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Re: trouble requesting trade data *and* quote data for three futures tickers


Nick
 

开云体育

The default is 100 concurrent reqMktData streams but only 3 reqTickByTick streams. Also, market depth is limited to 3 concurrent.

If you are getting the error for more than one request per 15 seconds that's probably what is happening. IB does screw up sometimes but usually it's a problem on the client side.

It would be useful to log all your activity or enable API logging so you can see what is actually being received by TWS.


On 2/5/2021 3:45 PM, tbrown122387@... wrote:

I also read "[b]y default, every user has a maxTicker Limit of 100 market data lines and as such can obtain the real time market data of up to 100 instruments simultaneously." 3 instruments is less than 100, and 6 (=3x2) requests is less than 100, so I think I'm good there.

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