Hi,
I am using reqMktData to retrieve real-time bid/ask data on SPX vertical spreads.? I am making one request at a time and I am using a timeout of 10 seconds.? Whether I get something back or time-out, I call cancelMktData before I move to the next request.? I don't have a large number of spreads I am requesting data on, but I do want refresh data every 5 - 10 seconds so I plan on adding some parallelism to this.? At the moment, I just want to make sure my basic code is functioning correctly.? The problem I am having is that when I run my code, I don't always get a response on a spread.? There is no error message and I am quite certain I am not running into the 50 request per second limitation or the default 100 market lines limitation.? How can I go about figuring out why I am not getting any response?? Spreads I am interested in are near dated and close to ATM so it can't be a lack of bids or asks and it's not that I don't get data at all.? I make a batch of requests (serially, no concurrent requests), wait 5 seconds and go through the same batch again and some of the spreads will have responses in one run and some of them won't have responses in a subsequent run and I never get any error messages when this happens.? Thanks for reading and I would appreciate any suggestions or tips for debugging this issue.
