开云体育

Hello,

I was surprised, to say the least, to discover that I'm getting delayed data in API (1 hour to be exact). I'm doing the following:?

? ? private static Contract getMicroESFuturesContract() {

? ? ? ? Contract contract = new Contract();

? ? ? ? contract.localSymbol("MESM0");

? ? ? ? contract.secType("FUT");

? ? ? ? contract.currency("USD");

? ? ? ? contract.exchange("GLOBEX");

? ? ? ? return contract;

? ? }

? ? public void subscribe(int tickerId, Contract contract, String period,

? ? ? ? ? ? ? ? ? ? ? ? ? boolean reqRealTimeBars, boolean reqTickByTickData, boolean reqMarketDepth, boolean reqHistoricalData) {

? ? ? ? if (reqRealTimeBars) socket.reqRealTimeBars(tickerId, contract, 5, "MIDPOINT", false, null);

? ? ? ? if (reqTickByTickData) {

? ? ? ? ? ? socket.reqTickByTickData(tickerId, contract, "AllLast", 0, false);

? ? ? ? ? ? socket.reqTickByTickData(tickerId + 1, contract, "BidAsk", 0, false);

? ? ? ? }

? ? ? ? if (reqMarketDepth) {

? ? ? ? ? ? socket.reqMktDepth(tickerId, contract, 8, true, null);

? ? ? ? }

? ? ? ? if (reqHistoricalData) {

? ? ? ? ? ? //socket.reqHistoricalData(tickerId, contract, "", period, "1 day", "TRADES", 0, 1, false, null);

? ? ? ? ? ? //int tickerId, Contract contract, String endDateTime, String durationStr, String barSizeSetting, String whatToShow, int useRTH, int formatDate, boolean keepUpToDate, List<TagValue> chartOptions

? ? ? ? ? ? socket.reqHistoricalData(tickerId, contract, "", period, "5 secs", "BID_ASK", 0, 1, false, null);

? ? ? ? }

? ? ? ? socket.reqMktData(tickerId, contract, "233", false, false, null); //RTVolume

? ? ? ? socket.reqPositions();

? ? ? ? socket.reqIds(-1);

? ? }

And then call:?

?

subscribe(Configuration.MES_CONTRACT_ID, getMicroESFuturesContract(), LOOKBACK_UNITS_PERIOD + " S",

? ? ? ? ? ? ? ? true, true, true, true);

Any ideas why I'm getting delayed data?