Hello Jurgen,
This is my first time asking a question to this forum. I know this thread is months old but I encountered the same issue today. I am a newbie to TWS API and Python both, so I appreciate your time and patience.
?I don't completely understand the work flow you outlined for using CONTFUT with real time data. Could you write it out in more detail in Python?
Thank you in advance.
Cordially,
Oscar