I recently discovered that some streaming market data subscriptions would randomly cease after 15-20 minutes if there were no activity over the API in any direction (such as before stock market open). I baked in regular dummy calls for TWS time (recCurrentTime I believe) as a way to pulse a keep-alive signal and had no problems since.
I check each 60 seconds if there was any data that was delivered if not I resubscribe
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sometimes this happens to scanners as well and you have to trigger a restart of IBKR
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i use a docker container for IBKR to deal with this
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its quite a mess but thats how it is unfortunately?
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IBKR is the cheapest source to realtime data that has an individual friendly api
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Best,
DS
