It is unclear to me how the realtime market data lines are shared
between the Live and Paper account.
At the account management page I can activate the sharing between
the Live and Paper account and then there is the following
footnote:
*Note that due to regulatory laws, only one of these accounts can
have an active session at any given time.
At the TWS API manual we read:
Important: since your paper trading market data
permissions are bound to your live one, you can only obtain live
market data on your paper trading user if;
- You have shared the market data subscriptions accordingly as
described above.
- You are NOT logged in with your live user name at the same
time on a different computer.
Up to now I understood the manual such, that I can have e.g. a
TWS (Live) session running at a computer and an IBGW (Paper)
session at the *same* computer and both sessions have simultaneous
access to all market data lines (at least 3).
However, the footnote above confuses me: Can I have only a Live
*or* a Paper session running simultaneously?
Are two simultaneous sessions choking the data supply crosswise
with 2105 messages?