SmartQuant Discussion

Max rate of messages reached
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Author:  edwardgonen [ Fri Dec 27, 2013 3:45 pm ]
Post subject:  Max rate of messages reached


I was wondering if there is a way to tell OQ to subscribe for real-time data with IB slower.
We have about 300 daily monitored stocks and when the strategy starts it, naturally, subscribes for data feed with IB for all those 300 stocks. This causes the "Max rate of messages per second has been exceeded:max=50 rec=379 (1). Code: 100. Id: 1" error since it seems like it is done at once. I tried to insert a delay in OnStrategyStart but it seems like the data subscription happens later and we don't have control over it. Is there any solution to that?


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