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• when the data never arrives in 10.30+ or
• when it does arrive but not within the time @ajn is willing to wait for. Even if data always arrives within that time with IBGW 10.19.

The first case smells like a bug (as long as data should be available), while the second case is simply a change in systemic behavior. Even if that behavior change, in the eyes of the user, is a degradation and causes previously working timeouts to now fail. That is the crux with timeouts - they are always too long until they are suddenly not long enough.

During my due diligence before switching from V9 TWS/IBGW to the first stable V10 (probably around TWS 10.10) I found that timing for certain operations had changed. Some for the better and some for the worse. So it is not unreasonable to assume that something similar happened between 10.19 and 10.30+.

To quickly check that hypothesis I went back to my records and compared all reqMkt() subscriptions for SPY ETF in December 2023 (when I used stable TWS/IBGW 10.19) with those from MTD December 2024 (with stable TWS/IBGW 10.30). And guess what:

• The average time from reqMktData() to the first arrival of a data tick was 0.3 seconds (300ms) with TWS 10.19 last year?
• but it is now 3.2 seconds (3,200ms) with TWS 10.30 this month

Small things other than the TWS version have changed on my side since December 2023, but I cannot imagine that any of those changes could cause the longer time to first tick. But I will run tests with 10.19 to confirm when the markets are closed later in the week. Attached a quick xlsx with the raw results.

I still would not call this a bug (though this change of behavior may have not been intended by the developers)

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