Type 2 is the last data recorded at market close, which is not what I want.
Also, "live" does not usually just mean that I will only get the data when there are new updates. It also means that I will get the most recent quote when there are no new updates.
If it were to only get the data when there is an update, then all the snapshot functions wouldn't work. Also, it is not really consistent with my experience. I find that sometimes it is missing a bid and sometimes the close. Note that a market maker rarely only send the ask and not the bid when updating their quotes. Missing the close is even harder to explain. The fact that I never experienced this on the initial connection to a freshly started gateway also means that this is perhaps not the reason.
