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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


 

On Mon, Dec 23, 2024 at 10:31 PM, Jürgen Reinold wrote:

Just curious whether the data eventually arrives if you give it enough time.

Even if it did, that wouldn't explain why it arrives in time when using 10.19. If you run the test case as prescribed, and compare the results of 10.19 vs 10.30+, you'll probably see what I mean.

I suppose it could be classified as "not a bug" if IBKR wants to intentionally degrade the service they once provided. And, as a skeptic, I wouldn't put that past them. Nevertheless, from a technical user's perspective, this is at best a [massive] shortcoming IMHO.

After all, without any SLA they could just hold data back completely, or provide the same QOS for DELAYED and REALTIME. It's an absurd proposition so I'm leaning toward "this is a bug (full stop)".

Playing that much faster and looser w/ their specifications would leave a bad taste in an engineer's mouth... although a lawyer might love it.

:-/

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