Hi there, relatively new to tws api.
I am retrieving live ticks using IBAPI's reqMktData function and saving it in a csv. In the beginning, the data is retrieved as expected but gradually there starts to appear a gap between the price received and the price shown on tws and IQFeed terminals. After a certain period, this gap grows to even a 10 or more minutes lag between the price received by API and the price shown on terminal! Has anyone experienced it?? ?
