Thank you for your input.
I have done some experimenting with both and reqTickByTickData generates much less callbacks which is good for me in Python. Strangely the timestamp they provide is up to a second, so yes, I use my own.
I am not quite sure how do they calculate limits. For example right now I can use up to six reqTickByTickData, trying more than that raises an error: 10190,Max number of tick-by-tick requests has been reached, so I can fallback on the reqMktData in this case.
Information about a limit of 5 is from here:?
