Somewhat related question - I'd like book data for equities, don't need options. When I run
reqMktDepth(101, apple_contract, 5, True,[]) # 10 levels
I hit
ERROR 101 2152 Exchanges - Depth: ISLAND; IEX; Top: BYX; AMEX; PEARL; CHX; NYSENAT; PSX; MEMX; EDGEA; LTSE; ISE; DRCTEDGE; Need additional market data permissions - Depth: BATS; ARCA; BEX; NYSE;
I've been adding the additional packages but the market names seem to have a lot of ambiguity (eg what is NYSE - NYSE ARCABOOK?
I'm basically looking for the minimum possible subscriptions to be able to see market depth data from any equity, don't need comprehensive coverage.
