Right- ?and based on other replies, my suggestion is that you separate out the functions into two steps:
1) Retrieving all of the contract ID's for all of the options series on a given underlying
2) Subscribing to market data for each of those IDs.
It is possible if you are attempting to combine these two operations at the same time (as the API demo application does - get a contractID and then subscribe to market data immediately) then you will hit the pacing violation.
I would suspect that there are some option series that your trading algorithm will not care about such as LEAPS and/or strike prices deep in the money or deep out of the money.
By splitting up the two operations, you can first build a table of all of the option series, then filter this according to what your application requires. ?Once you have that (hopefully much smaller) list of contractID's, then you can run another method to subscribe to the appropriate market data paying specific attention to the pacing limitations.
