Seeing the same error when requesting option prices with the following steps:
1. Connect to TWS with a paper account on port 7497
2.?app.reqMarketDataType(4)
3.?app.reqMktData(1, contract, "", False, False, [])
4. receive data as expected
5. disconnect
6. reconnect to the same account by rerunning the same python script
7. repeat 2. and 3. above
8. receive error "10197? ?No market data during competing live session"
The same python script works without issues when requesting stock prices as opposed to option prices.
Is this a known issue with option prices from paper accounts?
Are there different recommendations to ensure proper disconnect/reconnect cycles?
Thanks