Pair Trading Lab Helpdesk & Forum
PTL Trader => Questions & Answers => Topic started by: tcima on October 14, 2021, 06:25:32 pm
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Hello,
I'm testing PTL Trader on a paper account, and it seems okay so far.
I'm wondering how many pairs can be traded at the same time in a bound portfolio.
Are there any limitations assigned by IB for the number of data feed?
tcima
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I checked with IB site, and the limit may be 100 for standard data subscription.
That means 50 pairs at maximum.
Am I correct?
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Yes, correct. I think the limit is slightly lower, PTL Trader subscribes to 2 or 3 symbols internally to detect market holidays...
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Thank you for your comment, Karma.
I learned a lot of things about PTL Trader in the last few days.
I look forward to finding how the app works in real trade.
tcima
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Hi,
I happened to see the following IB's page on Historical Data Limitations:
https://interactivebrokers.github.io/tws-api/historical_limitations.html
They say that "Making more than 60 requests within any ten minute period" for historical data triggers Pacing Violation.
When I start up PTL Trader, it seems the app is sending historical data requests to TWS API.
In this case, is the number of pairs in a portfolio limited to 30 (60 legs in total) because of IB's Pacing Violation?
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The PTL Trader app handles this gracefully. When requests are rejected because of pacing violation they are retried in > 10 minutes so at the end all symbols are covered. So this limitation at IB side does not impose any real limitation for the portfolio size.
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How nice!
How thoughtful!
Thanks for your comment. :)