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 AJ,?
I connect via TWS and my TWS version is 10.30.1s, whereas the version of my CSharpAPI.dll is?10.15.2.0.?
"I didn't receive all of ["bid", "ask", "last", "volume", "last_timestamp", "high", "low"]"
?I think this might be the difference. I only request snapshots every few seconds.?
E.g. in C#: client.reqMktData(reqId, contractObject, string.Empty, true, false, null);
As said, 50.000+ requests per day and working fine. Of?course, I only get 'the last Last' snapshot, for my app that's fine.
Hope it helps, Daniel.
In the attached zip I have the app. It is now only 250 lines including all the IB connection and argument parsing. The working function are all the same as before ( described earlier) I just deleted everything else. I do agree, as a standalone app it gets much more readable ?
Program_get_bid.py -f symbols.csv -m REALTIME --data-lines 75 --loops 5 --port 4001
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As an added bonus this app can be run from anywhere, not just from python samples folder. so long your python environment has 10.30 installed
?
AJ
-- Daniel
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