Scary.? I don't use 5sec (realtime) bars.? Several questions come to mind:
Paper or real account?
Did you also subscribe to realtime ticks, and did your api get any for SPY in the last 32 minutes?
Did you try unsubscribing and re-subscribing ?
Did your TWS show SPY ticks in the last 32 minutes?
Did your try Ctrl-Alt-F in your TWS to refresh realtime data ?
Would a second client get SPY 5sec bars when the first doesn't ?
Gd luck
SouqMate.
---In TWSAPI@..., <ernst.tmp@...> wrote :
Hello,
I have written a Java program to subscribe to the 5 sec. bars, but I had missing data, so I rewrote everything in Python, but I still have problems.
For instance, 32 minutes before todays Close, SPY bars stopped appearing, while all the other 5 sec. bars (VIX,? QQQ, ...) where coming in.
I contacted IB tech support about this problem, but they where of no help.
Do you have any ideas?
Thanks,
Ernst
