Unfortunately I'm late to the party. I am working on upgrading from version 9.x to API 10.19 and Gateway 10.22. I have just spent two days figuring out why I got such strange behavior from reqMktData() after upgrading to version 10.x. A reference in another, more recent, thread pointed me to here. What is happening in my case:
Program A connects to Gateway, using clientId1. One of its activities is getting streaming data for an instrument, using reqMktData(). After it has completed its activities it sends cancelMktData() and finally disconnects clientId1.
Some seconds later program B connects to Gateway, using clientId2. After a while it tries to use reqMktData() for the same instrument. It does not receive any data. It then sends cancelMktData() and disconnects clientId2.
All my programs are coded in Java.
My understanding from this thread is that I am not allowed to use two different numbers clientId1 and clientId2, but that both programs must use and re-use the same clientId number.
