You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
// IB requests made through the IB-API must be limited to a maximum of 50 messages/3 second
however, in IB API documentation it says that the limit is 50 messages/1 second:
Aside from the TWS API's inherent limitation of 50 messages per second implying a maximum of 50 orders per second being sent to the TWS, there are no further API-only limitations. Interactive Brokers however requires its users to monitor their Order Efficiency Ratio (OER) as detailed in the Considerations for Optimizing Order Efficiency IBKB article.
Hey @yul!
Sorry for the delay, we adjusted the rate limit because we were seeing issues, take a look at #29 . There might be room to reduce it but it's risky to undo the change, would require extensive testing many subscriptions/history/orders requests
Hello, it says here that rate limit is 50 messages/3 seconds:
Lean.Brokerages.InteractiveBrokers/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs
Line 158 in 65cd739
however, in IB API documentation it says that the limit is 50 messages/1 second:
https://interactivebrokers.github.io/tws-api/order_limitations.html
Is it the same rate limit? If so, can we change this limit here, in order to allow more orders sent quicker?
The text was updated successfully, but these errors were encountered: