From my understanding, ib.reqMktData(contract) requests LIVE updates, meaning updates will be sent if changes occur after your request. Meaning if your contract is not active, there is chance it may not get populated right away. The documentation:
- Beginning in TWS?v970, a??callback of?1?will occur automatically after invoking reqMktData if the user has live data permissions for the instrument.
?
You might need to request different type of market data if you always want data, for example, set type to 2:?
| 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. |
