They say they don't rate limit, but my download script was working and all of a sudden it just stopped and won't run any more. Was downloading SPY 0DTE NBBO data from 2023 and once I got to 6/27/2024 it stopped and now it won't download anything at all.
It's not an IP ban, because I just tried a different WAN source.
Posted by NationalOwl9561
2 Comments
Ah, that makes sense—NBBO data is a bit tricky because it tends to be more limited, especially for shorter-term, high-frequency options like 0DTE. Some platforms impose stricter limits on historical NBBO data, especially for liquid symbols like SPY, since tick-level data is huge.
A few possibilities: First, you might have reached a data retention cap—free or even some standard tiers don’t keep tick-level records that far back. Second, there could be a temporary backend issue on Theta’s side—sometimes these large datasets trigger throttles or outages. And third, some NBBO feeds might have licensing or contractual limits (like how far back they can go).
You might want to check if Theta has a known downtime or contact their support, especially since 0DTE data tends to spike in demand. If it’s a tier or limit issue, you might need to upgrade or request a longer-term plan.
Depending on your plan, TD throttles concurrent workers to 4 on the basic plan. Premium plans are more. Depending on what you’re downloading, it can overload it.