Historical https API Timeout even when pulling at rate slower than 2 requests per second - 504 Error

tahseen
This is unfair. You charge money for a service and if that is not working. I don't know how many times it failed in pulling historical data. I didn't expect this after what claims were made about millions of people are using your client API and you are servicing them
  • sujith
    Can you let us know the params you are sending for the request?
  • tahseen
    I am getting responses and data but many a times 504 even when I have 100Mbps UP and DOWN speed. Your gateway is timing out. This is not the 403 request rate issue
  • sujith
    I would suggest reducing the time between from and to dates and try.
  • tahseen
    I was using same from and to dates. Means I was pulling for a single day only. That is what is surprising. That for a single day, at 4pm it gave Gateway Timeout.

    I mean it is not even market hours

    Which also means if I have a trading strategy and use Historical API during market hours, the strategy would fail as the API would give Gateway Timeout
  • sujith
    We have informed our data team to look into this. They are working on it.
  • tahseen
    tahseen edited November 2017
    Please thanks. I am getting 504 even today when I have more than a second delay between two requests.

    Am worried that in live trading, the history request might fail resulting in strategy failure
  • sujith
    Historical data is not meant for the use case wherein you keep pulling new candle every 15 or 5 min.
    I would suggest building your own candles at your end using live market data from websockets.
  • tahseen
    @sujith This is not fair. If you are giving 120 TPS and if I follow it then how does it matter how I pull the data. Am paying for that service.

    You ask asking me to pay for history at 120 TPS and then asking me to build it by myself using Web Socket.

    If that is the case then I am writing the layer that I was expecting from you and paying for the same

    Your answer might be technically correct but commercially incorrect
  • tahseen
    Sorry I meant 120 per minute
  • sujith
    If you generate candles at your end then I think you don't need historical data subscription.
  • sudhirshettyk
    Hi Sujith,

    can you please eloborate on what you actually mean by "Historical data is not meant for the use case wherein you keep pulling new candle every 15 or 5 min" . I am afraid , i might be doing similar thing, so just want to be sure.

    Regards,
    Sudhir
  • sujith
    Hi,
    Historical API is for backtesting. For live market strategies, I would suggest generating candles at your end using live market data.
  • darkknight
    @sujith given the fact that we are paying for historical API subscription and sticking to the prescribed TPS, it cannot result in timeouts all the time. This has been the case even in off-market hours.

    Please look into it on priority and get this fixed ASAP.

    PS. I am actually looking for data for backtesting only, and it has been a really frustrating experience. This API was working fine a couple of weeks back.
  • sujith
    @darkknight ,
    We have informed data team and they are working on it.
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