Hmm. I use no set timeouts and I do not cancel nor restart requests.
But I perform historical data downloads in reverse time order (and I know several other members do that, too). When you make a request you specify the "end date and time" plus a duration, but you may or may not get data for that entire duration. So once you receive data, simply start the next request based upon the earliest time stamp you received. I am wondering whether your delays are caused because you make requests in ascending time order. That might go against the IBKRs ability of prefetching and pipelining the data for you.
For a download of 1min data with 1day duration that started at 2018-06-03 and ended at 2018-05-01 (in reverse time order) I get the following delays between request and data arrival (in seconds): 1, 1, 6, 1, 7, 6, 7, 18, 19, 1, 1, 6, 6, 6, 7, 12, 24, 1, 1, 6, 6, 1, 6
That is the kind of pattern I see for longer downloads, too.
闯ü谤驳别苍
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On Wed, Feb 5, 2025 at 10:16 AM, David Armour wrote:
I get no data. Right now I am running a job starting from 2015-01-01 and working my way forward day by day. Up to now I get nothing returned and I am at 2015-06-01.
My code waits 15secs for the data download to start so it is a little slow when no data is returned. It is a latch using a conditional_variable.
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