Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS
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Hi AJN.?
First off: note that `Contract.primaryExch` is not the same as `Contract.Exchange`. You might be constructing invalid Contract objects.?
About reqMktData: just for fun I checked my code and out and yesterday I made 54.000 calls to it, all received a callback except few, like ~50, because of the reason #2 mentioned below.?
Possible issues: 1: make sure you comply with the max 50 requests per second pacing violation. I don't know if you'll receive an error message if that's your case. 2: error code 10197 "No market data during competing session": if you're pulling reqMktData and at the same time visualizing the data in TWS, you might get this error and hence not receive an eWrapper callback.?
Note I'm in C# API 10.15.2.0 - no capacity to test on another version at?the moment.
Hope it helps.?
I created a second version where I removed all code which is not absolutely necessary It is roughly 150 line of code which one easily sees comparing Program.py from samples to Program_get_bid.py. As per first post: The file is part of \samples\Python\Testbed?extract provided python.zip in that folder Then, run (or even better run from debugger and step)
Program_get_bid.py -f symbols.csv -m REALTIME --data-lines 75 --loops 5 --port 4001
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There is 3 new functions left. Main entry , runs the test in the loop  ?
Actual code subscribing to data. making sure the datalines limit is not exceeded. And knowing that Subscription is expensive I typically run 65% of line limit. I.e. for test accounts where I have only 100 lines I would run 65 max. So we never run into "max data lines limit reached" error.?
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monitor_not_done is called after each subscription and stops new subscribtions once we reach the limit or (finalize = True) simply waits until all subscriptions returned the data or Timed out.
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The wrappers are easier described by comparison to Program.py the original test app. Really all wrappers do is saving incoming data
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and there is unsubscribing bit which is driven by wrappers (here on example of error), if all data is present the cancel is called and sets "sentCancelMktData" which gives signal to test loop that one received all the data
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That is pretty much it.?
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