That documentation is very misleading. The crucial thing is that it says: ‘The following table exemplifies this concept’, ie the table is examples, not the only permissible possibilities.

?

The table below is a comment extracted from my code, which shows the maximum durations I use for all the various allowable bar sizes. I determined these by trial and error. I haven’t updated it for several years, and it’s certainly not entirely correct now: for example I just had 13051 1-min bars returned in a single call using a duration of 30D.

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So I suggest you use the info below as a guide to what might be possible, but bear in mind that you may well be able to improve on this. Just try it and see!

?

?

'?? Bar Size??????? Max Duration

'?? --------??????? ------------

'

'?? 1 secs????????? 2000 S

'?? 5 secs????????? 10000 S

'?? 10 secs???????? 20000 S

'?? 15 secs???????? 30000 S

'?? 30 secs???????? 86400 S

'?? 1 min?????????? 86400 S

'?????????????????? 6 D

'?????????????????? 1 W

'?? 2 mins????????? 86400 S

'?????????????????? 10 D

'?????????????????? 2 W

'?? 3 mins????????? 86400 S

'?????????????????? 10 D

'?????????????????? 2 W

'?? 5 mins????????? 86400 S

'?????????????????? 20 D

'?????????????????? 3 W

'?? 10 mins???????? 86400 S

'?????????????????? 50 D

'?????????????????? 8 W

'?? 15 mins???????? 86400 S

'?????????????????? 50 D

'?????????????????? 10 W

'?? 20 mins???????? 86400 S

'?????????????????? 50 D

'?????????????????? 10 W

'?? 30 mins???????? 86400 S

'?????????????????? 50 D

'?????????????????? 10 W

'?????????????????? 3 M

'?????????????????? 1 Y

'?? 1 hour????????? 86400 S

'?????????????????? 50 D

'?????????????????? 10 W

'?????????????????? 3 M

'?? 2 hours???????? 86400 S

'?????????????????? 50 D

'?????????????????? 10 W

'?????????????????? 3 M

'?? 3 hours???????? 86400 S

'?????????????????? 50 D

'?????????????????? 10 W

'?????????????????? 3 M

'?? 4 hours???????? 86400 S

'?????????????????? 50 D

'?????????????????? 10 W

'?????????????????? 3 M

'?? 8 hours???????? 86400 S

'?????????????????? 50 D

'?????????????????? 10 W

'?????????????????? 3 M

'?? 1 day?????????? 86400 S

'?????????????????? 365 D

'?????????????????? 12 M

'?????????????????? 52 W

'?????????????????? 50 Y

'?? 1 W???????????? 86400 S

'?????????????????? 365 D

'?????????????????? 12 M

'?????????????????? 52 W

'?????????????????? 50 Y

'?? 1 M???????????? 86400 S

'?????????????????? 365 D

'?????????????????? 12 M

'?????????????????? 52 W

'?????????????????? 50 Y

?

What you are referring to is called ‘historical data pacing’. See the section before the Step Sizes section entitled ‘Pacing Violations for Small Bars (30 secs or less)Copy Location’.

?

In the ‘old days’, IB imposed these stringent rules on all historical data requests, which greatly limited the usefulness of the Historical Data facility.

?

This is all much more relaxed now. For example, I can download the past two days 1-minute data for all S&P 100 stocks in about 8 seconds. It may be that the rules referred to above still apply to 30-sec or smaller bars as stated, but I haven’t investigated this.

?

So for purposes like backfilling a handful of charts with a couple of hundred bars, it’s generally problem free.

?

However there are still pacing delays once you start to ‘bulk load’ historical data. For example Jürgen made this very interesting post that touched on this:

?

/g/twsapi/message/51785

?

I have similar observations: the data below shows the time a response was received with the number of seconds since the request. This was a couple of years ago (before Jürgen’s post) and I don’t recall exactly what I was doing, but it may have been trying to get 1-minute data for a whole year or something similar. You can see that the requests were completing at a rate of about 13 per minute, with the same sort of ‘pulsing’ that Jürgen described. I had intended to post about this to the group, but I never got round to doing a nice summary of it, and the data has been sitting in my Notepad++ ever since…

?

So I think the takeaway here is that historical data is fine for relatively small amounts of data such as chart backfilling or priming indicators for an autotrading strategy, but abuse it and it gets too sluggish. If you need bulk historical data, get it from a specialist data provider.

?

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10:59:44.446 0.7

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11:14:26.325 11.9

11:14:44.362 17.9

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11:14:50.335 3.7

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