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Historical Data Limitations

Historical data requests are subject to the following limitations:

Number of Market Data Lines Historical Data
Request Limit
Less than 499 One year
500 - 749 Two years
750 - 999 Three years
1000 Four years

 

Market data lines can be increased based on monthly commission amounts, amount of equity and Quote Booster subscriptions.

Pacing Violations

All of the API technologies support historical data requests. However, requesting the same historical data in a short period of time can cause extra load on the backend and subsequently cause pacing violations. The error code and message that indicates a pacing violation is:

162 - Historical Market Data Service error message: Historical data request pacing violation

The following conditions can cause a pacing violation:

Also, observe the following limitation when requesting historical data:

Note:  For more information about historical data requests, see Viewing Historical Data in the DDE for Excel chapter, reqHistoricalDataEx() in the ActiveX chapter, reqHistoricalData() in the C++ chapter, and reqHistoricalData() in the Java chapter.

Minimum Bar Size Settings for Historical Data Requests

The following table lists the minimum bar size settings for API historical data requests.

Duration Minimum Bar Size
1 min 1 second
5 mins 1 second
15 mins 1 second
1 hour 5 seconds
2 hours 5 seconds
4 hours 10 seconds
1 day 30 seconds
2 days 1 minute
1 week 10 minutes
2 weeks 15 minutes
1 month 30 minutes
3 months 1 day
Everything else 1 day

 

Valid Duration and Bar Size Settings for Historical Data Requests

The following table lists the minimum bar size settings for API historical data requests.

The following table lists valid duration and bar size settings for API historical data requests. Please note that these are only guidelines.

Duration Bar Size

1 Y

1 day

6 M

1 day

3 M

1 day

1 M

1 day, 1 hour

1 W

1 day, 1 hour, 30 mins, 15 mins

2 D

1 hour, 30 mins, 15 mins, 3 mins, 2 mins, 1 min

1 D

1 hour, 30 mins, 15 mins, 5 mins, 3 mins, 2 mins, 1 min, 30 secs

14400 S (4 hrs)

1 hour, 30 mins, 15 mins, 5 mins, 3 mins, 2 mins, 1 min, 30 secs, 15 secs

7200 S (2 hrs)

1 hour, 30 mins, 15 mins, 5mins, 3 mins, 2 mins, 1 min, 30 secs, 15 secs, 5 secs

3600 S (1 hr)

15 mins, 5 mins, 3 mins,  2 mins, 1 min, 30 secs, 15 secs, 5 secs,

1800 S (30 mins)

15 mins, 5 mins, 3 mins, 2 mins, 1 min, 30 secs, 15 secs, 5 secs, 1 secs

960 S (15 mins.)

5 mins, 3 mins, 2 mins, 1 min, 30 secs, 15 secs, 5 secs, 1 secs

300 S (5 mins)

3 mins, 2 mins, 1 min, 30 secs, 15 secs, 5 secs, 1 secs

60 S ( 1 min)

30 secs, 15 secs, 5 secs, 1 secs