checking ClassPath...
4 [main] ERROR com.tbg.core.util.Config  - tbg-Quant.properties not found in ClassPath, loading default settings (inMemoryDB).
6 [main] WARN com.tbg.strategy.TradingSystem  - Cannot find config.proprieties file, proceeding without it.
28 [Thread-0] INFO com.tbg.strategy.TradingSystem  - Strategy ID : IB_Forex
39 [Thread-0] INFO com.tbg.strategy.TradingSystem  - Strategy IB_Forex started [Thu Jul 25 21:03:01 EDT 2013]
39 [Thread-0] INFO com.tbg.strategy.TradingSystem  - Strategy Description: InteractiveBrokers Forex example
39 [Thread-0] INFO com.tbg.strategy.TradingSystem  - onStart(): 
40 [Thread-0] INFO com.tbg.core.model.strategy.StrategyBase  - Using default storeService...DEFAULT_STORESERVICE
367 [Thread-0] INFO com.tbg.core.model.strategy.StrategyBase  - RunID: [UserID:tbg][RunID:1][Description:InteractiveBrokers Forex example][StrategyName:IB_Forex][StrategyClass:IB_Forex]
367 [Thread-0] INFO com.tbg.core.model.strategy.StrategyBase  - MarketDataEventType setted to TICK_EVENT
367 [Thread-0] INFO com.tbg.core.model.strategy.StrategyBase  - Pass-Through CEP Provider
390 [Thread-0] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - Connecting to InteractiveBrokers, TWS Client ID = 
Server Version:67
TWS Time at connection:20130725 21:02:57 EST
2381 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Market data farm connection is OK:cashfarm
2384 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Market data farm connection is OK:cafarm
2384 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Market data farm connection is OK:usfarm.us
2384 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Market data farm connection is OK:usfarm
2386 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): HMDS data farm connection is OK:ushmds.us
2386 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): HMDS data farm connection is OK:cashhmds
2386 [Thread-0] INFO com.tbg.core.model.strategy.StrategyBase  - Active MarketDataFeed...
2387 [Thread-0] INFO com.tbg.adapter.interactivebrokers.broker.IBMarketDataFeed  - Starting up for symbol EUR
2387 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): HMDS data farm connection is OK:ushmds
2545 [AWT-EventQueue-0] INFO com.tbg.strategy.TradingSystem  - Time: Thu Jul 25 21:03:03 EDT 2013 Symbol: EUR Price: 1.32755 Size: 0.0 Volume: 0 AskPrice: 1.3276 BidPrice: 1.3275 askSize: 1.44E7 bidSize: 1.274E7
7014 [AWT-EventQueue-0] INFO com.tbg.strategy.TradingSystem  - Time: Thu Jul 25 21:03:08 EDT 2013 Symbol: EUR Price: 1.32758 Size: 0.0 Volume: 0 AskPrice: 1.3276 BidPrice: 1.32755 askSize: 1.48E7 bidSize: 1000000.0
8693 [AWT-EventQueue-0] INFO com.tbg.strategy.TradingSystem  - Time: Thu Jul 25 21:03:10 EDT 2013 Symbol: EUR Price: 1.3276 Size: 0.0 Volume: 0 AskPrice: 1.32765 BidPrice: 1.32755 askSize: 1.88E7 bidSize: 1.464E7
11499 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Error validating request:-'wc' : cause - Snapshot requests limitation exceeded:100 per 1 second(s)
11510 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Error validating request:-'wc' : cause - Snapshot requests limitation exceeded:100 per 1 second(s)
11520 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Error validating request:-'wc' : cause - Snapshot requests limitation exceeded:100 per 1 second(s)
11530 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Error validating request:-'wc' : cause - Snapshot requests limitation exceeded:100 per 1 second(s)
11540 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Error validating request:-'wc' : cause - Snapshot requests limitation exceeded:100 per 1 second(s)
11550 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Error validating request:-'wc' : cause - Snapshot requests limitation exceeded:100 per 1 second(s)
11560 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Error validating request:-'wc' : cause - Snapshot requests limitation exceeded:100 per 1 second(s)
11575 [EReader] INFO com.tbg.adapter.interactivebrokers.broker.InteractiveBrokersWrapper  - onERROR(): Error validating request:-'wc' : cause - Snapshot requests limitation exceeded:100 per 1 second(s)
13072 [AWT-EventQueue-0] INFO com.tbg.strategy.TradingSystem  - Time: Thu Jul 25 21:03:14 EDT 2013 Symbol: EUR Price: 1.32762 Size: 0.0 Volume: 0 AskPrice: 1.32765 BidPrice: 1.3276 askSize: 1.4E7 bidSize: 5500000.0
13854 [AWT-EventQueue-0] INFO com.tbg.strategy.TradingSystem  - Time: Thu Jul 25 21:03:15 EDT 2013 Symbol: EUR Price: 1.32758 Size: 0.0 Volume: 0 AskPrice: 1.3276 BidPrice: 1.32755 askSize: 3000000.0 bidSize: 7000000.0
BUILD STOPPED (total time: 16 seconds)

tbg-Quant-community

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Jul 29, 2013, 7:00:02 AM7/29/13
to tbg-quant...@googlegroups.com
Hello Brian,

This is a IB issue, try to set a delay if it does not work, increase the value 300ms or 500ms.

private final IBMarketDataFeed marketDataFeed = new IBMarketDataFeed(interactiveBrokersAdapter);
{
marketDataFeed.setEventDelay(200);
}

Let me know :-)
thank you
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