If :RequestMarketData is fired with the :Snapshot-Flag? set (regultarory snapshot: false), I expect a set of market prices in return.
If I understood correctly, setting the :MarkettDataType to 'frozen' or 'frozen_delayed' data are even returned, if the exchange is closed.
This works perfectly with us stocks on a demo account.
However, A MarketDataRequest of a Bag with 3 Contracts triggered a :TickRequestParameter response, informing of a lack of SnapshotPermissions. No TickData were returned.
Surprisingly,? requesting Snapshot-MarketData for? a ZN-Future, TickData were returned. The request triggert a similar :TickRequestParameter response ( SnapshotPermissions: 0)
Same result requesting Snapshot-Marktedata for european stocks and stocks trading at the SGX.
Now I am confused. How to interpret the TickRequestParameter response?
Thanks
Hartmut
