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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 Thu, Dec 26, 2024 at 05:36 AM, Jürgen Reinold wrote:

It may very well be that IBGW/TWS 10.19, upon subscription, send some "recent historical values" and 10.30+ are now cleaner and send "only market values that changed".

The above is an interesting thought. But, I feel obligated to note it would be a breaking change to the interface. So basically still a pretty big "bug/problem"... just not in the implementation.

And even if it's "cleaner" over the wire, changing an interface without also changing its signature is terrible practice because it silently breaks end user applications (as @ajn may have found out).

With all due respect Jürgen, dismissing this or trying to spin it as a good thing(tm) strikes me as extremely forgiving or just naive.

Finally, if this speculation is correct, it makes me think that extra caution should be exercised prior to using 10.30+ in production. Since, I wouldn't want to have any code running the relied on defaults being set to "recent historical values" and didn't immediately fail loudly when such an assumption quietly disappeared; which seems like a possibility.

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