When do u have a baby shower?? Please help

When is the best time in pregnancy to plan a baby shower how far along were you when you had your baby shower? With my first I had it at 6 months pregnant which my family thought was way too soon but good thing cuz she came 6 weeks earlie. My second I had it about seven and a half months he came at 39 weeks. This pregnancy I am 24 weeks considering having it when I am 30 weeks (my bro says he wants to throsnit at 35 weeks) being that I'm already high risk for premature labor is that to soon or to late??