Thanks Daniel,
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Just to be clear the problem is not that I am not receiving the callbacks at all. The problem is that I am receiving not entire set of? the data I expect for some of the contracts (always random which contracts will be missing some data). Sometime it is bid which is missing, sometimes ask, sometimes last etc. bit random misses. And everytime I check gateway log for the request I had issues with It is clear that that piece of data is not there (say I see that for req 123456 I get bid, ask, volume but not a last value etc.).?
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First off: note that `Contract.primaryExch` is not the same as `Contract.Exchange`. You might be constructing invalid Contract objects.?
I am 99.99% it is not the contract issue, as I am getting most of data,?
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Moreover, today I was experimenting with unsubscribing/subscribing for data for a contract which at this point was missing data (my definition of "missing" is that after subscription I didn't receive all of ["bid", "ask", "last", "volume", "last_timestamp", "high", "low"] within 20 seconds at least once, typically one or two would be missing), and 100% of time I was receiving the data after a second subscription. So contract part is very likely fine.?
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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.?
Yes, I monitor error codes. no such errors. As for pacing, it used to be needed but SDK I believe build it in and there is an option ?setConnectOptions("+PACEAPI"), which I use for several years now on top of own pacer anyway (just ot be safe, remember first versions were glitchy). And typically pacing errors result that you don't get any data at all. which is not current case.?
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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
Great stats, :) it used to be like this for me up and including gateway 10.19.?
- what is your definition of "received"? are you looking for say "last" only or a bit wider scope like I mentioned above?
- What version of gateway/TWS are you using (not API) ?? Gateway 10.19 and older work fine for me (and have been for 5 years), yet once I switch gateway to 10.30 or 10.31 I immediately start seeing issues.?
AJ
