Hi all,
To get live 5-second real time bars, from the beginning of market
how early to subscribe (considering number of instruments) just before market starts, for reqRealTimeBars()?
If reqRealTimeBars() invoked well before, say 2-3 minutes before market start time,
they don't respond once market starts
If reqRealTimeBars() invoked just before, say 1 minute before market start time, NOT all instruments gets subscribed,
that leads to few instruments failed to get the 1st bar, once market opens
so just like reqMktData() which has
"11 seconds delay to subscribe for real time prices for a symbol is by design" for any number of instruments
Query 1:
any time limit available for subscription of reqRealTimeBars() for multiple instruments
Thanks
Query 2:
For indices which are not traded as such,
is there a way to get ohlc like data via reqTickers() or reqMktData()
[tried, reqMktData(), genericTicks to get tick types using genericTickList='6, 7, 8, 9, 14' , but getting only ticktype 1 & 2]
