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Re: reqMktData callbacks are missing data with gateway 10.30 and 10.31 sporadically, works fine with 10.19 and older gateways/TWS


 

Thank you very much!
yes, I can confirm it is there, at least it was all day for me on that very code and right now. (yet it is funky atm, see end of post)
can you run it with several loops? It is often happening on the second loop or later. Does account you run has real time subscription? (see end of post, why maybe one really need subscription not 100% sure yet)
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Using args Namespace(port=4002, global_cancel=False, file='symbols.csv', market_data_type='REALTIME', data_lines=75, loops=5)
serverVersion:187 connectionTime:b'20241219 16:56:08 EST'
1713296 Waiting... Symbols in work : 75, done symbols: 0
1714476 Waiting... Symbols in work : 75, done symbols: 1180
TIMEOUT ? ? ?reqId: 1714133, symbol: MU CANCEL ? ? ?TIMEOUT!!!!
1714504 Waiting... Symbols in work : 18, done symbols: 1264
? ? ? ? ? ? ?Number of not done symbols: 1
reqId ? ? symbol done ?bid ? ? ask ? ? last ? ?volume ?high ? ?low ? ? last_timestamp
1714133 ? MU ? ? 0 ? ? N/A ? ? N/A ? ? 87.03 ? 904214 ?91.0 ? ?84.61 ? 2024-12-19 22:56:09 ? ? ? ?

However I did notice 2 things
  1. I have run the test after hours and the frequency of errors is significantly less. I get 1 failure per 5 loops. whereas during trading hours I was getting maybe 5-20 per same test. So maybe it is related somehow on how IB infra is loaded? i.e. the infra is probably less loaded now (just a guess)
  2. I can repeat the issue for REALTIME and DELAYED options on paper trading account which HAS market data subscriptions. However, at least now, after hours trying it on the account which DOESN'T have subscription doesn't generate issues with DELAYED. Maybe it has to do with after hours or maybe DELAYED means different things for account with subscription and without. I don't know.? So I can confirm the issue for account with subscription, yet after hours it is less rare one really need to run 5 loops to be sure.?
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