Hey Code Block,?
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I have level 2 data and get the same output as you during non-market hours. There's also this relevant bit in the IB documentation:
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Frozen---2---Frozen market data is the last data recorded at market close. In TWS, Frozen data is displayed in gray numbers. When you set the market data type to Frozen, you are asking TWS to send the last available quote when there is not one currently available. For instance, if a market is currently closed and real time data is requested, -1 values will commonly be returned for the bid and ask prices to indicate there is no current bid/ask data available. TWS will often show a ‘frozen’ bid/ask which represents the last value recorded by the system. To receive the last know bid/ask price before the market close, switch to market data type 2 from the API before requesting market data. API frozen data requires TWS/IBG v.962 or higher and the same market data subscriptions necessary for real time streaming data.
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For reference, here's a link to documentation's text: https://ibkrcampus.com/campus/ibkr-api-page/twsapi-doc/#delayed-market-data
