Collect historical data from IBKR: Pacing violation

I can't download historical 1min data including ETH using IBKR.
I'm getting the error

quantrocket-history-1|Issuing to ibg1 head timestamp request for INGM STK (sid FIBBG01Q381K59)
quantrocket-flightlog-1|2024-12-06 20:43:57 quantrocket.history: WARNING [usstock-1m-ibkr] IBKR message code 162 for INGM STK (sid FIBBG01Q381K59):
Historical Market Data Service error message:Historical data request pacing violation

for each and every request. I have market data subscriptions at IBKR and am using the live account.
Please advise how to solve this, or where I can get 1min bars including ETH elsewhere into QuantRocket.

As much as possible, you should use the US Stock minute bundle (included with your license) rather than collecting minute data from IBKR. The stock shown in your error message (INGM) is included in the US stock bundle, as are Ethereum ETFs such as ETHA. Only resort to collecting minute data from IBKR for assets that aren't available in the US stock minute bundle, such as futures contracts (e.g. if you're looking for ETH futures from CME), as collecting data from IBKR is much more onerous.

Regarding the pacing violation message, unfortunately IBKR recently introduced pacing restrictions for head timestamp requests, and the current version of QuantRocket does not handle that (there was no such restriction before). A fix will be available in the next version of QuantRocket. If the US Stock minute bundle doesn't cover your immediate needs, let me know and I can try to make the updated quantrocket.history container that avoids pacing violations available sooner than the next release.

The pacing violation relates to successive requests happening too quickly, so a potential workaround is to collect a database with only 1 asset in it (or maybe a few), as this will not trigger the pacing violation since there are no successive symbols in that case. This might work if you just need selected symbols but would be onerous if you need many symbols.

Importing custom data is also possible. A tutorial for importing futures data is available in the Code Library.

Hi Brian, thanks for answering.
I'm analyzing extended hours US stocks data, that's why I can't use the usstocks-1m bundle, as I found out. I'm now using a custom database of Polygon data, which should be enough for the moment. Still, I would of course appreciate the IBKR bugfix, but take your time, unless there is some inherent problem with the Polygon data I should be fine I guess.

Best,
Tobias