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Re: ib.reqMktData() does not get certain fields when connecting to the gateway the second time.


 

Yeah, this does seem new. This thread seems to have a similar symptom: /g/twsapi/topic/88795216#msg48912 .

It doesn't feel that fields are missing randomly. In the most recent instance, all the bids of a bunch of stocks are missing, no matter how long I wait or retry. Statistically, this cannot be explained by the field not being updated because there is no new data.

Being a hassle aside, I am also worried that updates for some fields may suddenly stop and cause my program to silently consume wrong data. I have never tested this possibility, but it seems possible.

I would really appreciate if people could share about the problem/solution.

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